CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 0.8237 0.8267 0.0030 0.4% 0.8388
High 0.8297 0.8327 0.0031 0.4% 0.8399
Low 0.8235 0.8263 0.0029 0.3% 0.8232
Close 0.8266 0.8316 0.0050 0.6% 0.8241
Range 0.0062 0.0064 0.0002 3.2% 0.0167
ATR 0.0061 0.0062 0.0000 0.3% 0.0000
Volume 106,364 114,452 8,088 7.6% 629,660
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8494 0.8469 0.8351
R3 0.8430 0.8405 0.8333
R2 0.8366 0.8366 0.8327
R1 0.8341 0.8341 0.8321 0.8353
PP 0.8302 0.8302 0.8302 0.8308
S1 0.8277 0.8277 0.8310 0.8289
S2 0.8238 0.8238 0.8304
S3 0.8174 0.8213 0.8298
S4 0.8110 0.8149 0.8280
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 0.8365 0.8232 0.0133 1.6% 0.0064 0.8% 63% False False 132,415
10 0.8475 0.8232 0.0243 2.9% 0.0062 0.7% 34% False False 129,135
20 0.8475 0.8232 0.0243 2.9% 0.0055 0.7% 34% False False 133,161
40 0.8475 0.8232 0.0243 2.9% 0.0067 0.8% 34% False False 121,536
60 0.8604 0.7997 0.0607 7.3% 0.0070 0.8% 53% False False 81,347
80 0.8604 0.7997 0.0607 7.3% 0.0064 0.8% 53% False False 61,054
100 0.8604 0.7977 0.0627 7.5% 0.0061 0.7% 54% False False 48,878
120 0.8604 0.7977 0.0627 7.5% 0.0058 0.7% 54% False False 40,739
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8599
2.618 0.8495
1.618 0.8431
1.000 0.8391
0.618 0.8367
HIGH 0.8327
0.618 0.8303
0.500 0.8295
0.382 0.8287
LOW 0.8263
0.618 0.8223
1.000 0.8199
1.618 0.8159
2.618 0.8095
4.250 0.7991
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 0.8309 0.8304
PP 0.8302 0.8292
S1 0.8295 0.8280

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.