CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 0.8339 0.8331 -0.0008 -0.1% 0.8308
High 0.8374 0.8401 0.0028 0.3% 0.8414
Low 0.8309 0.8319 0.0010 0.1% 0.8274
Close 0.8339 0.8343 0.0005 0.1% 0.8360
Range 0.0065 0.0083 0.0018 26.9% 0.0140
ATR 0.0078 0.0078 0.0000 0.4% 0.0000
Volume 111,261 203,277 92,016 82.7% 723,488
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8602 0.8555 0.8388
R3 0.8519 0.8472 0.8366
R2 0.8437 0.8437 0.8358
R1 0.8390 0.8390 0.8351 0.8413
PP 0.8354 0.8354 0.8354 0.8366
S1 0.8307 0.8307 0.8335 0.8331
S2 0.8272 0.8272 0.8328
S3 0.8189 0.8225 0.8320
S4 0.8107 0.8142 0.8298
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 0.8302 0.0112 1.3% 0.0074 0.9% 37% False False 142,044
10 0.8414 0.8274 0.0140 1.7% 0.0070 0.8% 49% False False 138,708
20 0.8446 0.8229 0.0217 2.6% 0.0081 1.0% 53% False False 85,197
40 0.8604 0.7997 0.0607 7.3% 0.0075 0.9% 57% False False 42,979
60 0.8604 0.7997 0.0607 7.3% 0.0065 0.8% 57% False False 28,721
80 0.8604 0.7977 0.0627 7.5% 0.0062 0.7% 58% False False 21,571
100 0.8604 0.7977 0.0627 7.5% 0.0057 0.7% 58% False False 17,266
120 0.8604 0.7977 0.0627 7.5% 0.0051 0.6% 58% False False 14,389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8752
2.618 0.8617
1.618 0.8534
1.000 0.8484
0.618 0.8452
HIGH 0.8401
0.618 0.8369
0.500 0.8360
0.382 0.8350
LOW 0.8319
0.618 0.8268
1.000 0.8236
1.618 0.8185
2.618 0.8103
4.250 0.7968
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 0.8360 0.8355
PP 0.8354 0.8351
S1 0.8349 0.8347

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

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