CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 0.8311 0.8339 0.0028 0.3% 0.8308
High 0.8369 0.8374 0.0005 0.1% 0.8414
Low 0.8308 0.8309 0.0001 0.0% 0.8274
Close 0.8344 0.8339 -0.0006 -0.1% 0.8360
Range 0.0061 0.0065 0.0004 6.6% 0.0140
ATR 0.0079 0.0078 -0.0001 -1.3% 0.0000
Volume 122,009 111,261 -10,748 -8.8% 723,488
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8535 0.8502 0.8374
R3 0.8470 0.8437 0.8356
R2 0.8405 0.8405 0.8350
R1 0.8372 0.8372 0.8344 0.8371
PP 0.8340 0.8340 0.8340 0.8340
S1 0.8307 0.8307 0.8333 0.8306
S2 0.8275 0.8275 0.8327
S3 0.8210 0.8242 0.8321
S4 0.8145 0.8177 0.8303
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% 0.0075 0.9% 46% False False 133,334
10 0.8414 0.8251 0.0163 2.0% 0.0071 0.9% 54% False False 131,082
20 0.8456 0.8229 0.0227 2.7% 0.0082 1.0% 48% False False 75,078
40 0.8604 0.7997 0.0607 7.3% 0.0073 0.9% 56% False False 37,901
60 0.8604 0.7997 0.0607 7.3% 0.0065 0.8% 56% False False 25,340
80 0.8604 0.7977 0.0627 7.5% 0.0061 0.7% 58% False False 19,031
100 0.8604 0.7977 0.0627 7.5% 0.0056 0.7% 58% False False 15,233
120 0.8604 0.7977 0.0627 7.5% 0.0051 0.6% 58% False False 12,695
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8650
2.618 0.8544
1.618 0.8479
1.000 0.8439
0.618 0.8414
HIGH 0.8374
0.618 0.8349
0.500 0.8341
0.382 0.8333
LOW 0.8309
0.618 0.8268
1.000 0.8244
1.618 0.8203
2.618 0.8138
4.250 0.8032
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 0.8341 0.8338
PP 0.8340 0.8338
S1 0.8339 0.8338

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

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