CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 0.8346 0.8344 -0.0003 0.0% 0.8325
High 0.8355 0.8365 0.0010 0.1% 0.8475
Low 0.8332 0.8284 -0.0048 -0.6% 0.8321
Close 0.8341 0.8287 -0.0055 -0.7% 0.8383
Range 0.0024 0.0082 0.0058 246.8% 0.0154
ATR 0.0057 0.0059 0.0002 3.0% 0.0000
Volume 101,769 163,373 61,604 60.5% 609,206
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8556 0.8503 0.8331
R3 0.8475 0.8421 0.8309
R2 0.8393 0.8393 0.8301
R1 0.8340 0.8340 0.8294 0.8326
PP 0.8312 0.8312 0.8312 0.8305
S1 0.8258 0.8258 0.8279 0.8244
S2 0.8230 0.8230 0.8272
S3 0.8149 0.8177 0.8264
S4 0.8067 0.8095 0.8242
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 0.8421 0.8284 0.0137 1.7% 0.0047 0.6% 2% False True 112,526
10 0.8475 0.8284 0.0192 2.3% 0.0050 0.6% 2% False True 118,086
20 0.8475 0.8260 0.0216 2.6% 0.0055 0.7% 13% False False 138,276
40 0.8475 0.8229 0.0246 3.0% 0.0068 0.8% 23% False False 111,736
60 0.8604 0.7997 0.0607 7.3% 0.0068 0.8% 48% False False 74,745
80 0.8604 0.7997 0.0607 7.3% 0.0063 0.8% 48% False False 56,110
100 0.8604 0.7977 0.0627 7.6% 0.0060 0.7% 49% False False 44,912
120 0.8604 0.7977 0.0627 7.6% 0.0056 0.7% 49% False False 37,434
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8711
2.618 0.8578
1.618 0.8497
1.000 0.8447
0.618 0.8415
HIGH 0.8365
0.618 0.8334
0.500 0.8324
0.382 0.8315
LOW 0.8284
0.618 0.8233
1.000 0.8202
1.618 0.8152
2.618 0.8070
4.250 0.7937
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 0.8324 0.8332
PP 0.8312 0.8317
S1 0.8299 0.8302

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

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