CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 0.8048 0.8051 0.0003 0.0% 0.8056
High 0.8073 0.8063 -0.0010 -0.1% 0.8089
Low 0.8048 0.8044 -0.0004 0.0% 0.7997
Close 0.8063 0.8052 -0.0012 -0.1% 0.8063
Range 0.0025 0.0019 -0.0006 -24.0% 0.0092
ATR 0.0045 0.0043 -0.0002 -4.1% 0.0000
Volume 164 55 -109 -66.5% 5,076
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8110 0.8100 0.8062
R3 0.8091 0.8081 0.8057
R2 0.8072 0.8072 0.8055
R1 0.8062 0.8062 0.8053 0.8067
PP 0.8053 0.8053 0.8053 0.8055
S1 0.8043 0.8043 0.8050 0.8048
S2 0.8034 0.8034 0.8048
S3 0.8015 0.8024 0.8046
S4 0.7996 0.8005 0.8041
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 0.8089 0.7997 0.0092 1.1% 0.0040 0.5% 60% False False 818
10 0.8089 0.7997 0.0092 1.1% 0.0041 0.5% 60% False False 580
20 0.8146 0.7997 0.0149 1.8% 0.0038 0.5% 37% False False 370
40 0.8320 0.7997 0.0323 4.0% 0.0044 0.5% 17% False False 284
60 0.8320 0.7977 0.0343 4.3% 0.0048 0.6% 22% False False 226
80 0.8454 0.7977 0.0477 5.9% 0.0042 0.5% 16% False False 175
100 0.8455 0.7977 0.0478 5.9% 0.0038 0.5% 16% False False 141
120 0.8470 0.7977 0.0493 6.1% 0.0037 0.5% 15% False False 119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8144
2.618 0.8113
1.618 0.8094
1.000 0.8082
0.618 0.8075
HIGH 0.8063
0.618 0.8056
0.500 0.8054
0.382 0.8051
LOW 0.8044
0.618 0.8032
1.000 0.8025
1.618 0.8013
2.618 0.7994
4.250 0.7963
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 0.8054 0.8056
PP 0.8053 0.8055
S1 0.8052 0.8053

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

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