CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 0.8360 0.8304 -0.0056 -0.7% 0.8363
High 0.8360 0.8304 -0.0056 -0.7% 0.8434
Low 0.8310 0.8270 -0.0040 -0.5% 0.8356
Close 0.8310 0.8280 -0.0030 -0.4% 0.8413
Range 0.0050 0.0034 -0.0016 -32.0% 0.0078
ATR 0.0036 0.0036 0.0000 0.8% 0.0000
Volume 1 41 40 4,000.0% 89
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 0.8387 0.8367 0.8299
R3 0.8353 0.8333 0.8289
R2 0.8319 0.8319 0.8286
R1 0.8299 0.8299 0.8283 0.8292
PP 0.8285 0.8285 0.8285 0.8281
S1 0.8265 0.8265 0.8277 0.8258
S2 0.8251 0.8251 0.8274
S3 0.8217 0.8231 0.8271
S4 0.8183 0.8197 0.8261
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 0.8270 0.0164 2.0% 0.0031 0.4% 6% False True 13
10 0.8434 0.8270 0.0164 2.0% 0.0027 0.3% 6% False True 26
20 0.8454 0.8270 0.0184 2.2% 0.0025 0.3% 5% False True 22
40 0.8470 0.8270 0.0200 2.4% 0.0024 0.3% 5% False True 13
60 0.8470 0.8246 0.0224 2.7% 0.0027 0.3% 15% False False 11
80 0.8598 0.8246 0.0352 4.3% 0.0025 0.3% 10% 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 0.8449
2.618 0.8393
1.618 0.8359
1.000 0.8338
0.618 0.8325
HIGH 0.8304
0.618 0.8291
0.500 0.8287
0.382 0.8283
LOW 0.8270
0.618 0.8249
1.000 0.8236
1.618 0.8215
2.618 0.8181
4.250 0.8126
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 0.8287 0.8326
PP 0.8285 0.8310
S1 0.8282 0.8295

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

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