CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 0.8600 0.8424 -0.0176 -2.0% 0.8234
High 0.8600 0.8463 -0.0137 -1.6% 0.8524
Low 0.8451 0.8400 -0.0051 -0.6% 0.8229
Close 0.8452 0.8431 -0.0021 -0.2% 0.8439
Range 0.0149 0.0063 -0.0086 -57.7% 0.0295
ATR 0.0090 0.0088 -0.0002 -2.2% 0.0000
Volume 490 1,187 697 142.2% 615
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8620 0.8589 0.8466
R3 0.8557 0.8526 0.8448
R2 0.8494 0.8494 0.8443
R1 0.8463 0.8463 0.8437 0.8479
PP 0.8431 0.8431 0.8431 0.8439
S1 0.8400 0.8400 0.8425 0.8416
S2 0.8368 0.8368 0.8419
S3 0.8305 0.8337 0.8414
S4 0.8242 0.8274 0.8396
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9282 0.9156 0.8601
R3 0.8987 0.8861 0.8520
R2 0.8692 0.8692 0.8493
R1 0.8566 0.8566 0.8466 0.8629
PP 0.8397 0.8397 0.8397 0.8429
S1 0.8271 0.8271 0.8412 0.8334
S2 0.8102 0.8102 0.8385
S3 0.7807 0.7976 0.8358
S4 0.7512 0.7681 0.8277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8670 0.8400 0.0270 3.2% 0.0104 1.2% 11% False True 368
10 0.8670 0.8229 0.0441 5.2% 0.0119 1.4% 46% False False 247
20 0.8670 0.8229 0.0441 5.2% 0.0082 1.0% 46% False False 138
40 0.9335 0.8229 0.1106 13.1% 0.0061 0.7% 18% False False 73
60 0.9489 0.8229 0.1260 14.9% 0.0048 0.6% 16% False False 49
80 0.9674 0.8229 0.1445 17.1% 0.0038 0.4% 14% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8731
2.618 0.8628
1.618 0.8565
1.000 0.8526
0.618 0.8502
HIGH 0.8463
0.618 0.8439
0.500 0.8432
0.382 0.8424
LOW 0.8400
0.618 0.8361
1.000 0.8337
1.618 0.8298
2.618 0.8235
4.250 0.8132
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 0.8432 0.8535
PP 0.8431 0.8500
S1 0.8431 0.8466

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

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