CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 0.8342 0.8310 -0.0032 -0.4% 0.8308
High 0.8350 0.8334 -0.0016 -0.2% 0.8434
Low 0.8303 0.8302 -0.0001 0.0% 0.8303
Close 0.8308 0.8325 0.0017 0.2% 0.8350
Range 0.0047 0.0032 -0.0015 -31.9% 0.0132
ATR 0.0075 0.0072 -0.0003 -4.1% 0.0000
Volume 128,141 116,510 -11,631 -9.1% 890,482
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8416 0.8402 0.8342
R3 0.8384 0.8370 0.8333
R2 0.8352 0.8352 0.8330
R1 0.8338 0.8338 0.8327 0.8345
PP 0.8320 0.8320 0.8320 0.8323
S1 0.8306 0.8306 0.8322 0.8313
S2 0.8288 0.8288 0.8319
S3 0.8256 0.8274 0.8316
S4 0.8224 0.8242 0.8307
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 0.8302 0.0133 1.6% 0.0062 0.7% 17% False True 165,800
10 0.8434 0.8260 0.0175 2.1% 0.0067 0.8% 37% False False 164,276
20 0.8434 0.8251 0.0184 2.2% 0.0070 0.8% 40% False False 147,381
40 0.8604 0.7997 0.0607 7.3% 0.0080 1.0% 54% False False 76,122
60 0.8604 0.7997 0.0607 7.3% 0.0065 0.8% 54% False False 50,815
80 0.8604 0.7997 0.0607 7.3% 0.0062 0.7% 54% False False 38,155
100 0.8604 0.7977 0.0627 7.5% 0.0060 0.7% 55% False False 30,544
120 0.8604 0.7977 0.0627 7.5% 0.0054 0.6% 55% False False 25,457
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.8470
2.618 0.8417
1.618 0.8385
1.000 0.8366
0.618 0.8353
HIGH 0.8334
0.618 0.8321
0.500 0.8318
0.382 0.8314
LOW 0.8302
0.618 0.8282
1.000 0.8270
1.618 0.8250
2.618 0.8218
4.250 0.8166
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 0.8322 0.8368
PP 0.8320 0.8353
S1 0.8318 0.8339

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

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