CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 0.8333 0.8340 0.0007 0.1% 0.8308
High 0.8414 0.8367 -0.0047 -0.6% 0.8414
Low 0.8319 0.8302 -0.0017 -0.2% 0.8274
Close 0.8360 0.8308 -0.0053 -0.6% 0.8360
Range 0.0095 0.0065 -0.0030 -31.6% 0.0140
ATR 0.0082 0.0081 -0.0001 -1.5% 0.0000
Volume 174,178 99,497 -74,681 -42.9% 723,488
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8521 0.8479 0.8343
R3 0.8456 0.8414 0.8325
R2 0.8391 0.8391 0.8319
R1 0.8349 0.8349 0.8313 0.8337
PP 0.8326 0.8326 0.8326 0.8320
S1 0.8284 0.8284 0.8302 0.8272
S2 0.8261 0.8261 0.8296
S3 0.8196 0.8219 0.8290
S4 0.8131 0.8154 0.8272
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% 24% False False 140,428
10 0.8430 0.8251 0.0180 2.2% 0.0078 0.9% 32% False False 122,867
20 0.8604 0.8214 0.0390 4.7% 0.0102 1.2% 24% False False 63,741
40 0.8604 0.7997 0.0607 7.3% 0.0073 0.9% 51% False False 32,075
60 0.8604 0.7997 0.0607 7.3% 0.0064 0.8% 51% False False 21,453
80 0.8604 0.7977 0.0627 7.5% 0.0061 0.7% 53% False False 16,118
100 0.8604 0.7977 0.0627 7.5% 0.0055 0.7% 53% False False 12,900
120 0.8604 0.7977 0.0627 7.5% 0.0050 0.6% 53% False False 10,751
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8643
2.618 0.8537
1.618 0.8472
1.000 0.8432
0.618 0.8407
HIGH 0.8367
0.618 0.8342
0.500 0.8335
0.382 0.8327
LOW 0.8302
0.618 0.8262
1.000 0.8237
1.618 0.8197
2.618 0.8132
4.250 0.8026
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 0.8335 0.8344
PP 0.8326 0.8332
S1 0.8317 0.8320

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

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