CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 0.8170 0.8190 0.0021 0.3% 0.8194
High 0.8214 0.8320 0.0106 1.3% 0.8219
Low 0.8166 0.8190 0.0024 0.3% 0.8107
Close 0.8187 0.8310 0.0123 1.5% 0.8144
Range 0.0048 0.0130 0.0082 172.6% 0.0112
ATR 0.0052 0.0058 0.0006 11.1% 0.0000
Volume 122 276 154 126.2% 1,534
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8662 0.8615 0.8381
R3 0.8532 0.8486 0.8346
R2 0.8403 0.8403 0.8334
R1 0.8356 0.8356 0.8322 0.8380
PP 0.8273 0.8273 0.8273 0.8285
S1 0.8227 0.8227 0.8298 0.8250
S2 0.8144 0.8144 0.8286
S3 0.8014 0.8097 0.8274
S4 0.7885 0.7968 0.8239
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8493 0.8430 0.8206
R3 0.8381 0.8318 0.8175
R2 0.8269 0.8269 0.8165
R1 0.8206 0.8206 0.8154 0.8182
PP 0.8157 0.8157 0.8157 0.8144
S1 0.8094 0.8094 0.8134 0.8070
S2 0.8045 0.8045 0.8123
S3 0.7933 0.7982 0.8113
S4 0.7821 0.7870 0.8082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8320 0.8107 0.0213 2.6% 0.0066 0.8% 96% True False 369
10 0.8320 0.8061 0.0259 3.1% 0.0054 0.7% 96% True False 244
20 0.8320 0.8048 0.0272 3.3% 0.0052 0.6% 97% True False 158
40 0.8434 0.7977 0.0457 5.5% 0.0049 0.6% 73% False False 119
60 0.8455 0.7977 0.0478 5.8% 0.0041 0.5% 70% False False 86
80 0.8470 0.7977 0.0493 5.9% 0.0038 0.5% 68% False False 67
100 0.8492 0.7977 0.0515 6.2% 0.0034 0.4% 65% False False 54
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 0.0006
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8870
2.618 0.8659
1.618 0.8529
1.000 0.8449
0.618 0.8400
HIGH 0.8320
0.618 0.8270
0.500 0.8255
0.382 0.8239
LOW 0.8190
0.618 0.8110
1.000 0.8061
1.618 0.7980
2.618 0.7851
4.250 0.7640
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 0.8292 0.8284
PP 0.8273 0.8258
S1 0.8255 0.8232

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

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