CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 0.8308 0.8333 0.0026 0.3% 0.8308
High 0.8362 0.8414 0.0052 0.6% 0.8414
Low 0.8274 0.8319 0.0045 0.5% 0.8274
Close 0.8333 0.8360 0.0027 0.3% 0.8360
Range 0.0088 0.0095 0.0008 8.6% 0.0140
ATR 0.0081 0.0082 0.0001 1.3% 0.0000
Volume 159,729 174,178 14,449 9.0% 723,488
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8649 0.8600 0.8412
R3 0.8554 0.8505 0.8386
R2 0.8459 0.8459 0.8377
R1 0.8410 0.8410 0.8369 0.8434
PP 0.8364 0.8364 0.8364 0.8376
S1 0.8315 0.8315 0.8351 0.8339
S2 0.8269 0.8269 0.8343
S3 0.8174 0.8220 0.8334
S4 0.8079 0.8125 0.8308
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8768 0.8703 0.8437
R3 0.8628 0.8564 0.8398
R2 0.8489 0.8489 0.8386
R1 0.8424 0.8424 0.8373 0.8457
PP 0.8349 0.8349 0.8349 0.8365
S1 0.8285 0.8285 0.8347 0.8317
S2 0.8210 0.8210 0.8334
S3 0.8070 0.8145 0.8322
S4 0.7931 0.8006 0.8283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8414 0.8274 0.0140 1.7% 0.0076 0.9% 62% True False 144,697
10 0.8446 0.8251 0.0195 2.3% 0.0082 1.0% 56% False False 114,583
20 0.8604 0.8114 0.0490 5.9% 0.0104 1.2% 50% False False 58,793
40 0.8604 0.7997 0.0607 7.3% 0.0071 0.9% 60% False False 29,590
60 0.8604 0.7997 0.0607 7.3% 0.0064 0.8% 60% False False 19,796
80 0.8604 0.7977 0.0627 7.5% 0.0061 0.7% 61% False False 14,875
100 0.8604 0.7977 0.0627 7.5% 0.0055 0.7% 61% False False 11,905
120 0.8604 0.7977 0.0627 7.5% 0.0049 0.6% 61% False False 9,922
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 0.0018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8817
2.618 0.8662
1.618 0.8567
1.000 0.8509
0.618 0.8472
HIGH 0.8414
0.618 0.8377
0.500 0.8366
0.382 0.8355
LOW 0.8319
0.618 0.8260
1.000 0.8224
1.618 0.8165
2.618 0.8070
4.250 0.7915
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 0.8366 0.8355
PP 0.8364 0.8349
S1 0.8362 0.8344

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

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