CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 0.8070 0.8078 0.0008 0.1% 0.8102
High 0.8074 0.8109 0.0035 0.4% 0.8146
Low 0.8043 0.8059 0.0016 0.2% 0.8043
Close 0.8065 0.8080 0.0015 0.2% 0.8080
Range 0.0031 0.0050 0.0019 61.3% 0.0103
ATR 0.0045 0.0046 0.0000 0.7% 0.0000
Volume 48 507 459 956.3% 919
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8232 0.8206 0.8107
R3 0.8182 0.8156 0.8093
R2 0.8132 0.8132 0.8089
R1 0.8106 0.8106 0.8084 0.8119
PP 0.8082 0.8082 0.8082 0.8089
S1 0.8056 0.8056 0.8075 0.8069
S2 0.8032 0.8032 0.8070
S3 0.7982 0.8006 0.8066
S4 0.7932 0.7956 0.8052
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8398 0.8342 0.8136
R3 0.8295 0.8239 0.8108
R2 0.8192 0.8192 0.8098
R1 0.8136 0.8136 0.8089 0.8113
PP 0.8089 0.8089 0.8089 0.8078
S1 0.8033 0.8033 0.8070 0.8010
S2 0.7986 0.7986 0.8061
S3 0.7883 0.7930 0.8051
S4 0.7780 0.7827 0.8023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8146 0.8043 0.0103 1.3% 0.0040 0.5% 36% False False 183
10 0.8146 0.8043 0.0103 1.3% 0.0036 0.4% 36% False False 152
20 0.8320 0.8043 0.0277 3.4% 0.0047 0.6% 13% False False 176
40 0.8320 0.7977 0.0343 4.2% 0.0048 0.6% 30% False False 175
60 0.8434 0.7977 0.0457 5.7% 0.0045 0.6% 22% False False 130
80 0.8455 0.7977 0.0478 5.9% 0.0040 0.5% 21% False False 100
100 0.8470 0.7977 0.0493 6.1% 0.0038 0.5% 21% False False 82
120 0.8492 0.7977 0.0515 6.4% 0.0035 0.4% 20% False False 69
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 0.0007
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8321
2.618 0.8239
1.618 0.8189
1.000 0.8159
0.618 0.8139
HIGH 0.8109
0.618 0.8089
0.500 0.8084
0.382 0.8078
LOW 0.8059
0.618 0.8028
1.000 0.8009
1.618 0.7978
2.618 0.7928
4.250 0.7846
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 0.8084 0.8079
PP 0.8082 0.8079
S1 0.8081 0.8079

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

View Archives - Comment on this page... - Back to Index of Symbols