CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 14-Jul-2015
Day Change Summary
Previous Current
13-Jul-2015 14-Jul-2015 Change Change % Previous Week
Open 0.8174 0.8109 -0.0065 -0.8% 0.8145
High 0.8174 0.8152 -0.0022 -0.3% 0.8320
Low 0.8116 0.8102 -0.0014 -0.2% 0.8144
Close 0.8119 0.8126 0.0008 0.1% 0.8159
Range 0.0058 0.0050 -0.0008 -13.8% 0.0176
ATR 0.0061 0.0061 -0.0001 -1.3% 0.0000
Volume 199 160 -39 -19.6% 1,262
Daily Pivots for day following 14-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8277 0.8251 0.8154
R3 0.8227 0.8201 0.8140
R2 0.8177 0.8177 0.8135
R1 0.8151 0.8151 0.8131 0.8164
PP 0.8127 0.8127 0.8127 0.8133
S1 0.8101 0.8101 0.8121 0.8114
S2 0.8077 0.8077 0.8117
S3 0.8027 0.8051 0.8112
S4 0.7977 0.8001 0.8099
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 0.8102 0.0218 2.7% 0.0080 1.0% 11% False True 237
10 0.8320 0.8102 0.0218 2.7% 0.0064 0.8% 11% False True 312
20 0.8320 0.8061 0.0259 3.2% 0.0053 0.7% 25% False False 181
40 0.8381 0.7977 0.0404 5.0% 0.0053 0.7% 37% False False 141
60 0.8454 0.7977 0.0477 5.9% 0.0043 0.5% 31% False False 101
80 0.8470 0.7977 0.0493 6.1% 0.0038 0.5% 30% False False 77
100 0.8470 0.7977 0.0493 6.1% 0.0036 0.4% 30% False False 63
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8365
2.618 0.8283
1.618 0.8233
1.000 0.8202
0.618 0.8183
HIGH 0.8152
0.618 0.8133
0.500 0.8127
0.382 0.8121
LOW 0.8102
0.618 0.8071
1.000 0.8052
1.618 0.8021
2.618 0.7971
4.250 0.7890
Fisher Pivots for day following 14-Jul-2015
Pivot 1 day 3 day
R1 0.8127 0.8176
PP 0.8127 0.8159
S1 0.8126 0.8143

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

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