CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 0.8304 0.8278 -0.0026 -0.3% 0.8363
High 0.8304 0.8294 -0.0010 -0.1% 0.8434
Low 0.8270 0.8278 0.0008 0.1% 0.8356
Close 0.8280 0.8294 0.0014 0.2% 0.8413
Range 0.0034 0.0016 -0.0018 -52.9% 0.0078
ATR 0.0036 0.0035 -0.0001 -4.0% 0.0000
Volume 41 11 -30 -73.2% 89
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 0.8337 0.8331 0.8303
R3 0.8321 0.8315 0.8298
R2 0.8305 0.8305 0.8297
R1 0.8299 0.8299 0.8295 0.8302
PP 0.8289 0.8289 0.8289 0.8290
S1 0.8283 0.8283 0.8293 0.8286
S2 0.8273 0.8273 0.8291
S3 0.8257 0.8267 0.8290
S4 0.8241 0.8251 0.8285
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 0.8413 0.8270 0.0143 1.7% 0.0030 0.4% 17% False False 14
10 0.8434 0.8270 0.0164 2.0% 0.0026 0.3% 15% False False 14
20 0.8454 0.8270 0.0184 2.2% 0.0024 0.3% 13% False False 23
40 0.8455 0.8270 0.0185 2.2% 0.0024 0.3% 13% False False 13
60 0.8470 0.8246 0.0224 2.7% 0.0027 0.3% 21% False False 11
80 0.8598 0.8246 0.0352 4.2% 0.0024 0.3% 14% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8362
2.618 0.8336
1.618 0.8320
1.000 0.8310
0.618 0.8304
HIGH 0.8294
0.618 0.8288
0.500 0.8286
0.382 0.8284
LOW 0.8278
0.618 0.8268
1.000 0.8262
1.618 0.8252
2.618 0.8236
4.250 0.8210
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 0.8291 0.8315
PP 0.8289 0.8308
S1 0.8286 0.8301

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

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