CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 0.8024 0.8066 0.0042 0.5% 0.8235
High 0.8091 0.8089 -0.0002 0.0% 0.8244
Low 0.8006 0.8031 0.0025 0.3% 0.8045
Close 0.8071 0.8052 -0.0019 -0.2% 0.8072
Range 0.0085 0.0058 -0.0027 -31.8% 0.0199
ATR 0.0059 0.0058 0.0000 -0.1% 0.0000
Volume 8,020 20,112 12,092 150.8% 18,329
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8231 0.8200 0.8084
R3 0.8173 0.8142 0.8068
R2 0.8115 0.8115 0.8063
R1 0.8084 0.8084 0.8057 0.8071
PP 0.8057 0.8057 0.8057 0.8051
S1 0.8026 0.8026 0.8047 0.8013
S2 0.7999 0.7999 0.8041
S3 0.7941 0.7968 0.8036
S4 0.7883 0.7910 0.8020
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8717 0.8594 0.8181
R3 0.8518 0.8395 0.8127
R2 0.8319 0.8319 0.8108
R1 0.8196 0.8196 0.8090 0.8158
PP 0.8120 0.8120 0.8120 0.8102
S1 0.7997 0.7997 0.8054 0.7959
S2 0.7921 0.7921 0.8036
S3 0.7722 0.7798 0.8017
S4 0.7523 0.7599 0.7963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8109 0.8006 0.0103 1.3% 0.0062 0.8% 45% False False 8,780
10 0.8304 0.8006 0.0298 3.7% 0.0068 0.8% 15% False False 5,392
20 0.8423 0.8006 0.0417 5.2% 0.0056 0.7% 11% False False 2,855
40 0.8455 0.8006 0.0449 5.6% 0.0052 0.7% 10% False False 1,527
60 0.8470 0.8006 0.0464 5.8% 0.0052 0.6% 10% False False 1,044
80 0.8470 0.8006 0.0464 5.8% 0.0047 0.6% 10% False False 793
100 0.8640 0.8006 0.0634 7.9% 0.0045 0.6% 7% False False 635
120 0.8640 0.8006 0.0634 7.9% 0.0042 0.5% 7% False False 530
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8336
2.618 0.8241
1.618 0.8183
1.000 0.8147
0.618 0.8125
HIGH 0.8089
0.618 0.8067
0.500 0.8060
0.382 0.8053
LOW 0.8031
0.618 0.7995
1.000 0.7973
1.618 0.7937
2.618 0.7879
4.250 0.7785
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 0.8060 0.8051
PP 0.8057 0.8050
S1 0.8055 0.8049

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

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