CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 0.8127 0.8117 -0.0010 -0.1% 0.7989
High 0.8127 0.8180 0.0053 0.7% 0.8188
Low 0.8070 0.8111 0.0041 0.5% 0.7977
Close 0.8126 0.8150 0.0024 0.3% 0.8125
Range 0.0057 0.0069 0.0012 21.1% 0.0211
ATR 0.0051 0.0053 0.0001 2.4% 0.0000
Volume 8 63 55 687.5% 1,226
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8354 0.8321 0.8188
R3 0.8285 0.8252 0.8169
R2 0.8216 0.8216 0.8163
R1 0.8183 0.8183 0.8156 0.8200
PP 0.8147 0.8147 0.8147 0.8155
S1 0.8114 0.8114 0.8144 0.8131
S2 0.8078 0.8078 0.8137
S3 0.8009 0.8045 0.8131
S4 0.7940 0.7976 0.8112
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 0.8180 0.8070 0.0110 1.3% 0.0035 0.4% 73% True False 33
10 0.8188 0.7977 0.0211 2.6% 0.0056 0.7% 82% False False 159
20 0.8299 0.7977 0.0322 4.0% 0.0054 0.7% 54% False False 106
40 0.8454 0.7977 0.0477 5.9% 0.0039 0.5% 36% False False 64
60 0.8470 0.7977 0.0493 6.0% 0.0034 0.4% 35% False False 44
80 0.8470 0.7977 0.0493 6.0% 0.0034 0.4% 35% False False 35
100 0.8598 0.7977 0.0621 7.6% 0.0031 0.4% 28% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8473
2.618 0.8361
1.618 0.8292
1.000 0.8249
0.618 0.8223
HIGH 0.8180
0.618 0.8154
0.500 0.8146
0.382 0.8137
LOW 0.8111
0.618 0.8068
1.000 0.8042
1.618 0.7999
2.618 0.7930
4.250 0.7818
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 0.8149 0.8142
PP 0.8147 0.8133
S1 0.8146 0.8125

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

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