CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 0.8386 0.8381 -0.0005 -0.1% 0.8363
High 0.8413 0.8381 -0.0032 -0.4% 0.8434
Low 0.8386 0.8360 -0.0026 -0.3% 0.8356
Close 0.8413 0.8360 -0.0053 -0.6% 0.8413
Range 0.0027 0.0021 -0.0006 -22.2% 0.0078
ATR 0.0034 0.0035 0.0001 4.1% 0.0000
Volume 16 1 -15 -93.8% 89
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 0.8430 0.8416 0.8372
R3 0.8409 0.8395 0.8366
R2 0.8388 0.8388 0.8364
R1 0.8374 0.8374 0.8362 0.8371
PP 0.8367 0.8367 0.8367 0.8365
S1 0.8353 0.8353 0.8358 0.8350
S2 0.8346 0.8346 0.8356
S3 0.8325 0.8332 0.8354
S4 0.8304 0.8311 0.8348
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% 0.0027 0.3% 5% False False 6
10 0.8434 0.8333 0.0101 1.2% 0.0024 0.3% 27% False False 37
20 0.8454 0.8333 0.0121 1.4% 0.0022 0.3% 22% False False 21
40 0.8470 0.8320 0.0150 1.8% 0.0023 0.3% 27% False False 12
60 0.8470 0.8246 0.0224 2.7% 0.0026 0.3% 51% False False 11
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8470
2.618 0.8436
1.618 0.8415
1.000 0.8402
0.618 0.8394
HIGH 0.8381
0.618 0.8373
0.500 0.8371
0.382 0.8368
LOW 0.8360
0.618 0.8347
1.000 0.8339
1.618 0.8326
2.618 0.8305
4.250 0.8271
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 0.8371 0.8397
PP 0.8367 0.8385
S1 0.8364 0.8372

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

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