CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 04-Nov-2015
Day Change Summary
Previous Current
03-Nov-2015 04-Nov-2015 Change Change % Previous Week
Open 0.8285 0.8263 -0.0022 -0.3% 0.8237
High 0.8295 0.8267 -0.0028 -0.3% 0.8350
Low 0.8251 0.8218 -0.0034 -0.4% 0.8234
Close 0.8263 0.8228 -0.0035 -0.4% 0.8288
Range 0.0044 0.0050 0.0006 12.5% 0.0116
ATR 0.0062 0.0061 -0.0001 -1.5% 0.0000
Volume 83,586 136,679 53,093 63.5% 684,993
Daily Pivots for day following 04-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8386 0.8357 0.8255
R3 0.8337 0.8307 0.8242
R2 0.8287 0.8287 0.8237
R1 0.8258 0.8258 0.8233 0.8248
PP 0.8238 0.8238 0.8238 0.8233
S1 0.8208 0.8208 0.8223 0.8198
S2 0.8188 0.8188 0.8219
S3 0.8139 0.8159 0.8214
S4 0.8089 0.8109 0.8201
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 0.8331 0.8218 0.0114 1.4% 0.0054 0.7% 9% False True 125,885
10 0.8365 0.8218 0.0148 1.8% 0.0067 0.8% 7% False True 133,361
20 0.8475 0.8218 0.0258 3.1% 0.0056 0.7% 4% False True 123,690
40 0.8475 0.8218 0.0258 3.1% 0.0062 0.8% 4% False True 136,246
60 0.8604 0.7997 0.0607 7.4% 0.0072 0.9% 38% False False 94,166
80 0.8604 0.7997 0.0607 7.4% 0.0063 0.8% 38% False False 70,703
100 0.8604 0.7997 0.0607 7.4% 0.0061 0.7% 38% False False 56,599
120 0.8604 0.7977 0.0627 7.6% 0.0060 0.7% 40% False False 47,183
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8477
2.618 0.8397
1.618 0.8347
1.000 0.8317
0.618 0.8298
HIGH 0.8267
0.618 0.8248
0.500 0.8242
0.382 0.8236
LOW 0.8218
0.618 0.8187
1.000 0.8168
1.618 0.8137
2.618 0.8088
4.250 0.8007
Fisher Pivots for day following 04-Nov-2015
Pivot 1 day 3 day
R1 0.8242 0.8268
PP 0.8238 0.8255
S1 0.8233 0.8241

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

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