CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 0.8293 0.8230 -0.0063 -0.8% 0.8381
High 0.8299 0.8239 -0.0060 -0.7% 0.8381
Low 0.8252 0.8130 -0.0122 -1.5% 0.8252
Close 0.8257 0.8153 -0.0104 -1.3% 0.8257
Range 0.0047 0.0109 0.0062 131.9% 0.0129
ATR 0.0036 0.0042 0.0007 18.2% 0.0000
Volume 12 10 -2 -16.7% 66
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 0.8501 0.8436 0.8213
R3 0.8392 0.8327 0.8183
R2 0.8283 0.8283 0.8173
R1 0.8218 0.8218 0.8163 0.8196
PP 0.8174 0.8174 0.8174 0.8163
S1 0.8109 0.8109 0.8143 0.8087
S2 0.8065 0.8065 0.8133
S3 0.7956 0.8000 0.8123
S4 0.7847 0.7891 0.8093
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 0.8360 0.8130 0.0230 2.8% 0.0051 0.6% 10% False True 15
10 0.8434 0.8130 0.0304 3.7% 0.0039 0.5% 8% False True 10
20 0.8454 0.8130 0.0324 4.0% 0.0030 0.4% 7% False True 24
40 0.8455 0.8130 0.0325 4.0% 0.0026 0.3% 7% False True 14
60 0.8470 0.8130 0.0340 4.2% 0.0029 0.4% 7% False True 12
80 0.8598 0.8130 0.0468 5.7% 0.0026 0.3% 5% False True 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 0.8702
2.618 0.8524
1.618 0.8415
1.000 0.8348
0.618 0.8306
HIGH 0.8239
0.618 0.8197
0.500 0.8185
0.382 0.8172
LOW 0.8130
0.618 0.8063
1.000 0.8021
1.618 0.7954
2.618 0.7845
4.250 0.7667
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 0.8185 0.8215
PP 0.8174 0.8194
S1 0.8164 0.8174

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

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