CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 0.8037 0.8060 0.0023 0.3% 0.8076
High 0.8095 0.8188 0.0093 1.1% 0.8100
Low 0.8037 0.8048 0.0011 0.1% 0.7980
Close 0.8064 0.8174 0.0110 1.4% 0.7985
Range 0.0058 0.0140 0.0082 141.4% 0.0120
ATR 0.0051 0.0058 0.0006 12.3% 0.0000
Volume 637 150 -487 -76.5% 455
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8557 0.8505 0.8251
R3 0.8417 0.8365 0.8213
R2 0.8277 0.8277 0.8200
R1 0.8225 0.8225 0.8187 0.8251
PP 0.8137 0.8137 0.8137 0.8150
S1 0.8085 0.8085 0.8161 0.8111
S2 0.7997 0.7997 0.8148
S3 0.7857 0.7945 0.8136
S4 0.7717 0.7805 0.8097
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 0.8188 0.7977 0.0211 2.6% 0.0073 0.9% 93% True False 246
10 0.8188 0.7977 0.0211 2.6% 0.0062 0.8% 93% True False 160
20 0.8434 0.7977 0.0457 5.6% 0.0053 0.6% 43% False False 88
40 0.8455 0.7977 0.0478 5.8% 0.0037 0.5% 41% False False 54
60 0.8470 0.7977 0.0493 6.0% 0.0036 0.4% 40% False False 39
80 0.8470 0.7977 0.0493 6.0% 0.0031 0.4% 40% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 0.8783
2.618 0.8555
1.618 0.8415
1.000 0.8328
0.618 0.8275
HIGH 0.8188
0.618 0.8135
0.500 0.8118
0.382 0.8101
LOW 0.8048
0.618 0.7961
1.000 0.7908
1.618 0.7821
2.618 0.7681
4.250 0.7453
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 0.8155 0.8144
PP 0.8137 0.8113
S1 0.8118 0.8083

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

View Archives - Comment on this page... - Back to Index of Symbols