CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 0.8042 0.8011 -0.0031 -0.4% 0.8078
High 0.8042 0.8089 0.0047 0.6% 0.8088
Low 0.8001 0.7997 -0.0004 0.0% 0.8002
Close 0.8005 0.8069 0.0065 0.8% 0.8072
Range 0.0041 0.0092 0.0051 123.2% 0.0087
ATR 0.0044 0.0048 0.0003 7.6% 0.0000
Volume 2,477 596 -1,881 -75.9% 913
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8326 0.8289 0.8119
R3 0.8235 0.8198 0.8094
R2 0.8143 0.8143 0.8086
R1 0.8106 0.8106 0.8077 0.8125
PP 0.8052 0.8052 0.8052 0.8061
S1 0.8015 0.8015 0.8061 0.8033
S2 0.7960 0.7960 0.8052
S3 0.7869 0.7923 0.8044
S4 0.7777 0.7832 0.8019
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8313 0.8279 0.8119
R3 0.8227 0.8192 0.8095
R2 0.8140 0.8140 0.8087
R1 0.8106 0.8106 0.8079 0.8080
PP 0.8054 0.8054 0.8054 0.8041
S1 0.8019 0.8019 0.8064 0.7993
S2 0.7967 0.7967 0.8056
S3 0.7881 0.7933 0.8048
S4 0.7794 0.7846 0.8024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8089 0.7997 0.0092 1.1% 0.0047 0.6% 79% True True 932
10 0.8109 0.7997 0.0112 1.4% 0.0045 0.6% 65% False True 558
20 0.8146 0.7997 0.0149 1.8% 0.0038 0.5% 48% False True 338
40 0.8320 0.7997 0.0323 4.0% 0.0046 0.6% 22% False True 263
60 0.8360 0.7977 0.0383 4.7% 0.0048 0.6% 24% False False 210
80 0.8454 0.7977 0.0477 5.9% 0.0042 0.5% 19% False False 162
100 0.8470 0.7977 0.0493 6.1% 0.0038 0.5% 19% False False 131
120 0.8470 0.7977 0.0493 6.1% 0.0037 0.5% 19% False False 110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8477
2.618 0.8328
1.618 0.8237
1.000 0.8180
0.618 0.8145
HIGH 0.8089
0.618 0.8054
0.500 0.8043
0.382 0.8032
LOW 0.7997
0.618 0.7940
1.000 0.7906
1.618 0.7849
2.618 0.7757
4.250 0.7608
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 0.8060 0.8060
PP 0.8052 0.8052
S1 0.8043 0.8043

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

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