CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 0.8078 0.8078 0.0000 0.0% 0.8102
High 0.8109 0.8088 -0.0021 -0.3% 0.8146
Low 0.8059 0.8065 0.0007 0.1% 0.8043
Close 0.8080 0.8084 0.0004 0.0% 0.8080
Range 0.0050 0.0023 -0.0027 -54.0% 0.0103
ATR 0.0046 0.0044 -0.0002 -3.5% 0.0000
Volume 507 235 -272 -53.6% 919
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8148 0.8139 0.8096
R3 0.8125 0.8116 0.8090
R2 0.8102 0.8102 0.8088
R1 0.8093 0.8093 0.8086 0.8097
PP 0.8079 0.8079 0.8079 0.8081
S1 0.8070 0.8070 0.8081 0.8074
S2 0.8056 0.8056 0.8079
S3 0.8033 0.8047 0.8077
S4 0.8010 0.8024 0.8071
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 0.8140 0.8043 0.0098 1.2% 0.0036 0.4% 42% False False 214
10 0.8146 0.8043 0.0103 1.3% 0.0035 0.4% 40% False False 160
20 0.8320 0.8043 0.0277 3.4% 0.0045 0.6% 15% False False 173
40 0.8320 0.7977 0.0343 4.2% 0.0047 0.6% 31% False False 175
60 0.8434 0.7977 0.0457 5.7% 0.0045 0.6% 23% False False 131
80 0.8455 0.7977 0.0478 5.9% 0.0041 0.5% 22% False False 103
100 0.8470 0.7977 0.0493 6.1% 0.0038 0.5% 22% False False 84
120 0.8492 0.7977 0.0515 6.4% 0.0035 0.4% 21% False False 71
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8186
2.618 0.8148
1.618 0.8125
1.000 0.8111
0.618 0.8102
HIGH 0.8088
0.618 0.8079
0.500 0.8077
0.382 0.8074
LOW 0.8065
0.618 0.8051
1.000 0.8042
1.618 0.8028
2.618 0.8005
4.250 0.7967
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 0.8081 0.8081
PP 0.8079 0.8078
S1 0.8077 0.8076

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

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