CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 0.8278 0.8293 0.0015 0.2% 0.8381
High 0.8294 0.8299 0.0005 0.1% 0.8381
Low 0.8278 0.8252 -0.0026 -0.3% 0.8252
Close 0.8294 0.8257 -0.0037 -0.4% 0.8257
Range 0.0016 0.0047 0.0031 193.8% 0.0129
ATR 0.0035 0.0036 0.0001 2.5% 0.0000
Volume 11 12 1 9.1% 66
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8410 0.8381 0.8283
R3 0.8363 0.8334 0.8270
R2 0.8316 0.8316 0.8266
R1 0.8287 0.8287 0.8261 0.8278
PP 0.8269 0.8269 0.8269 0.8265
S1 0.8240 0.8240 0.8253 0.8231
S2 0.8222 0.8222 0.8248
S3 0.8175 0.8193 0.8244
S4 0.8128 0.8146 0.8231
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8684 0.8599 0.8328
R3 0.8555 0.8470 0.8292
R2 0.8426 0.8426 0.8281
R1 0.8341 0.8341 0.8269 0.8319
PP 0.8297 0.8297 0.8297 0.8286
S1 0.8212 0.8212 0.8245 0.8190
S2 0.8168 0.8168 0.8233
S3 0.8039 0.8083 0.8222
S4 0.7910 0.7954 0.8186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8381 0.8252 0.0129 1.6% 0.0034 0.4% 4% False True 13
10 0.8434 0.8252 0.0182 2.2% 0.0029 0.4% 3% False True 15
20 0.8454 0.8252 0.0202 2.4% 0.0025 0.3% 2% False True 23
40 0.8455 0.8252 0.0203 2.5% 0.0024 0.3% 2% False True 14
60 0.8470 0.8246 0.0224 2.7% 0.0027 0.3% 5% False False 12
80 0.8598 0.8246 0.0352 4.3% 0.0025 0.3% 3% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8499
2.618 0.8422
1.618 0.8375
1.000 0.8346
0.618 0.8328
HIGH 0.8299
0.618 0.8281
0.500 0.8276
0.382 0.8270
LOW 0.8252
0.618 0.8223
1.000 0.8205
1.618 0.8176
2.618 0.8129
4.250 0.8052
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 0.8276 0.8278
PP 0.8269 0.8271
S1 0.8263 0.8264

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

View Archives - Comment on this page... - Back to Index of Symbols