CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 0.8051 0.8052 0.0001 0.0% 0.8056
High 0.8064 0.8099 0.0036 0.4% 0.8089
Low 0.8048 0.8049 0.0001 0.0% 0.7997
Close 0.8053 0.8096 0.0043 0.5% 0.8063
Range 0.0016 0.0050 0.0035 222.6% 0.0092
ATR 0.0041 0.0042 0.0001 1.6% 0.0000
Volume 90 151 61 67.8% 5,076
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8231 0.8214 0.8124
R3 0.8181 0.8164 0.8110
R2 0.8131 0.8131 0.8105
R1 0.8114 0.8114 0.8101 0.8123
PP 0.8081 0.8081 0.8081 0.8086
S1 0.8064 0.8064 0.8091 0.8073
S2 0.8031 0.8031 0.8087
S3 0.7981 0.8014 0.8082
S4 0.7931 0.7964 0.8069
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8324 0.8285 0.8113
R3 0.8233 0.8194 0.8088
R2 0.8141 0.8141 0.8080
R1 0.8102 0.8102 0.8071 0.8122
PP 0.8050 0.8050 0.8050 0.8059
S1 0.8011 0.8011 0.8055 0.8030
S2 0.7958 0.7958 0.8046
S3 0.7867 0.7919 0.8038
S4 0.7775 0.7828 0.8013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8099 0.8039 0.0060 0.7% 0.0027 0.3% 95% True False 251
10 0.8099 0.7997 0.0102 1.3% 0.0037 0.5% 97% True False 592
20 0.8146 0.7997 0.0149 1.8% 0.0037 0.5% 67% False False 367
40 0.8320 0.7997 0.0323 4.0% 0.0043 0.5% 31% False False 289
60 0.8320 0.7977 0.0343 4.2% 0.0046 0.6% 35% False False 230
80 0.8454 0.7977 0.0477 5.9% 0.0042 0.5% 25% False False 178
100 0.8455 0.7977 0.0478 5.9% 0.0038 0.5% 25% False False 143
120 0.8470 0.7977 0.0493 6.1% 0.0037 0.5% 24% False False 121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8312
2.618 0.8230
1.618 0.8180
1.000 0.8149
0.618 0.8130
HIGH 0.8099
0.618 0.8080
0.500 0.8074
0.382 0.8068
LOW 0.8049
0.618 0.8018
1.000 0.7999
1.618 0.7968
2.618 0.7918
4.250 0.7837
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 0.8089 0.8088
PP 0.8081 0.8080
S1 0.8074 0.8072

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

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