CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 0.8120 0.8127 0.0007 0.1% 0.7989
High 0.8130 0.8127 -0.0003 0.0% 0.8188
Low 0.8120 0.8070 -0.0050 -0.6% 0.7977
Close 0.8129 0.8126 -0.0003 0.0% 0.8125
Range 0.0010 0.0057 0.0047 470.0% 0.0211
ATR 0.0051 0.0051 0.0001 1.1% 0.0000
Volume 46 8 -38 -82.6% 1,226
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8279 0.8259 0.8157
R3 0.8222 0.8202 0.8142
R2 0.8165 0.8165 0.8136
R1 0.8145 0.8145 0.8131 0.8127
PP 0.8108 0.8108 0.8108 0.8098
S1 0.8088 0.8088 0.8121 0.8070
S2 0.8051 0.8051 0.8116
S3 0.7994 0.8031 0.8110
S4 0.7937 0.7974 0.8095
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 0.8160 0.8070 0.0090 1.1% 0.0035 0.4% 62% False True 71
10 0.8188 0.7977 0.0211 2.6% 0.0054 0.7% 71% False False 158
20 0.8304 0.7977 0.0327 4.0% 0.0053 0.6% 46% False False 105
40 0.8454 0.7977 0.0477 5.9% 0.0038 0.5% 31% False False 63
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% 0.0033 0.4% 30% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8369
2.618 0.8276
1.618 0.8219
1.000 0.8184
0.618 0.8162
HIGH 0.8127
0.618 0.8105
0.500 0.8099
0.382 0.8092
LOW 0.8070
0.618 0.8035
1.000 0.8013
1.618 0.7978
2.618 0.7921
4.250 0.7828
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 0.8117 0.8117
PP 0.8108 0.8109
S1 0.8099 0.8100

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

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