CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 0.8119 0.8145 0.0026 0.3% 0.8302
High 0.8150 0.8162 0.0012 0.1% 0.8319
Low 0.8117 0.8127 0.0010 0.1% 0.8115
Close 0.8136 0.8157 0.0021 0.3% 0.8117
Range 0.0033 0.0035 0.0002 6.2% 0.0205
ATR 0.0058 0.0056 -0.0002 -2.9% 0.0000
Volume 91,352 120,332 28,980 31.7% 618,871
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8252 0.8239 0.8175
R3 0.8217 0.8204 0.8166
R2 0.8183 0.8183 0.8163
R1 0.8170 0.8170 0.8160 0.8176
PP 0.8148 0.8148 0.8148 0.8152
S1 0.8135 0.8135 0.8153 0.8142
S2 0.8114 0.8114 0.8150
S3 0.8079 0.8101 0.8147
S4 0.8045 0.8066 0.8138
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8797 0.8661 0.8229
R3 0.8592 0.8457 0.8173
R2 0.8388 0.8388 0.8154
R1 0.8252 0.8252 0.8135 0.8218
PP 0.8183 0.8183 0.8183 0.8166
S1 0.8048 0.8048 0.8098 0.8013
S2 0.7979 0.7979 0.8079
S3 0.7774 0.7843 0.8060
S4 0.7570 0.7639 0.8004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8224 0.8093 0.0132 1.6% 0.0049 0.6% 49% False False 125,556
10 0.8331 0.8093 0.0239 2.9% 0.0052 0.6% 27% False False 125,685
20 0.8421 0.8093 0.0328 4.0% 0.0056 0.7% 20% False False 124,163
40 0.8475 0.8093 0.0383 4.7% 0.0059 0.7% 17% False False 134,909
60 0.8604 0.8070 0.0534 6.5% 0.0073 0.9% 16% False False 106,642
80 0.8604 0.7997 0.0607 7.4% 0.0064 0.8% 26% False False 80,073
100 0.8604 0.7997 0.0607 7.4% 0.0061 0.7% 26% False False 64,100
120 0.8604 0.7977 0.0627 7.7% 0.0060 0.7% 29% False False 53,436
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8308
2.618 0.8252
1.618 0.8217
1.000 0.8196
0.618 0.8183
HIGH 0.8162
0.618 0.8148
0.500 0.8144
0.382 0.8140
LOW 0.8127
0.618 0.8106
1.000 0.8093
1.618 0.8071
2.618 0.8037
4.250 0.7980
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 0.8152 0.8148
PP 0.8148 0.8140
S1 0.8144 0.8132

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

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