CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 0.8011 0.8064 0.0053 0.7% 0.8078
High 0.8089 0.8064 -0.0025 -0.3% 0.8088
Low 0.7997 0.8039 0.0042 0.5% 0.8002
Close 0.8069 0.8051 -0.0018 -0.2% 0.8072
Range 0.0092 0.0025 -0.0067 -73.2% 0.0087
ATR 0.0048 0.0046 -0.0001 -2.6% 0.0000
Volume 596 798 202 33.9% 913
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8125 0.8112 0.8064
R3 0.8100 0.8088 0.8058
R2 0.8076 0.8076 0.8055
R1 0.8063 0.8063 0.8053 0.8057
PP 0.8051 0.8051 0.8051 0.8048
S1 0.8039 0.8039 0.8049 0.8033
S2 0.8027 0.8027 0.8047
S3 0.8002 0.8014 0.8044
S4 0.7978 0.7990 0.8038
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% 0.0048 0.6% 59% False False 1,013
10 0.8109 0.7997 0.0112 1.4% 0.0044 0.5% 48% False False 633
20 0.8146 0.7997 0.0149 1.8% 0.0038 0.5% 36% False False 370
40 0.8320 0.7997 0.0323 4.0% 0.0045 0.6% 17% False False 282
60 0.8320 0.7977 0.0343 4.3% 0.0048 0.6% 22% False False 223
80 0.8454 0.7977 0.0477 5.9% 0.0042 0.5% 16% False False 172
100 0.8470 0.7977 0.0493 6.1% 0.0038 0.5% 15% False False 139
120 0.8470 0.7977 0.0493 6.1% 0.0037 0.5% 15% False False 117
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8168
2.618 0.8128
1.618 0.8103
1.000 0.8088
0.618 0.8079
HIGH 0.8064
0.618 0.8054
0.500 0.8051
0.382 0.8048
LOW 0.8039
0.618 0.8024
1.000 0.8015
1.618 0.7999
2.618 0.7975
4.250 0.7935
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 0.8051 0.8048
PP 0.8051 0.8046
S1 0.8051 0.8043

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

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