CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 0.8363 0.8356 -0.0007 -0.1% 0.8351
High 0.8363 0.8372 0.0009 0.1% 0.8412
Low 0.8357 0.8356 -0.0001 0.0% 0.8333
Close 0.8357 0.8372 0.0015 0.2% 0.8377
Range 0.0006 0.0016 0.0010 166.7% 0.0079
ATR 0.0035 0.0033 -0.0001 -3.8% 0.0000
Volume 56 6 -50 -89.3% 284
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 0.8415 0.8409 0.8381
R3 0.8399 0.8393 0.8376
R2 0.8383 0.8383 0.8375
R1 0.8377 0.8377 0.8373 0.8380
PP 0.8367 0.8367 0.8367 0.8368
S1 0.8361 0.8361 0.8371 0.8364
S2 0.8351 0.8351 0.8369
S3 0.8335 0.8345 0.8368
S4 0.8319 0.8329 0.8363
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8611 0.8573 0.8420
R3 0.8532 0.8494 0.8399
R2 0.8453 0.8453 0.8391
R1 0.8415 0.8415 0.8384 0.8434
PP 0.8374 0.8374 0.8374 0.8384
S1 0.8336 0.8336 0.8370 0.8355
S2 0.8295 0.8295 0.8363
S3 0.8216 0.8257 0.8355
S4 0.8137 0.8178 0.8334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8412 0.8356 0.0056 0.7% 0.0014 0.2% 29% False True 64
10 0.8454 0.8333 0.0121 1.4% 0.0021 0.3% 32% False False 36
20 0.8455 0.8333 0.0122 1.5% 0.0022 0.3% 32% False False 21
40 0.8470 0.8268 0.0202 2.4% 0.0028 0.3% 51% False False 14
60 0.8470 0.8246 0.0224 2.7% 0.0024 0.3% 56% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8440
2.618 0.8414
1.618 0.8398
1.000 0.8388
0.618 0.8382
HIGH 0.8372
0.618 0.8366
0.500 0.8364
0.382 0.8362
LOW 0.8356
0.618 0.8346
1.000 0.8340
1.618 0.8330
2.618 0.8314
4.250 0.8288
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 0.8369 0.8371
PP 0.8367 0.8371
S1 0.8364 0.8370

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

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