CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 0.8078 0.8080 0.0002 0.0% 0.8102
High 0.8088 0.8088 0.0000 0.0% 0.8146
Low 0.8065 0.8059 -0.0007 -0.1% 0.8043
Close 0.8084 0.8059 -0.0025 -0.3% 0.8080
Range 0.0023 0.0030 0.0007 28.3% 0.0103
ATR 0.0044 0.0043 -0.0001 -2.4% 0.0000
Volume 235 95 -140 -59.6% 919
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8157 0.8137 0.8075
R3 0.8127 0.8108 0.8067
R2 0.8098 0.8098 0.8064
R1 0.8078 0.8078 0.8061 0.8073
PP 0.8068 0.8068 0.8068 0.8066
S1 0.8049 0.8049 0.8056 0.8044
S2 0.8039 0.8039 0.8053
S3 0.8009 0.8019 0.8050
S4 0.7980 0.7990 0.8042
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 0.8116 0.8043 0.0073 0.9% 0.0032 0.4% 22% False False 205
10 0.8146 0.8043 0.0103 1.3% 0.0034 0.4% 16% False False 147
20 0.8320 0.8043 0.0277 3.4% 0.0044 0.5% 6% False False 171
40 0.8320 0.8037 0.0283 3.5% 0.0046 0.6% 8% False False 174
60 0.8434 0.7977 0.0457 5.7% 0.0045 0.6% 18% False False 133
80 0.8455 0.7977 0.0478 5.9% 0.0041 0.5% 17% False False 104
100 0.8470 0.7977 0.0493 6.1% 0.0038 0.5% 17% False False 85
120 0.8492 0.7977 0.0515 6.4% 0.0035 0.4% 16% False False 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8213
2.618 0.8165
1.618 0.8136
1.000 0.8118
0.618 0.8106
HIGH 0.8088
0.618 0.8077
0.500 0.8073
0.382 0.8070
LOW 0.8059
0.618 0.8040
1.000 0.8029
1.618 0.8011
2.618 0.7981
4.250 0.7933
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 0.8073 0.8084
PP 0.8068 0.8075
S1 0.8063 0.8067

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

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