CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 0.8261 0.8228 -0.0033 -0.4% 0.8377
High 0.8291 0.8236 -0.0055 -0.7% 0.8382
Low 0.8226 0.8110 -0.0116 -1.4% 0.8226
Close 0.8233 0.8128 -0.0105 -1.3% 0.8233
Range 0.0065 0.0126 0.0061 93.8% 0.0156
ATR 0.0054 0.0059 0.0005 9.6% 0.0000
Volume 111,027 208,820 97,793 88.1% 599,067
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 0.8536 0.8458 0.8197
R3 0.8410 0.8332 0.8163
R2 0.8284 0.8284 0.8151
R1 0.8206 0.8206 0.8140 0.8182
PP 0.8158 0.8158 0.8158 0.8146
S1 0.8080 0.8080 0.8116 0.8056
S2 0.8032 0.8032 0.8105
S3 0.7906 0.7954 0.8093
S4 0.7780 0.7828 0.8059
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8748 0.8647 0.8319
R3 0.8592 0.8491 0.8276
R2 0.8436 0.8436 0.8262
R1 0.8335 0.8335 0.8247 0.8308
PP 0.8280 0.8280 0.8280 0.8267
S1 0.8179 0.8179 0.8219 0.8152
S2 0.8124 0.8124 0.8204
S3 0.7968 0.8023 0.8190
S4 0.7812 0.7867 0.8147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8347 0.8110 0.0237 2.9% 0.0070 0.9% 8% False True 143,189
10 0.8414 0.8110 0.0304 3.7% 0.0059 0.7% 6% False True 126,885
20 0.8446 0.8110 0.0336 4.1% 0.0056 0.7% 5% False True 126,886
40 0.8446 0.8110 0.0336 4.1% 0.0056 0.7% 5% False True 116,744
60 0.8460 0.8110 0.0350 4.3% 0.0058 0.7% 5% False True 104,797
80 0.8562 0.8110 0.0452 5.6% 0.0060 0.7% 4% False True 78,757
100 0.8646 0.8110 0.0536 6.6% 0.0065 0.8% 3% False True 63,089
120 0.8670 0.8110 0.0560 6.9% 0.0067 0.8% 3% False True 52,605
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 0.0009
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 0.8772
2.618 0.8566
1.618 0.8440
1.000 0.8362
0.618 0.8314
HIGH 0.8236
0.618 0.8188
0.500 0.8173
0.382 0.8158
LOW 0.8110
0.618 0.8032
1.000 0.7984
1.618 0.7906
2.618 0.7780
4.250 0.7575
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 0.8173 0.8201
PP 0.8158 0.8176
S1 0.8143 0.8152

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

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