CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 0.8115 0.8120 0.0005 0.1% 0.7989
High 0.8128 0.8130 0.0002 0.0% 0.8188
Low 0.8115 0.8120 0.0005 0.1% 0.7977
Close 0.8126 0.8129 0.0003 0.0% 0.8125
Range 0.0013 0.0010 -0.0003 -23.1% 0.0211
ATR 0.0054 0.0051 -0.0003 -5.8% 0.0000
Volume 12 46 34 283.3% 1,226
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8156 0.8153 0.8135
R3 0.8146 0.8143 0.8132
R2 0.8136 0.8136 0.8131
R1 0.8133 0.8133 0.8130 0.8135
PP 0.8126 0.8126 0.8126 0.8127
S1 0.8123 0.8123 0.8128 0.8125
S2 0.8116 0.8116 0.8127
S3 0.8106 0.8113 0.8126
S4 0.8096 0.8103 0.8124
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 0.8048 0.0140 1.7% 0.0052 0.6% 58% False False 99
10 0.8188 0.7977 0.0211 2.6% 0.0054 0.7% 72% False False 162
20 0.8360 0.7977 0.0383 4.7% 0.0052 0.6% 40% False False 104
40 0.8454 0.7977 0.0477 5.9% 0.0037 0.5% 32% False False 62
60 0.8470 0.7977 0.0493 6.1% 0.0033 0.4% 31% False False 43
80 0.8470 0.7977 0.0493 6.1% 0.0032 0.4% 31% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.8173
2.618 0.8156
1.618 0.8146
1.000 0.8140
0.618 0.8136
HIGH 0.8130
0.618 0.8126
0.500 0.8125
0.382 0.8124
LOW 0.8120
0.618 0.8114
1.000 0.8110
1.618 0.8104
2.618 0.8094
4.250 0.8078
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 0.8128 0.8127
PP 0.8126 0.8125
S1 0.8125 0.8124

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

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