CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 0.8060 0.8160 0.0100 1.2% 0.8076
High 0.8188 0.8160 -0.0028 -0.3% 0.8100
Low 0.8048 0.8090 0.0042 0.5% 0.7980
Close 0.8174 0.8126 -0.0048 -0.6% 0.7985
Range 0.0140 0.0070 -0.0070 -50.0% 0.0120
ATR 0.0058 0.0060 0.0002 3.3% 0.0000
Volume 150 252 102 68.0% 455
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8335 0.8301 0.8165
R3 0.8265 0.8231 0.8145
R2 0.8195 0.8195 0.8139
R1 0.8161 0.8161 0.8132 0.8143
PP 0.8125 0.8125 0.8125 0.8117
S1 0.8091 0.8091 0.8120 0.8073
S2 0.8055 0.8055 0.8113
S3 0.7985 0.8021 0.8107
S4 0.7915 0.7951 0.8088
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% 0.0077 0.9% 71% False False 285
10 0.8188 0.7977 0.0211 2.6% 0.0064 0.8% 71% False False 176
20 0.8434 0.7977 0.0457 5.6% 0.0054 0.7% 33% False False 101
40 0.8455 0.7977 0.0478 5.9% 0.0038 0.5% 31% False False 60
60 0.8470 0.7977 0.0493 6.1% 0.0035 0.4% 30% False False 43
80 0.8470 0.7977 0.0493 6.1% 0.0032 0.4% 30% False False 33
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8458
2.618 0.8343
1.618 0.8273
1.000 0.8230
0.618 0.8203
HIGH 0.8160
0.618 0.8133
0.500 0.8125
0.382 0.8117
LOW 0.8090
0.618 0.8047
1.000 0.8020
1.618 0.7977
2.618 0.7907
4.250 0.7793
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 0.8126 0.8122
PP 0.8125 0.8117
S1 0.8125 0.8113

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

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