CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 0.8302 0.8285 -0.0018 -0.2% 0.8237
High 0.8319 0.8295 -0.0024 -0.3% 0.8350
Low 0.8280 0.8251 -0.0029 -0.4% 0.8234
Close 0.8283 0.8263 -0.0020 -0.2% 0.8288
Range 0.0039 0.0044 0.0005 12.8% 0.0116
ATR 0.0064 0.0062 -0.0001 -2.2% 0.0000
Volume 88,860 83,586 -5,274 -5.9% 684,993
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8402 0.8376 0.8287
R3 0.8358 0.8332 0.8275
R2 0.8314 0.8314 0.8271
R1 0.8288 0.8288 0.8267 0.8279
PP 0.8270 0.8270 0.8270 0.8265
S1 0.8244 0.8244 0.8259 0.8235
S2 0.8226 0.8226 0.8255
S3 0.8182 0.8200 0.8251
S4 0.8138 0.8156 0.8239
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% 0.0064 0.8% 25% False False 127,324
10 0.8365 0.8232 0.0133 1.6% 0.0064 0.8% 23% False False 129,870
20 0.8475 0.8232 0.0243 2.9% 0.0056 0.7% 13% False False 123,542
40 0.8475 0.8232 0.0243 2.9% 0.0063 0.8% 13% False False 135,462
60 0.8604 0.7997 0.0607 7.3% 0.0072 0.9% 44% False False 91,929
80 0.8604 0.7997 0.0607 7.3% 0.0063 0.8% 44% False False 68,997
100 0.8604 0.7997 0.0607 7.3% 0.0060 0.7% 44% False False 55,232
120 0.8604 0.7977 0.0627 7.6% 0.0059 0.7% 46% False False 46,044
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 True
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8482
2.618 0.8410
1.618 0.8366
1.000 0.8339
0.618 0.8322
HIGH 0.8295
0.618 0.8278
0.500 0.8273
0.382 0.8268
LOW 0.8251
0.618 0.8224
1.000 0.8207
1.618 0.8180
2.618 0.8136
4.250 0.8064
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 0.8273 0.8283
PP 0.8270 0.8276
S1 0.8266 0.8270

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

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