CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 0.8344 0.8289 -0.0055 -0.7% 0.8388
High 0.8365 0.8322 -0.0043 -0.5% 0.8399
Low 0.8284 0.8232 -0.0052 -0.6% 0.8232
Close 0.8287 0.8241 -0.0046 -0.5% 0.8241
Range 0.0082 0.0090 0.0009 10.4% 0.0167
ATR 0.0059 0.0061 0.0002 3.7% 0.0000
Volume 163,373 176,121 12,748 7.8% 629,660
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8535 0.8478 0.8291
R3 0.8445 0.8388 0.8266
R2 0.8355 0.8355 0.8258
R1 0.8298 0.8298 0.8249 0.8282
PP 0.8265 0.8265 0.8265 0.8257
S1 0.8208 0.8208 0.8233 0.8192
S2 0.8175 0.8175 0.8225
S3 0.8085 0.8118 0.8216
S4 0.7995 0.8028 0.8192
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8790 0.8682 0.8333
R3 0.8624 0.8516 0.8287
R2 0.8457 0.8457 0.8272
R1 0.8349 0.8349 0.8256 0.8320
PP 0.8291 0.8291 0.8291 0.8276
S1 0.8183 0.8183 0.8226 0.8153
S2 0.8124 0.8124 0.8210
S3 0.7958 0.8016 0.8195
S4 0.7791 0.7850 0.8149
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8399 0.8232 0.0167 2.0% 0.0054 0.6% 5% False True 125,932
10 0.8475 0.8232 0.0243 2.9% 0.0056 0.7% 4% False True 123,886
20 0.8475 0.8232 0.0243 2.9% 0.0055 0.7% 4% False True 137,427
40 0.8475 0.8229 0.0246 3.0% 0.0067 0.8% 5% False False 116,107
60 0.8604 0.7997 0.0607 7.4% 0.0069 0.8% 40% False False 77,679
80 0.8604 0.7997 0.0607 7.4% 0.0063 0.8% 40% False False 58,301
100 0.8604 0.7977 0.0627 7.6% 0.0061 0.7% 42% False False 46,673
120 0.8604 0.7977 0.0627 7.6% 0.0057 0.7% 42% False False 38,901
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 0.0012
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8705
2.618 0.8558
1.618 0.8468
1.000 0.8412
0.618 0.8378
HIGH 0.8322
0.618 0.8288
0.500 0.8277
0.382 0.8266
LOW 0.8232
0.618 0.8176
1.000 0.8142
1.618 0.8086
2.618 0.7996
4.250 0.7850
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 0.8277 0.8299
PP 0.8265 0.8279
S1 0.8253 0.8260

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

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