CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 29-May-2015
Day Change Summary
Previous Current
28-May-2015 29-May-2015 Change Change % Previous Week
Open 0.8107 0.8101 -0.0006 -0.1% 0.8230
High 0.8111 0.8106 -0.0005 -0.1% 0.8239
Low 0.8068 0.8085 0.0017 0.2% 0.8068
Close 0.8097 0.8085 -0.0012 -0.1% 0.8085
Range 0.0043 0.0021 -0.0022 -51.2% 0.0171
ATR 0.0043 0.0042 -0.0002 -3.7% 0.0000
Volume 86 127 41 47.7% 290
Daily Pivots for day following 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8155 0.8141 0.8097
R3 0.8134 0.8120 0.8091
R2 0.8113 0.8113 0.8089
R1 0.8099 0.8099 0.8087 0.8096
PP 0.8092 0.8092 0.8092 0.8090
S1 0.8078 0.8078 0.8083 0.8075
S2 0.8071 0.8071 0.8081
S3 0.8050 0.8057 0.8079
S4 0.8029 0.8036 0.8073
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8644 0.8535 0.8179
R3 0.8473 0.8364 0.8132
R2 0.8302 0.8302 0.8116
R1 0.8193 0.8193 0.8101 0.8162
PP 0.8131 0.8131 0.8131 0.8115
S1 0.8022 0.8022 0.8069 0.7991
S2 0.7960 0.7960 0.8054
S3 0.7789 0.7851 0.8038
S4 0.7618 0.7680 0.7991
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% 0.0056 0.7% 7% False False 60
10 0.8413 0.8068 0.0345 4.3% 0.0043 0.5% 5% False False 37
20 0.8434 0.8068 0.0366 4.5% 0.0033 0.4% 5% False False 36
40 0.8455 0.8068 0.0387 4.8% 0.0028 0.3% 4% False False 20
60 0.8470 0.8068 0.0402 5.0% 0.0030 0.4% 4% False False 16
80 0.8548 0.8068 0.0480 5.9% 0.0027 0.3% 4% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8195
2.618 0.8161
1.618 0.8140
1.000 0.8127
0.618 0.8119
HIGH 0.8106
0.618 0.8098
0.500 0.8096
0.382 0.8093
LOW 0.8085
0.618 0.8072
1.000 0.8064
1.618 0.8051
2.618 0.8030
4.250 0.7996
Fisher Pivots for day following 29-May-2015
Pivot 1 day 3 day
R1 0.8096 0.8112
PP 0.8092 0.8103
S1 0.8089 0.8094

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

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