CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 0.8325 0.8338 0.0013 0.2% 0.8342
High 0.8347 0.8370 0.0023 0.3% 0.8366
Low 0.8321 0.8334 0.0013 0.2% 0.8302
Close 0.8345 0.8350 0.0006 0.1% 0.8321
Range 0.0026 0.0036 0.0010 38.5% 0.0064
ATR 0.0063 0.0061 -0.0002 -3.0% 0.0000
Volume 57,672 110,659 52,987 91.9% 619,203
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8459 0.8441 0.8370
R3 0.8423 0.8405 0.8360
R2 0.8387 0.8387 0.8357
R1 0.8369 0.8369 0.8353 0.8378
PP 0.8351 0.8351 0.8351 0.8356
S1 0.8333 0.8333 0.8347 0.8342
S2 0.8315 0.8315 0.8343
S3 0.8279 0.8297 0.8340
S4 0.8243 0.8261 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 0.8370 0.8315 0.0056 0.7% 0.0035 0.4% 64% True False 108,576
10 0.8434 0.8302 0.0133 1.6% 0.0049 0.6% 37% False False 137,188
20 0.8434 0.8260 0.0175 2.1% 0.0060 0.7% 52% False False 142,554
40 0.8604 0.8048 0.0556 6.7% 0.0079 0.9% 54% False False 89,592
60 0.8604 0.7997 0.0607 7.3% 0.0066 0.8% 58% False False 59,852
80 0.8604 0.7997 0.0607 7.3% 0.0061 0.7% 58% False False 44,938
100 0.8604 0.7977 0.0627 7.5% 0.0060 0.7% 60% False False 35,972
120 0.8604 0.7977 0.0627 7.5% 0.0054 0.6% 60% False False 29,981
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8523
2.618 0.8464
1.618 0.8428
1.000 0.8406
0.618 0.8392
HIGH 0.8370
0.618 0.8356
0.500 0.8352
0.382 0.8348
LOW 0.8334
0.618 0.8312
1.000 0.8298
1.618 0.8276
2.618 0.8240
4.250 0.8181
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 0.8352 0.8347
PP 0.8351 0.8345
S1 0.8351 0.8342

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

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