CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 0.8113 0.8194 0.0081 1.0% 0.8166
High 0.8127 0.8203 0.0076 0.9% 0.8166
Low 0.8086 0.8140 0.0054 0.7% 0.8061
Close 0.8096 0.8188 0.0093 1.1% 0.8096
Range 0.0042 0.0064 0.0022 53.0% 0.0105
ATR 0.0048 0.0053 0.0004 8.7% 0.0000
Volume 64 32 -32 -50.0% 273
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8367 0.8341 0.8223
R3 0.8304 0.8278 0.8205
R2 0.8240 0.8240 0.8200
R1 0.8214 0.8214 0.8194 0.8196
PP 0.8177 0.8177 0.8177 0.8168
S1 0.8151 0.8151 0.8182 0.8132
S2 0.8113 0.8113 0.8176
S3 0.8050 0.8087 0.8171
S4 0.7986 0.8024 0.8153
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8423 0.8364 0.8153
R3 0.8318 0.8259 0.8124
R2 0.8213 0.8213 0.8115
R1 0.8154 0.8154 0.8105 0.8131
PP 0.8108 0.8108 0.8108 0.8096
S1 0.8049 0.8049 0.8086 0.8026
S2 0.8003 0.8003 0.8076
S3 0.7898 0.7944 0.8067
S4 0.7793 0.7839 0.8038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8203 0.8061 0.0142 1.7% 0.0043 0.5% 89% True False 49
10 0.8203 0.8061 0.0142 1.7% 0.0043 0.5% 89% True False 50
20 0.8203 0.7977 0.0226 2.8% 0.0051 0.6% 93% True False 106
40 0.8434 0.7977 0.0457 5.6% 0.0043 0.5% 46% False False 73
60 0.8455 0.7977 0.0478 5.8% 0.0037 0.4% 44% False False 50
80 0.8470 0.7977 0.0493 6.0% 0.0035 0.4% 43% False False 40
100 0.8492 0.7977 0.0515 6.3% 0.0032 0.4% 41% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8473
2.618 0.8369
1.618 0.8306
1.000 0.8267
0.618 0.8242
HIGH 0.8203
0.618 0.8179
0.500 0.8171
0.382 0.8164
LOW 0.8140
0.618 0.8100
1.000 0.8076
1.618 0.8037
2.618 0.7973
4.250 0.7870
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 0.8182 0.8173
PP 0.8177 0.8159
S1 0.8171 0.8144

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

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