CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 10-Jul-2015
Day Change Summary
Previous Current
09-Jul-2015 10-Jul-2015 Change Change % Previous Week
Open 0.8317 0.8250 -0.0067 -0.8% 0.8145
High 0.8317 0.8250 -0.0067 -0.8% 0.8320
Low 0.8248 0.8158 -0.0091 -1.1% 0.8144
Close 0.8262 0.8159 -0.0103 -1.2% 0.8159
Range 0.0069 0.0093 0.0024 34.1% 0.0176
ATR 0.0058 0.0062 0.0003 5.6% 0.0000
Volume 416 135 -281 -67.5% 1,262
Daily Pivots for day following 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8466 0.8405 0.8209
R3 0.8374 0.8312 0.8184
R2 0.8281 0.8281 0.8175
R1 0.8220 0.8220 0.8167 0.8204
PP 0.8189 0.8189 0.8189 0.8181
S1 0.8127 0.8127 0.8150 0.8112
S2 0.8096 0.8096 0.8142
S3 0.8004 0.8035 0.8133
S4 0.7911 0.7942 0.8108
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8734 0.8622 0.8255
R3 0.8558 0.8446 0.8207
R2 0.8383 0.8383 0.8191
R1 0.8271 0.8271 0.8175 0.8327
PP 0.8207 0.8207 0.8207 0.8235
S1 0.8095 0.8095 0.8142 0.8151
S2 0.8032 0.8032 0.8126
S3 0.7856 0.7920 0.8110
S4 0.7681 0.7744 0.8062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8320 0.8144 0.0176 2.2% 0.0080 1.0% 8% False False 252
10 0.8320 0.8086 0.0234 2.9% 0.0063 0.8% 31% False False 286
20 0.8320 0.8061 0.0259 3.2% 0.0050 0.6% 38% False False 165
40 0.8434 0.7977 0.0457 5.6% 0.0052 0.6% 40% False False 133
60 0.8455 0.7977 0.0478 5.9% 0.0042 0.5% 38% False False 95
80 0.8470 0.7977 0.0493 6.0% 0.0039 0.5% 37% False False 73
100 0.8470 0.7977 0.0493 6.0% 0.0035 0.4% 37% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8643
2.618 0.8492
1.618 0.8400
1.000 0.8343
0.618 0.8307
HIGH 0.8250
0.618 0.8215
0.500 0.8204
0.382 0.8193
LOW 0.8158
0.618 0.8100
1.000 0.8065
1.618 0.8008
2.618 0.7915
4.250 0.7764
Fisher Pivots for day following 10-Jul-2015
Pivot 1 day 3 day
R1 0.8204 0.8239
PP 0.8189 0.8212
S1 0.8174 0.8185

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

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