CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 14-May-2015
Day Change Summary
Previous Current
13-May-2015 14-May-2015 Change Change % Previous Week
Open 0.8376 0.8416 0.0040 0.5% 0.8351
High 0.8425 0.8434 0.0009 0.1% 0.8412
Low 0.8376 0.8410 0.0034 0.4% 0.8333
Close 0.8425 0.8417 -0.0008 -0.1% 0.8377
Range 0.0049 0.0024 -0.0025 -51.0% 0.0079
ATR 0.0035 0.0034 -0.0001 -2.2% 0.0000
Volume 4 7 3 75.0% 284
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 0.8492 0.8479 0.8430
R3 0.8468 0.8455 0.8424
R2 0.8444 0.8444 0.8421
R1 0.8431 0.8431 0.8419 0.8438
PP 0.8420 0.8420 0.8420 0.8424
S1 0.8407 0.8407 0.8415 0.8414
S2 0.8396 0.8396 0.8413
S3 0.8372 0.8383 0.8410
S4 0.8348 0.8359 0.8404
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 0.8434 0.8356 0.0078 0.9% 0.0022 0.3% 78% True False 15
10 0.8434 0.8333 0.0101 1.2% 0.0024 0.3% 83% True False 36
20 0.8455 0.8333 0.0122 1.4% 0.0022 0.3% 69% False False 20
40 0.8470 0.8302 0.0168 2.0% 0.0024 0.3% 68% False False 13
60 0.8470 0.8246 0.0224 2.7% 0.0025 0.3% 76% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8536
2.618 0.8497
1.618 0.8473
1.000 0.8458
0.618 0.8449
HIGH 0.8434
0.618 0.8425
0.500 0.8422
0.382 0.8419
LOW 0.8410
0.618 0.8395
1.000 0.8386
1.618 0.8371
2.618 0.8347
4.250 0.8308
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 0.8422 0.8410
PP 0.8420 0.8402
S1 0.8419 0.8395

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

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