CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 0.8128 0.8145 0.0018 0.2% 0.8194
High 0.8149 0.8207 0.0058 0.7% 0.8219
Low 0.8107 0.8144 0.0037 0.5% 0.8107
Close 0.8144 0.8188 0.0044 0.5% 0.8144
Range 0.0042 0.0063 0.0021 50.0% 0.0112
ATR 0.0051 0.0052 0.0001 1.6% 0.0000
Volume 334 313 -21 -6.3% 1,534
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8369 0.8341 0.8223
R3 0.8306 0.8278 0.8205
R2 0.8243 0.8243 0.8200
R1 0.8215 0.8215 0.8194 0.8229
PP 0.8180 0.8180 0.8180 0.8187
S1 0.8152 0.8152 0.8182 0.8166
S2 0.8117 0.8117 0.8176
S3 0.8054 0.8089 0.8171
S4 0.7991 0.8026 0.8153
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8493 0.8430 0.8206
R3 0.8381 0.8318 0.8175
R2 0.8269 0.8269 0.8165
R1 0.8206 0.8206 0.8154 0.8182
PP 0.8157 0.8157 0.8157 0.8144
S1 0.8094 0.8094 0.8134 0.8070
S2 0.8045 0.8045 0.8123
S3 0.7933 0.7982 0.8113
S4 0.7821 0.7870 0.8082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8219 0.8107 0.0112 1.4% 0.0051 0.6% 72% False False 369
10 0.8219 0.8061 0.0158 1.9% 0.0044 0.5% 80% False False 212
20 0.8219 0.7977 0.0242 3.0% 0.0050 0.6% 87% False False 177
40 0.8434 0.7977 0.0457 5.6% 0.0045 0.6% 46% False False 111
60 0.8455 0.7977 0.0478 5.8% 0.0039 0.5% 44% False False 80
80 0.8470 0.7977 0.0493 6.0% 0.0036 0.4% 43% False False 62
100 0.8492 0.7977 0.0515 6.3% 0.0033 0.4% 41% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8475
2.618 0.8372
1.618 0.8309
1.000 0.8270
0.618 0.8246
HIGH 0.8207
0.618 0.8183
0.500 0.8176
0.382 0.8168
LOW 0.8144
0.618 0.8105
1.000 0.8081
1.618 0.8042
2.618 0.7979
4.250 0.7876
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 0.8184 0.8178
PP 0.8180 0.8167
S1 0.8176 0.8157

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

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