CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 24-Apr-2015
Day Change Summary
Previous Current
23-Apr-2015 24-Apr-2015 Change Change % Previous Week
Open 0.8340 0.8366 0.0026 0.3% 0.8413
High 0.8378 0.8420 0.0042 0.5% 0.8442
Low 0.8330 0.8361 0.0031 0.4% 0.8330
Close 0.8373 0.8416 0.0043 0.5% 0.8416
Range 0.0048 0.0059 0.0011 22.9% 0.0112
ATR 0.0059 0.0059 0.0000 0.0% 0.0000
Volume 101,151 122,475 21,324 21.1% 494,786
Daily Pivots for day following 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8576 0.8555 0.8448
R3 0.8517 0.8496 0.8432
R2 0.8458 0.8458 0.8427
R1 0.8437 0.8437 0.8421 0.8448
PP 0.8399 0.8399 0.8399 0.8404
S1 0.8378 0.8378 0.8411 0.8389
S2 0.8340 0.8340 0.8405
S3 0.8281 0.8319 0.8400
S4 0.8222 0.8260 0.8384
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8732 0.8686 0.8478
R3 0.8620 0.8574 0.8447
R2 0.8508 0.8508 0.8437
R1 0.8462 0.8462 0.8426 0.8485
PP 0.8396 0.8396 0.8396 0.8408
S1 0.8350 0.8350 0.8406 0.8373
S2 0.8284 0.8284 0.8395
S3 0.8172 0.8238 0.8385
S4 0.8060 0.8126 0.8354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8442 0.8330 0.0112 1.3% 0.0053 0.6% 77% False False 98,957
10 0.8442 0.8280 0.0162 1.9% 0.0059 0.7% 84% False False 112,159
20 0.8442 0.8280 0.0162 1.9% 0.0056 0.7% 84% False False 106,768
40 0.8460 0.8205 0.0255 3.0% 0.0059 0.7% 83% False False 91,316
60 0.8562 0.8205 0.0357 4.2% 0.0061 0.7% 59% False False 61,082
80 0.8646 0.8205 0.0441 5.2% 0.0068 0.8% 48% False False 45,913
100 0.8670 0.8205 0.0465 5.5% 0.0070 0.8% 45% False False 36,766
120 0.9026 0.8205 0.0821 9.8% 0.0066 0.8% 26% False False 30,641
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8671
2.618 0.8574
1.618 0.8515
1.000 0.8479
0.618 0.8456
HIGH 0.8420
0.618 0.8397
0.500 0.8391
0.382 0.8384
LOW 0.8361
0.618 0.8325
1.000 0.8302
1.618 0.8266
2.618 0.8207
4.250 0.8110
Fisher Pivots for day following 24-Apr-2015
Pivot 1 day 3 day
R1 0.8408 0.8402
PP 0.8399 0.8389
S1 0.8391 0.8375

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

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