CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 0.8416 0.8386 -0.0030 -0.4% 0.8363
High 0.8434 0.8413 -0.0021 -0.2% 0.8434
Low 0.8410 0.8386 -0.0024 -0.3% 0.8356
Close 0.8417 0.8413 -0.0004 0.0% 0.8413
Range 0.0024 0.0027 0.0003 12.5% 0.0078
ATR 0.0034 0.0034 0.0000 -0.6% 0.0000
Volume 7 16 9 128.6% 89
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8485 0.8476 0.8428
R3 0.8458 0.8449 0.8420
R2 0.8431 0.8431 0.8418
R1 0.8422 0.8422 0.8415 0.8427
PP 0.8404 0.8404 0.8404 0.8406
S1 0.8395 0.8395 0.8411 0.8400
S2 0.8377 0.8377 0.8408
S3 0.8350 0.8368 0.8406
S4 0.8323 0.8341 0.8398
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8635 0.8602 0.8456
R3 0.8557 0.8524 0.8434
R2 0.8479 0.8479 0.8427
R1 0.8446 0.8446 0.8420 0.8463
PP 0.8401 0.8401 0.8401 0.8409
S1 0.8368 0.8368 0.8406 0.8385
S2 0.8323 0.8323 0.8399
S3 0.8245 0.8290 0.8392
S4 0.8167 0.8212 0.8370
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% 0.0024 0.3% 73% False False 17
10 0.8434 0.8333 0.0101 1.2% 0.0023 0.3% 79% False False 37
20 0.8454 0.8333 0.0121 1.4% 0.0022 0.3% 66% False False 21
40 0.8470 0.8320 0.0150 1.8% 0.0023 0.3% 62% False False 13
60 0.8470 0.8246 0.0224 2.7% 0.0025 0.3% 75% False False 11
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 True
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8528
2.618 0.8484
1.618 0.8457
1.000 0.8440
0.618 0.8430
HIGH 0.8413
0.618 0.8403
0.500 0.8400
0.382 0.8396
LOW 0.8386
0.618 0.8369
1.000 0.8359
1.618 0.8342
2.618 0.8315
4.250 0.8271
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 0.8409 0.8410
PP 0.8404 0.8408
S1 0.8400 0.8405

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

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