CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 22-Jun-2015
Day Change Summary
Previous Current
19-Jun-2015 22-Jun-2015 Change Change % Previous Week
Open 0.8151 0.8166 0.0015 0.2% 0.8115
High 0.8179 0.8166 -0.0013 -0.2% 0.8180
Low 0.8140 0.8126 -0.0014 -0.2% 0.8070
Close 0.8173 0.8126 -0.0047 -0.6% 0.8173
Range 0.0039 0.0040 0.0001 2.6% 0.0110
ATR 0.0052 0.0051 0.0000 -0.6% 0.0000
Volume 80 58 -22 -27.5% 209
Daily Pivots for day following 22-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8259 0.8233 0.8148
R3 0.8219 0.8193 0.8137
R2 0.8179 0.8179 0.8133
R1 0.8153 0.8153 0.8130 0.8146
PP 0.8139 0.8139 0.8139 0.8136
S1 0.8113 0.8113 0.8122 0.8106
S2 0.8099 0.8099 0.8119
S3 0.8059 0.8073 0.8115
S4 0.8019 0.8033 0.8104
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8471 0.8432 0.8234
R3 0.8361 0.8322 0.8203
R2 0.8251 0.8251 0.8193
R1 0.8212 0.8212 0.8183 0.8232
PP 0.8141 0.8141 0.8141 0.8151
S1 0.8102 0.8102 0.8163 0.8122
S2 0.8031 0.8031 0.8153
S3 0.7921 0.7992 0.8143
S4 0.7811 0.7882 0.8113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8180 0.8070 0.0110 1.4% 0.0043 0.5% 51% False False 51
10 0.8188 0.8037 0.0151 1.9% 0.0052 0.6% 59% False False 134
20 0.8239 0.7977 0.0262 3.2% 0.0055 0.7% 57% False False 111
40 0.8454 0.7977 0.0477 5.9% 0.0040 0.5% 31% False False 67
60 0.8455 0.7977 0.0478 5.9% 0.0035 0.4% 31% False False 46
80 0.8470 0.7977 0.0493 6.1% 0.0034 0.4% 30% False False 37
100 0.8598 0.7977 0.0621 7.6% 0.0031 0.4% 24% False False 31
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8336
2.618 0.8271
1.618 0.8231
1.000 0.8206
0.618 0.8191
HIGH 0.8166
0.618 0.8151
0.500 0.8146
0.382 0.8141
LOW 0.8126
0.618 0.8101
1.000 0.8086
1.618 0.8061
2.618 0.8021
4.250 0.7956
Fisher Pivots for day following 22-Jun-2015
Pivot 1 day 3 day
R1 0.8146 0.8146
PP 0.8139 0.8139
S1 0.8133 0.8133

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

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