CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 0.8338 0.8356 0.0018 0.2% 0.8342
High 0.8370 0.8442 0.0072 0.9% 0.8366
Low 0.8334 0.8354 0.0020 0.2% 0.8302
Close 0.8350 0.8423 0.0073 0.9% 0.8321
Range 0.0036 0.0088 0.0052 144.4% 0.0064
ATR 0.0061 0.0063 0.0002 3.6% 0.0000
Volume 110,659 167,779 57,120 51.6% 619,203
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8670 0.8634 0.8471
R3 0.8582 0.8546 0.8447
R2 0.8494 0.8494 0.8439
R1 0.8458 0.8458 0.8431 0.8476
PP 0.8406 0.8406 0.8406 0.8415
S1 0.8370 0.8370 0.8414 0.8388
S2 0.8318 0.8318 0.8406
S3 0.8230 0.8282 0.8398
S4 0.8142 0.8194 0.8374
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 0.8442 0.8315 0.0127 1.5% 0.0044 0.5% 85% True False 115,389
10 0.8442 0.8302 0.0140 1.7% 0.0052 0.6% 86% True False 138,837
20 0.8442 0.8260 0.0182 2.2% 0.0062 0.7% 90% True False 145,441
40 0.8604 0.8049 0.0555 6.6% 0.0081 1.0% 67% False False 93,784
60 0.8604 0.7997 0.0607 7.2% 0.0066 0.8% 70% False False 62,644
80 0.8604 0.7997 0.0607 7.2% 0.0062 0.7% 70% False False 47,035
100 0.8604 0.7977 0.0627 7.4% 0.0061 0.7% 71% False False 37,650
120 0.8604 0.7977 0.0627 7.4% 0.0055 0.7% 71% False False 31,379
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8816
2.618 0.8672
1.618 0.8584
1.000 0.8530
0.618 0.8496
HIGH 0.8442
0.618 0.8408
0.500 0.8398
0.382 0.8387
LOW 0.8354
0.618 0.8299
1.000 0.8266
1.618 0.8211
2.618 0.8123
4.250 0.7980
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 0.8414 0.8409
PP 0.8406 0.8395
S1 0.8398 0.8381

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

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