CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 0.8250 0.8174 -0.0077 -0.9% 0.8145
High 0.8250 0.8174 -0.0077 -0.9% 0.8320
Low 0.8158 0.8116 -0.0042 -0.5% 0.8144
Close 0.8159 0.8119 -0.0040 -0.5% 0.8159
Range 0.0093 0.0058 -0.0035 -37.3% 0.0176
ATR 0.0062 0.0061 0.0000 -0.4% 0.0000
Volume 135 199 64 47.4% 1,262
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8310 0.8272 0.8150
R3 0.8252 0.8214 0.8134
R2 0.8194 0.8194 0.8129
R1 0.8156 0.8156 0.8124 0.8146
PP 0.8136 0.8136 0.8136 0.8131
S1 0.8098 0.8098 0.8113 0.8088
S2 0.8078 0.8078 0.8108
S3 0.8020 0.8040 0.8103
S4 0.7962 0.7982 0.8087
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 0.8116 0.0204 2.5% 0.0079 1.0% 1% False True 229
10 0.8320 0.8107 0.0213 2.6% 0.0065 0.8% 5% False False 299
20 0.8320 0.8061 0.0259 3.2% 0.0051 0.6% 22% False False 173
40 0.8413 0.7977 0.0436 5.4% 0.0053 0.6% 32% False False 138
60 0.8455 0.7977 0.0478 5.9% 0.0042 0.5% 30% False False 98
80 0.8470 0.7977 0.0493 6.1% 0.0038 0.5% 29% False False 75
100 0.8470 0.7977 0.0493 6.1% 0.0036 0.4% 29% False False 61
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 0.8420
2.618 0.8325
1.618 0.8267
1.000 0.8232
0.618 0.8209
HIGH 0.8174
0.618 0.8151
0.500 0.8145
0.382 0.8138
LOW 0.8116
0.618 0.8080
1.000 0.8058
1.618 0.8022
2.618 0.7964
4.250 0.7869
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 0.8145 0.8216
PP 0.8136 0.8184
S1 0.8127 0.8151

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

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