CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 0.8419 0.8388 -0.0031 -0.4% 0.8325
High 0.8421 0.8399 -0.0022 -0.3% 0.8475
Low 0.8362 0.8366 0.0004 0.0% 0.8321
Close 0.8383 0.8376 -0.0007 -0.1% 0.8383
Range 0.0059 0.0033 -0.0026 -44.1% 0.0154
ATR 0.0064 0.0062 -0.0002 -3.5% 0.0000
Volume 109,091 82,023 -27,068 -24.8% 609,206
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8479 0.8461 0.8394
R3 0.8446 0.8428 0.8385
R2 0.8413 0.8413 0.8382
R1 0.8395 0.8395 0.8379 0.8387
PP 0.8380 0.8380 0.8380 0.8376
S1 0.8362 0.8362 0.8373 0.8354
S2 0.8347 0.8347 0.8370
S3 0.8314 0.8329 0.8367
S4 0.8281 0.8296 0.8358
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8855 0.8773 0.8467
R3 0.8701 0.8619 0.8425
R2 0.8547 0.8547 0.8411
R1 0.8465 0.8465 0.8397 0.8506
PP 0.8393 0.8393 0.8393 0.8413
S1 0.8311 0.8311 0.8368 0.8352
S2 0.8239 0.8239 0.8354
S3 0.8085 0.8157 0.8340
S4 0.7931 0.8003 0.8298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8475 0.8334 0.0141 1.7% 0.0059 0.7% 30% False False 126,711
10 0.8475 0.8302 0.0174 2.1% 0.0047 0.6% 43% False False 118,229
20 0.8475 0.8260 0.0216 2.6% 0.0058 0.7% 54% False False 141,527
40 0.8604 0.8214 0.0390 4.7% 0.0080 1.0% 42% False False 102,634
60 0.8604 0.7997 0.0607 7.2% 0.0068 0.8% 62% False False 68,559
80 0.8604 0.7997 0.0607 7.2% 0.0063 0.7% 62% False False 51,472
100 0.8604 0.7977 0.0627 7.5% 0.0060 0.7% 64% False False 41,200
120 0.8604 0.7977 0.0627 7.5% 0.0056 0.7% 64% False False 34,338
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8539
2.618 0.8485
1.618 0.8452
1.000 0.8432
0.618 0.8419
HIGH 0.8399
0.618 0.8386
0.500 0.8382
0.382 0.8378
LOW 0.8366
0.618 0.8345
1.000 0.8333
1.618 0.8312
2.618 0.8279
4.250 0.8225
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 0.8382 0.8418
PP 0.8380 0.8404
S1 0.8378 0.8390

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

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