CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 24-Jun-2015
Day Change Summary
Previous Current
23-Jun-2015 24-Jun-2015 Change Change % Previous Week
Open 0.8118 0.8092 -0.0026 -0.3% 0.8115
High 0.8118 0.8099 -0.0019 -0.2% 0.8180
Low 0.8077 0.8061 -0.0016 -0.2% 0.8070
Close 0.8089 0.8096 0.0007 0.1% 0.8173
Range 0.0041 0.0038 -0.0003 -7.4% 0.0110
ATR 0.0051 0.0050 -0.0001 -1.9% 0.0000
Volume 12 63 51 425.0% 209
Daily Pivots for day following 24-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8198 0.8184 0.8116
R3 0.8160 0.8147 0.8106
R2 0.8123 0.8123 0.8102
R1 0.8109 0.8109 0.8099 0.8116
PP 0.8085 0.8085 0.8085 0.8088
S1 0.8072 0.8072 0.8092 0.8078
S2 0.8048 0.8048 0.8089
S3 0.8010 0.8034 0.8085
S4 0.7973 0.7997 0.8075
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 0.8061 0.0119 1.5% 0.0045 0.6% 29% False True 55
10 0.8180 0.8061 0.0119 1.5% 0.0040 0.5% 29% False True 63
20 0.8188 0.7977 0.0211 2.6% 0.0051 0.6% 56% False False 111
40 0.8454 0.7977 0.0477 5.9% 0.0042 0.5% 25% False False 69
60 0.8455 0.7977 0.0478 5.9% 0.0035 0.4% 25% False False 47
80 0.8470 0.7977 0.0493 6.1% 0.0035 0.4% 24% False False 37
100 0.8598 0.7977 0.0621 7.7% 0.0032 0.4% 19% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8258
2.618 0.8197
1.618 0.8159
1.000 0.8136
0.618 0.8122
HIGH 0.8099
0.618 0.8084
0.500 0.8080
0.382 0.8075
LOW 0.8061
0.618 0.8038
1.000 0.8024
1.618 0.8000
2.618 0.7963
4.250 0.7902
Fisher Pivots for day following 24-Jun-2015
Pivot 1 day 3 day
R1 0.8090 0.8114
PP 0.8085 0.8108
S1 0.8080 0.8102

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

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