CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 0.8052 0.8085 0.0033 0.4% 0.8056
High 0.8099 0.8121 0.0022 0.3% 0.8089
Low 0.8049 0.8070 0.0021 0.3% 0.7997
Close 0.8096 0.8115 0.0019 0.2% 0.8063
Range 0.0050 0.0051 0.0001 2.0% 0.0092
ATR 0.0042 0.0042 0.0001 1.6% 0.0000
Volume 151 436 285 188.7% 5,076
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8255 0.8236 0.8143
R3 0.8204 0.8185 0.8129
R2 0.8153 0.8153 0.8124
R1 0.8134 0.8134 0.8120 0.8143
PP 0.8102 0.8102 0.8102 0.8106
S1 0.8083 0.8083 0.8110 0.8092
S2 0.8051 0.8051 0.8106
S3 0.8000 0.8032 0.8101
S4 0.7949 0.7981 0.8087
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 0.8121 0.8044 0.0077 0.9% 0.0032 0.4% 93% True False 179
10 0.8121 0.7997 0.0124 1.5% 0.0040 0.5% 96% True False 596
20 0.8146 0.7997 0.0149 1.8% 0.0039 0.5% 79% False False 387
40 0.8320 0.7997 0.0323 4.0% 0.0044 0.5% 37% False False 298
60 0.8320 0.7977 0.0343 4.2% 0.0046 0.6% 40% False False 236
80 0.8454 0.7977 0.0477 5.9% 0.0043 0.5% 29% False False 183
100 0.8455 0.7977 0.0478 5.9% 0.0039 0.5% 29% False False 147
120 0.8470 0.7977 0.0493 6.1% 0.0038 0.5% 28% False False 124
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 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8337
2.618 0.8254
1.618 0.8203
1.000 0.8172
0.618 0.8152
HIGH 0.8121
0.618 0.8101
0.500 0.8095
0.382 0.8089
LOW 0.8070
0.618 0.8038
1.000 0.8019
1.618 0.7987
2.618 0.7936
4.250 0.7853
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 0.8108 0.8105
PP 0.8102 0.8095
S1 0.8095 0.8084

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

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