CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 0.8333 0.8306 -0.0027 -0.3% 0.8305
High 0.8357 0.8388 0.0031 0.4% 0.8425
Low 0.8295 0.8304 0.0009 0.1% 0.8295
Close 0.8319 0.8380 0.0061 0.7% 0.8319
Range 0.0062 0.0084 0.0022 35.5% 0.0130
ATR 0.0070 0.0071 0.0001 1.4% 0.0000
Volume 322 51 -271 -84.2% 535
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8609 0.8579 0.8426
R3 0.8525 0.8495 0.8403
R2 0.8441 0.8441 0.8395
R1 0.8411 0.8411 0.8388 0.8426
PP 0.8357 0.8357 0.8357 0.8365
S1 0.8327 0.8327 0.8372 0.8342
S2 0.8273 0.8273 0.8365
S3 0.8189 0.8243 0.8357
S4 0.8105 0.8159 0.8334
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8736 0.8658 0.8391
R3 0.8606 0.8528 0.8355
R2 0.8476 0.8476 0.8343
R1 0.8398 0.8398 0.8331 0.8437
PP 0.8346 0.8346 0.8346 0.8366
S1 0.8268 0.8268 0.8307 0.8307
S2 0.8216 0.8216 0.8295
S3 0.8086 0.8138 0.8283
S4 0.7956 0.8008 0.8248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8425 0.8295 0.0130 1.6% 0.0065 0.8% 65% False False 117
10 0.8427 0.8295 0.0132 1.6% 0.0049 0.6% 64% False False 158
20 0.8670 0.8229 0.0441 5.3% 0.0084 1.0% 34% False False 203
40 0.8784 0.8229 0.0555 6.6% 0.0062 0.7% 27% False False 110
60 0.9489 0.8229 0.1260 15.0% 0.0052 0.6% 12% False False 75
80 0.9489 0.8229 0.1260 15.0% 0.0043 0.5% 12% False False 57
100 0.9801 0.8229 0.1572 18.8% 0.0036 0.4% 10% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8745
2.618 0.8608
1.618 0.8524
1.000 0.8472
0.618 0.8440
HIGH 0.8388
0.618 0.8356
0.500 0.8346
0.382 0.8336
LOW 0.8304
0.618 0.8252
1.000 0.8220
1.618 0.8168
2.618 0.8084
4.250 0.7947
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 0.8369 0.8367
PP 0.8357 0.8355
S1 0.8346 0.8342

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

View Archives - Comment on this page... - Back to Index of Symbols