CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 0.8349 0.8348 -0.0002 0.0% 0.8308
High 0.8377 0.8434 0.0057 0.7% 0.8434
Low 0.8321 0.8313 -0.0009 -0.1% 0.8303
Close 0.8345 0.8350 0.0005 0.1% 0.8350
Range 0.0056 0.0122 0.0066 117.0% 0.0132
ATR 0.0074 0.0078 0.0003 4.6% 0.0000
Volume 158,733 274,331 115,598 72.8% 890,482
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8730 0.8662 0.8417
R3 0.8609 0.8540 0.8383
R2 0.8487 0.8487 0.8372
R1 0.8419 0.8419 0.8361 0.8453
PP 0.8366 0.8366 0.8366 0.8383
S1 0.8297 0.8297 0.8339 0.8331
S2 0.8244 0.8244 0.8328
S3 0.8123 0.8176 0.8317
S4 0.8001 0.8054 0.8283
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8757 0.8685 0.8422
R3 0.8625 0.8553 0.8386
R2 0.8494 0.8494 0.8374
R1 0.8422 0.8422 0.8362 0.8458
PP 0.8362 0.8362 0.8362 0.8380
S1 0.8290 0.8290 0.8338 0.8326
S2 0.8231 0.8231 0.8326
S3 0.8099 0.8159 0.8314
S4 0.7968 0.8027 0.8278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8434 0.8303 0.0132 1.6% 0.0072 0.9% 36% True False 178,096
10 0.8434 0.8260 0.0175 2.1% 0.0072 0.9% 52% True False 161,961
20 0.8446 0.8251 0.0195 2.3% 0.0077 0.9% 51% False False 138,272
40 0.8604 0.7997 0.0607 7.3% 0.0080 1.0% 58% False False 70,036
60 0.8604 0.7997 0.0607 7.3% 0.0066 0.8% 58% False False 46,743
80 0.8604 0.7997 0.0607 7.3% 0.0062 0.7% 58% False False 35,100
100 0.8604 0.7977 0.0627 7.5% 0.0060 0.7% 60% False False 28,098
120 0.8604 0.7977 0.0627 7.5% 0.0054 0.6% 60% False False 23,418
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8950
2.618 0.8752
1.618 0.8631
1.000 0.8556
0.618 0.8509
HIGH 0.8434
0.618 0.8388
0.500 0.8373
0.382 0.8359
LOW 0.8313
0.618 0.8237
1.000 0.8191
1.618 0.8116
2.618 0.7994
4.250 0.7796
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 0.8373 0.8373
PP 0.8366 0.8366
S1 0.8358 0.8358

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

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