CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 0.8289 0.8237 -0.0052 -0.6% 0.8388
High 0.8322 0.8297 -0.0026 -0.3% 0.8399
Low 0.8232 0.8235 0.0003 0.0% 0.8232
Close 0.8241 0.8266 0.0025 0.3% 0.8241
Range 0.0090 0.0062 -0.0028 -31.1% 0.0167
ATR 0.0061 0.0061 0.0000 0.1% 0.0000
Volume 176,121 106,364 -69,757 -39.6% 629,660
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8452 0.8421 0.8300
R3 0.8390 0.8359 0.8283
R2 0.8328 0.8328 0.8277
R1 0.8297 0.8297 0.8272 0.8312
PP 0.8266 0.8266 0.8266 0.8273
S1 0.8235 0.8235 0.8260 0.8250
S2 0.8204 0.8204 0.8255
S3 0.8142 0.8173 0.8249
S4 0.8080 0.8111 0.8232
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 0.8380 0.8232 0.0148 1.8% 0.0059 0.7% 23% False False 130,800
10 0.8475 0.8232 0.0243 2.9% 0.0059 0.7% 14% False False 128,755
20 0.8475 0.8232 0.0243 2.9% 0.0055 0.7% 14% False False 136,120
40 0.8475 0.8232 0.0243 2.9% 0.0067 0.8% 14% False False 118,751
60 0.8604 0.7997 0.0607 7.3% 0.0069 0.8% 44% False False 79,444
80 0.8604 0.7997 0.0607 7.3% 0.0064 0.8% 44% False False 59,627
100 0.8604 0.7977 0.0627 7.6% 0.0061 0.7% 46% False False 47,736
120 0.8604 0.7977 0.0627 7.6% 0.0057 0.7% 46% False False 39,787
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8560
2.618 0.8459
1.618 0.8397
1.000 0.8359
0.618 0.8335
HIGH 0.8297
0.618 0.8273
0.500 0.8266
0.382 0.8258
LOW 0.8235
0.618 0.8196
1.000 0.8173
1.618 0.8134
2.618 0.8072
4.250 0.7971
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 0.8266 0.8299
PP 0.8266 0.8288
S1 0.8266 0.8277

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

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