CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 0.8348 0.8357 0.0009 0.1% 0.8340
High 0.8395 0.8372 -0.0023 -0.3% 0.8401
Low 0.8330 0.8317 -0.0013 -0.2% 0.8260
Close 0.8365 0.8343 -0.0022 -0.3% 0.8299
Range 0.0065 0.0056 -0.0010 -14.6% 0.0142
ATR 0.0077 0.0076 -0.0002 -2.0% 0.0000
Volume 173,624 151,287 -22,337 -12.9% 729,135
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8510 0.8482 0.8374
R3 0.8455 0.8427 0.8358
R2 0.8399 0.8399 0.8353
R1 0.8371 0.8371 0.8348 0.8358
PP 0.8344 0.8344 0.8344 0.8337
S1 0.8316 0.8316 0.8338 0.8302
S2 0.8288 0.8288 0.8333
S3 0.8233 0.8260 0.8328
S4 0.8177 0.8205 0.8312
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% 0.0070 0.8% 59% False False 170,757
10 0.8414 0.8260 0.0154 1.8% 0.0072 0.9% 54% False False 152,046
20 0.8446 0.8251 0.0195 2.3% 0.0076 0.9% 47% False False 117,171
40 0.8604 0.7997 0.0607 7.3% 0.0078 0.9% 57% False False 59,220
60 0.8604 0.7997 0.0607 7.3% 0.0067 0.8% 57% False False 39,537
80 0.8604 0.7997 0.0607 7.3% 0.0062 0.7% 57% False False 29,697
100 0.8604 0.7977 0.0627 7.5% 0.0058 0.7% 58% False False 23,768
120 0.8604 0.7977 0.0627 7.5% 0.0053 0.6% 58% False False 19,809
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8608
2.618 0.8517
1.618 0.8462
1.000 0.8428
0.618 0.8406
HIGH 0.8372
0.618 0.8351
0.500 0.8344
0.382 0.8338
LOW 0.8317
0.618 0.8282
1.000 0.8261
1.618 0.8227
2.618 0.8171
4.250 0.8081
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 0.8344 0.8349
PP 0.8344 0.8347
S1 0.8343 0.8345

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

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