CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 0.8116 0.8115 -0.0001 0.0% 0.7989
High 0.8136 0.8128 -0.0008 -0.1% 0.8188
Low 0.8111 0.8115 0.0004 0.0% 0.7977
Close 0.8125 0.8126 0.0001 0.0% 0.8125
Range 0.0025 0.0013 -0.0012 -48.0% 0.0211
ATR 0.0057 0.0054 -0.0003 -5.5% 0.0000
Volume 39 12 -27 -69.2% 1,226
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8162 0.8157 0.8133
R3 0.8149 0.8144 0.8130
R2 0.8136 0.8136 0.8128
R1 0.8131 0.8131 0.8127 0.8134
PP 0.8123 0.8123 0.8123 0.8124
S1 0.8118 0.8118 0.8125 0.8121
S2 0.8110 0.8110 0.8124
S3 0.8097 0.8105 0.8122
S4 0.8084 0.8092 0.8119
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8730 0.8638 0.8241
R3 0.8519 0.8427 0.8183
R2 0.8308 0.8308 0.8164
R1 0.8216 0.8216 0.8144 0.8262
PP 0.8097 0.8097 0.8097 0.8120
S1 0.8005 0.8005 0.8106 0.8051
S2 0.7886 0.7886 0.8086
S3 0.7675 0.7794 0.8067
S4 0.7464 0.7583 0.8009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8188 0.8037 0.0151 1.9% 0.0061 0.8% 59% False False 218
10 0.8188 0.7977 0.0211 2.6% 0.0060 0.7% 71% False False 162
20 0.8381 0.7977 0.0404 5.0% 0.0053 0.7% 37% False False 102
40 0.8454 0.7977 0.0477 5.9% 0.0037 0.5% 31% False False 61
60 0.8470 0.7977 0.0493 6.1% 0.0033 0.4% 30% False False 43
80 0.8470 0.7977 0.0493 6.1% 0.0032 0.4% 30% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8183
2.618 0.8162
1.618 0.8149
1.000 0.8141
0.618 0.8136
HIGH 0.8128
0.618 0.8123
0.500 0.8122
0.382 0.8120
LOW 0.8115
0.618 0.8107
1.000 0.8102
1.618 0.8094
2.618 0.8081
4.250 0.8060
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 0.8125 0.8126
PP 0.8123 0.8125
S1 0.8122 0.8125

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

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