CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 0.8020 0.7989 -0.0031 -0.4% 0.8076
High 0.8020 0.8054 0.0034 0.4% 0.8100
Low 0.7980 0.7977 -0.0003 0.0% 0.7980
Close 0.7985 0.8049 0.0064 0.8% 0.7985
Range 0.0040 0.0077 0.0037 92.5% 0.0120
ATR 0.0049 0.0051 0.0002 4.1% 0.0000
Volume 240 148 -92 -38.3% 455
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8258 0.8230 0.8091
R3 0.8181 0.8153 0.8070
R2 0.8104 0.8104 0.8063
R1 0.8076 0.8076 0.8056 0.8090
PP 0.8027 0.8027 0.8027 0.8034
S1 0.7999 0.7999 0.8042 0.8013
S2 0.7950 0.7950 0.8035
S3 0.7873 0.7922 0.8028
S4 0.7796 0.7845 0.8007
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8382 0.8303 0.8051
R3 0.8262 0.8183 0.8018
R2 0.8142 0.8142 0.8007
R1 0.8063 0.8063 0.7996 0.8043
PP 0.8022 0.8022 0.8022 0.8011
S1 0.7943 0.7943 0.7974 0.7923
S2 0.7902 0.7902 0.7963
S3 0.7782 0.7823 0.7952
S4 0.7662 0.7703 0.7919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8100 0.7977 0.0123 1.5% 0.0058 0.7% 59% False True 107
10 0.8239 0.7977 0.0262 3.3% 0.0058 0.7% 27% False True 89
20 0.8434 0.7977 0.0457 5.7% 0.0044 0.5% 16% False True 52
40 0.8455 0.7977 0.0478 5.9% 0.0035 0.4% 15% False True 35
60 0.8470 0.7977 0.0493 6.1% 0.0033 0.4% 15% False True 26
80 0.8492 0.7977 0.0515 6.4% 0.0030 0.4% 14% False True 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8381
2.618 0.8256
1.618 0.8179
1.000 0.8131
0.618 0.8102
HIGH 0.8054
0.618 0.8025
0.500 0.8016
0.382 0.8006
LOW 0.7977
0.618 0.7929
1.000 0.7900
1.618 0.7852
2.618 0.7775
4.250 0.7650
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 0.8038 0.8045
PP 0.8027 0.8040
S1 0.8016 0.8036

These figures are updated between 7pm and 10pm EST after a trading day.

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