CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 0.8347 0.8325 -0.0022 -0.3% 0.8342
High 0.8351 0.8347 -0.0004 0.0% 0.8366
Low 0.8315 0.8321 0.0007 0.1% 0.8302
Close 0.8321 0.8345 0.0024 0.3% 0.8321
Range 0.0036 0.0026 -0.0010 -27.8% 0.0064
ATR 0.0065 0.0063 -0.0003 -4.3% 0.0000
Volume 118,116 57,672 -60,444 -51.2% 619,203
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8416 0.8406 0.8359
R3 0.8390 0.8380 0.8352
R2 0.8364 0.8364 0.8349
R1 0.8354 0.8354 0.8347 0.8359
PP 0.8338 0.8338 0.8338 0.8340
S1 0.8328 0.8328 0.8342 0.8333
S2 0.8312 0.8312 0.8340
S3 0.8286 0.8302 0.8337
S4 0.8260 0.8276 0.8330
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8521 0.8485 0.8356
R3 0.8457 0.8421 0.8339
R2 0.8393 0.8393 0.8333
R1 0.8357 0.8357 0.8327 0.8343
PP 0.8329 0.8329 0.8329 0.8322
S1 0.8293 0.8293 0.8315 0.8279
S2 0.8265 0.8265 0.8309
S3 0.8201 0.8229 0.8303
S4 0.8137 0.8165 0.8286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8366 0.8302 0.0064 0.8% 0.0034 0.4% 67% False False 109,746
10 0.8434 0.8302 0.0133 1.6% 0.0052 0.6% 32% False False 143,485
20 0.8434 0.8260 0.0175 2.1% 0.0062 0.7% 49% False False 144,956
40 0.8604 0.8044 0.0560 6.7% 0.0079 0.9% 54% False False 86,827
60 0.8604 0.7997 0.0607 7.3% 0.0065 0.8% 57% False False 58,010
80 0.8604 0.7997 0.0607 7.3% 0.0062 0.7% 57% False False 43,556
100 0.8604 0.7977 0.0627 7.5% 0.0060 0.7% 59% False False 34,866
120 0.8604 0.7977 0.0627 7.5% 0.0054 0.6% 59% False False 29,059
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 0.8458
2.618 0.8415
1.618 0.8389
1.000 0.8373
0.618 0.8363
HIGH 0.8347
0.618 0.8337
0.500 0.8334
0.382 0.8331
LOW 0.8321
0.618 0.8305
1.000 0.8295
1.618 0.8279
2.618 0.8253
4.250 0.8211
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 0.8341 0.8343
PP 0.8338 0.8342
S1 0.8334 0.8340

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

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