CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 0.8317 0.8301 -0.0017 -0.2% 0.8423
High 0.8348 0.8321 -0.0027 -0.3% 0.8430
Low 0.8251 0.8279 0.0029 0.3% 0.8251
Close 0.8304 0.8305 0.0001 0.0% 0.8305
Range 0.0097 0.0042 -0.0056 -57.2% 0.0180
ATR 0.0087 0.0084 -0.0003 -3.7% 0.0000
Volume 127,013 127,557 544 0.4% 405,693
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8426 0.8407 0.8328
R3 0.8385 0.8366 0.8316
R2 0.8343 0.8343 0.8313
R1 0.8324 0.8324 0.8309 0.8334
PP 0.8302 0.8302 0.8302 0.8306
S1 0.8283 0.8283 0.8301 0.8292
S2 0.8260 0.8260 0.8297
S3 0.8219 0.8241 0.8294
S4 0.8177 0.8200 0.8282
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8867 0.8766 0.8404
R3 0.8688 0.8586 0.8354
R2 0.8508 0.8508 0.8338
R1 0.8407 0.8407 0.8321 0.8368
PP 0.8329 0.8329 0.8329 0.8309
S1 0.8227 0.8227 0.8289 0.8188
S2 0.8149 0.8149 0.8272
S3 0.7970 0.8048 0.8256
S4 0.7790 0.7868 0.8206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8446 0.8251 0.0195 2.3% 0.0088 1.1% 28% False False 84,470
10 0.8446 0.8229 0.0217 2.6% 0.0085 1.0% 35% False False 44,312
20 0.8604 0.8044 0.0560 6.7% 0.0093 1.1% 47% False False 22,664
40 0.8604 0.7997 0.0607 7.3% 0.0065 0.8% 51% False False 11,517
60 0.8604 0.7997 0.0607 7.3% 0.0061 0.7% 51% False False 7,743
80 0.8604 0.7977 0.0627 7.5% 0.0059 0.7% 52% False False 5,833
100 0.8604 0.7977 0.0627 7.5% 0.0052 0.6% 52% False False 4,671
120 0.8604 0.7977 0.0627 7.5% 0.0047 0.6% 52% False False 3,893
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8497
2.618 0.8429
1.618 0.8388
1.000 0.8362
0.618 0.8346
HIGH 0.8321
0.618 0.8305
0.500 0.8300
0.382 0.8295
LOW 0.8279
0.618 0.8253
1.000 0.8238
1.618 0.8212
2.618 0.8170
4.250 0.8103
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 0.8303 0.8304
PP 0.8302 0.8304
S1 0.8300 0.8303

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

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