CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 0.8371 0.8363 -0.0008 -0.1% 0.8351
High 0.8384 0.8363 -0.0021 -0.3% 0.8412
Low 0.8371 0.8357 -0.0014 -0.2% 0.8333
Close 0.8377 0.8357 -0.0020 -0.2% 0.8377
Range 0.0013 0.0006 -0.0007 -53.8% 0.0079
ATR 0.0036 0.0035 -0.0001 -3.1% 0.0000
Volume 3 56 53 1,766.7% 284
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 0.8377 0.8373 0.8360
R3 0.8371 0.8367 0.8359
R2 0.8365 0.8365 0.8358
R1 0.8361 0.8361 0.8358 0.8360
PP 0.8359 0.8359 0.8359 0.8359
S1 0.8355 0.8355 0.8356 0.8354
S2 0.8353 0.8353 0.8356
S3 0.8347 0.8349 0.8355
S4 0.8341 0.8343 0.8354
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8611 0.8573 0.8420
R3 0.8532 0.8494 0.8399
R2 0.8453 0.8453 0.8391
R1 0.8415 0.8415 0.8384 0.8434
PP 0.8374 0.8374 0.8374 0.8384
S1 0.8336 0.8336 0.8370 0.8355
S2 0.8295 0.8295 0.8363
S3 0.8216 0.8257 0.8355
S4 0.8137 0.8178 0.8334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8412 0.8333 0.0079 0.9% 0.0020 0.2% 30% False False 67
10 0.8454 0.8333 0.0121 1.4% 0.0021 0.3% 20% False False 37
20 0.8455 0.8333 0.0122 1.5% 0.0024 0.3% 20% False False 20
40 0.8470 0.8268 0.0202 2.4% 0.0028 0.3% 44% False False 14
60 0.8492 0.8246 0.0246 2.9% 0.0024 0.3% 45% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8389
2.618 0.8379
1.618 0.8373
1.000 0.8369
0.618 0.8367
HIGH 0.8363
0.618 0.8361
0.500 0.8360
0.382 0.8359
LOW 0.8357
0.618 0.8353
1.000 0.8351
1.618 0.8347
2.618 0.8341
4.250 0.8332
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 0.8360 0.8385
PP 0.8359 0.8375
S1 0.8358 0.8366

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

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