CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 0.8308 0.8348 0.0040 0.5% 0.8340
High 0.8365 0.8395 0.0030 0.4% 0.8401
Low 0.8303 0.8330 0.0027 0.3% 0.8260
Close 0.8356 0.8365 0.0009 0.1% 0.8299
Range 0.0062 0.0065 0.0003 4.8% 0.0142
ATR 0.0078 0.0077 -0.0001 -1.2% 0.0000
Volume 132,507 173,624 41,117 31.0% 729,135
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8558 0.8527 0.8401
R3 0.8493 0.8462 0.8383
R2 0.8428 0.8428 0.8377
R1 0.8397 0.8397 0.8371 0.8412
PP 0.8363 0.8363 0.8363 0.8371
S1 0.8332 0.8332 0.8359 0.8347
S2 0.8298 0.8298 0.8353
S3 0.8233 0.8267 0.8347
S4 0.8168 0.8202 0.8329
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8744 0.8663 0.8376
R3 0.8603 0.8521 0.8337
R2 0.8461 0.8461 0.8324
R1 0.8380 0.8380 0.8311 0.8350
PP 0.8320 0.8320 0.8320 0.8305
S1 0.8238 0.8238 0.8286 0.8208
S2 0.8178 0.8178 0.8273
S3 0.8037 0.8097 0.8260
S4 0.7895 0.7955 0.8221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8401 0.8260 0.0142 1.7% 0.0072 0.9% 75% False False 162,752
10 0.8414 0.8260 0.0154 1.8% 0.0071 0.8% 69% False False 147,919
20 0.8446 0.8251 0.0195 2.3% 0.0080 1.0% 59% False False 109,911
40 0.8604 0.7997 0.0607 7.3% 0.0077 0.9% 61% False False 55,440
60 0.8604 0.7997 0.0607 7.3% 0.0066 0.8% 61% False False 37,018
80 0.8604 0.7977 0.0627 7.5% 0.0062 0.7% 62% False False 27,808
100 0.8604 0.7977 0.0627 7.5% 0.0058 0.7% 62% False False 22,255
120 0.8604 0.7977 0.0627 7.5% 0.0053 0.6% 62% False False 18,549
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8671
2.618 0.8565
1.618 0.8500
1.000 0.8460
0.618 0.8435
HIGH 0.8395
0.618 0.8370
0.500 0.8362
0.382 0.8354
LOW 0.8330
0.618 0.8289
1.000 0.8265
1.618 0.8224
2.618 0.8159
4.250 0.8053
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 0.8364 0.8352
PP 0.8363 0.8340
S1 0.8362 0.8327

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

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