CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 0.8308 0.8331 0.0023 0.3% 0.8423
High 0.8357 0.8389 0.0032 0.4% 0.8430
Low 0.8288 0.8301 0.0013 0.2% 0.8251
Close 0.8344 0.8314 -0.0030 -0.4% 0.8305
Range 0.0069 0.0088 0.0019 27.5% 0.0180
ATR 0.0083 0.0083 0.0000 0.4% 0.0000
Volume 120,842 158,713 37,871 31.3% 405,693
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8599 0.8544 0.8362
R3 0.8511 0.8456 0.8338
R2 0.8423 0.8423 0.8330
R1 0.8368 0.8368 0.8322 0.8352
PP 0.8335 0.8335 0.8335 0.8326
S1 0.8280 0.8280 0.8306 0.8264
S2 0.8247 0.8247 0.8298
S3 0.8159 0.8192 0.8290
S4 0.8071 0.8104 0.8266
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 0.8389 0.8251 0.0139 1.7% 0.0078 0.9% 46% True False 127,887
10 0.8446 0.8251 0.0195 2.3% 0.0088 1.1% 33% False False 71,903
20 0.8604 0.8048 0.0556 6.7% 0.0099 1.2% 48% False False 36,631
40 0.8604 0.7997 0.0607 7.3% 0.0068 0.8% 52% False False 18,500
60 0.8604 0.7997 0.0607 7.3% 0.0062 0.7% 52% False False 12,400
80 0.8604 0.7977 0.0627 7.5% 0.0060 0.7% 54% False False 9,327
100 0.8604 0.7977 0.0627 7.5% 0.0053 0.6% 54% False False 7,466
120 0.8604 0.7977 0.0627 7.5% 0.0048 0.6% 54% False False 6,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8763
2.618 0.8619
1.618 0.8531
1.000 0.8477
0.618 0.8443
HIGH 0.8389
0.618 0.8355
0.500 0.8345
0.382 0.8335
LOW 0.8301
0.618 0.8247
1.000 0.8213
1.618 0.8159
2.618 0.8071
4.250 0.7927
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 0.8345 0.8334
PP 0.8335 0.8327
S1 0.8324 0.8321

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

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