CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 19-Jun-2015
Day Change Summary
Previous Current
18-Jun-2015 19-Jun-2015 Change Change % Previous Week
Open 0.8117 0.8151 0.0034 0.4% 0.8115
High 0.8180 0.8179 -0.0001 0.0% 0.8180
Low 0.8111 0.8140 0.0029 0.4% 0.8070
Close 0.8150 0.8173 0.0023 0.3% 0.8173
Range 0.0069 0.0039 -0.0030 -43.5% 0.0110
ATR 0.0053 0.0052 -0.0001 -1.9% 0.0000
Volume 63 80 17 27.0% 209
Daily Pivots for day following 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8281 0.8266 0.8194
R3 0.8242 0.8227 0.8184
R2 0.8203 0.8203 0.8180
R1 0.8188 0.8188 0.8177 0.8196
PP 0.8164 0.8164 0.8164 0.8168
S1 0.8149 0.8149 0.8169 0.8157
S2 0.8125 0.8125 0.8166
S3 0.8086 0.8110 0.8162
S4 0.8047 0.8071 0.8152
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8471 0.8432 0.8234
R3 0.8361 0.8322 0.8203
R2 0.8251 0.8251 0.8193
R1 0.8212 0.8212 0.8183 0.8232
PP 0.8141 0.8141 0.8141 0.8151
S1 0.8102 0.8102 0.8163 0.8122
S2 0.8031 0.8031 0.8153
S3 0.7921 0.7992 0.8143
S4 0.7811 0.7882 0.8113
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% 0.0038 0.5% 94% False False 41
10 0.8188 0.7977 0.0211 2.6% 0.0056 0.7% 93% False False 143
20 0.8299 0.7977 0.0322 3.9% 0.0056 0.7% 61% False False 109
40 0.8454 0.7977 0.0477 5.8% 0.0040 0.5% 41% False False 66
60 0.8455 0.7977 0.0478 5.8% 0.0034 0.4% 41% False False 45
80 0.8470 0.7977 0.0493 6.0% 0.0034 0.4% 40% False False 36
100 0.8598 0.7977 0.0621 7.6% 0.0031 0.4% 32% False False 30
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8345
2.618 0.8281
1.618 0.8242
1.000 0.8218
0.618 0.8203
HIGH 0.8179
0.618 0.8164
0.500 0.8160
0.382 0.8155
LOW 0.8140
0.618 0.8116
1.000 0.8101
1.618 0.8077
2.618 0.8038
4.250 0.7974
Fisher Pivots for day following 19-Jun-2015
Pivot 1 day 3 day
R1 0.8169 0.8157
PP 0.8164 0.8141
S1 0.8160 0.8125

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

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