CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 02-Nov-2015
Day Change Summary
Previous Current
30-Oct-2015 02-Nov-2015 Change Change % Previous Week
Open 0.8263 0.8302 0.0039 0.5% 0.8237
High 0.8331 0.8319 -0.0012 -0.1% 0.8350
Low 0.8234 0.8280 0.0046 0.6% 0.8234
Close 0.8288 0.8283 -0.0005 -0.1% 0.8288
Range 0.0097 0.0039 -0.0058 -59.8% 0.0116
ATR 0.0065 0.0064 -0.0002 -2.9% 0.0000
Volume 197,328 88,860 -108,468 -55.0% 684,993
Daily Pivots for day following 02-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8411 0.8386 0.8304
R3 0.8372 0.8347 0.8294
R2 0.8333 0.8333 0.8290
R1 0.8308 0.8308 0.8287 0.8301
PP 0.8294 0.8294 0.8294 0.8291
S1 0.8269 0.8269 0.8279 0.8262
S2 0.8255 0.8255 0.8276
S3 0.8216 0.8230 0.8272
S4 0.8177 0.8191 0.8262
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8639 0.8579 0.8352
R3 0.8523 0.8463 0.8320
R2 0.8407 0.8407 0.8309
R1 0.8347 0.8347 0.8299 0.8377
PP 0.8291 0.8291 0.8291 0.8306
S1 0.8231 0.8231 0.8277 0.8261
S2 0.8175 0.8175 0.8267
S3 0.8059 0.8115 0.8256
S4 0.7943 0.7999 0.8224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8350 0.8234 0.0116 1.4% 0.0068 0.8% 42% False False 133,497
10 0.8380 0.8232 0.0148 1.8% 0.0064 0.8% 35% False False 132,149
20 0.8475 0.8232 0.0243 2.9% 0.0055 0.7% 21% False False 125,189
40 0.8475 0.8232 0.0243 2.9% 0.0064 0.8% 21% False False 134,518
60 0.8604 0.7997 0.0607 7.3% 0.0072 0.9% 47% False False 90,553
80 0.8604 0.7997 0.0607 7.3% 0.0063 0.8% 47% False False 67,955
100 0.8604 0.7997 0.0607 7.3% 0.0060 0.7% 47% False False 54,397
120 0.8604 0.7977 0.0627 7.6% 0.0059 0.7% 49% False False 45,347
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8485
2.618 0.8421
1.618 0.8382
1.000 0.8358
0.618 0.8343
HIGH 0.8319
0.618 0.8304
0.500 0.8300
0.382 0.8295
LOW 0.8280
0.618 0.8256
1.000 0.8241
1.618 0.8217
2.618 0.8178
4.250 0.8114
Fisher Pivots for day following 02-Nov-2015
Pivot 1 day 3 day
R1 0.8300 0.8283
PP 0.8294 0.8283
S1 0.8289 0.8283

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.