CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 0.8056 0.8046 -0.0010 -0.1% 0.8062
High 0.8088 0.8051 -0.0037 -0.5% 0.8091
Low 0.8030 0.7956 -0.0074 -0.9% 0.7956
Close 0.8050 0.7971 -0.0079 -1.0% 0.7971
Range 0.0058 0.0095 0.0037 63.8% 0.0135
ATR 0.0058 0.0061 0.0003 4.5% 0.0000
Volume 9,881 17,323 7,442 75.3% 60,337
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8278 0.8219 0.8023
R3 0.8183 0.8124 0.7997
R2 0.8088 0.8088 0.7988
R1 0.8029 0.8029 0.7980 0.8011
PP 0.7993 0.7993 0.7993 0.7984
S1 0.7934 0.7934 0.7962 0.7916
S2 0.7898 0.7898 0.7954
S3 0.7803 0.7839 0.7945
S4 0.7708 0.7744 0.7919
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8411 0.8326 0.8045
R3 0.8276 0.8191 0.8008
R2 0.8141 0.8141 0.7996
R1 0.8056 0.8056 0.7983 0.8031
PP 0.8006 0.8006 0.8006 0.7994
S1 0.7921 0.7921 0.7959 0.7896
S2 0.7871 0.7871 0.7946
S3 0.7736 0.7786 0.7934
S4 0.7601 0.7651 0.7897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8091 0.7956 0.0135 1.7% 0.0073 0.9% 11% False True 12,067
10 0.8300 0.7956 0.0344 4.3% 0.0074 0.9% 4% False True 7,910
20 0.8423 0.7956 0.0467 5.9% 0.0059 0.7% 3% False True 4,196
40 0.8455 0.7956 0.0499 6.3% 0.0054 0.7% 3% False True 2,201
60 0.8470 0.7956 0.0514 6.4% 0.0053 0.7% 3% False True 1,495
80 0.8470 0.7956 0.0514 6.4% 0.0047 0.6% 3% False True 1,126
100 0.8640 0.7956 0.0684 8.6% 0.0045 0.6% 2% False True 907
120 0.8640 0.7956 0.0684 8.6% 0.0042 0.5% 2% False True 756
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 0.0017
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8455
2.618 0.8300
1.618 0.8205
1.000 0.8146
0.618 0.8110
HIGH 0.8051
0.618 0.8015
0.500 0.8004
0.382 0.7992
LOW 0.7956
0.618 0.7897
1.000 0.7861
1.618 0.7802
2.618 0.7707
4.250 0.7552
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 0.8004 0.8023
PP 0.7993 0.8005
S1 0.7982 0.7988

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

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