Nikkei/Yen Futures are traded on the Chicago Mercantile Exchange. Each contract is for 500 (yen) x Nikkei Stock Average.
Nikkei/Yen Futures contracts exist for the months of March (H), April (J), May (K), June (M), July (N), September (U) and December (Z).
Click on any price shown on this page to see a time series of the underlying data, along with options for graphing, downloading and validating the data.
Historical continuous contract data is available from n.a. to n.a..
Quandl's explanatory page About Futures Contracts.