CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 0.8151 0.8107 -0.0044 -0.5% 0.8381
High 0.8156 0.8111 -0.0045 -0.6% 0.8381
Low 0.8098 0.8068 -0.0030 -0.4% 0.8252
Close 0.8098 0.8097 -0.0001 0.0% 0.8257
Range 0.0058 0.0043 -0.0015 -25.9% 0.0129
ATR 0.0043 0.0043 0.0000 -0.1% 0.0000
Volume 67 86 19 28.4% 66
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 0.8221 0.8202 0.8121
R3 0.8178 0.8159 0.8109
R2 0.8135 0.8135 0.8105
R1 0.8116 0.8116 0.8101 0.8104
PP 0.8092 0.8092 0.8092 0.8086
S1 0.8073 0.8073 0.8093 0.8061
S2 0.8049 0.8049 0.8089
S3 0.8006 0.8030 0.8085
S4 0.7963 0.7987 0.8073
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 0.8299 0.8068 0.0231 2.9% 0.0055 0.7% 13% False True 37
10 0.8434 0.8068 0.0366 4.5% 0.0043 0.5% 8% False True 25
20 0.8434 0.8068 0.0366 4.5% 0.0032 0.4% 8% False True 30
40 0.8455 0.8068 0.0387 4.8% 0.0027 0.3% 7% False True 17
60 0.8470 0.8068 0.0402 5.0% 0.0030 0.4% 7% False True 14
80 0.8565 0.8068 0.0497 6.1% 0.0027 0.3% 6% False True 12
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 False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8294
2.618 0.8224
1.618 0.8181
1.000 0.8154
0.618 0.8138
HIGH 0.8111
0.618 0.8095
0.500 0.8090
0.382 0.8084
LOW 0.8068
0.618 0.8041
1.000 0.8025
1.618 0.7998
2.618 0.7955
4.250 0.7885
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 0.8095 0.8154
PP 0.8092 0.8135
S1 0.8090 0.8116

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

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