CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 0.8173 0.8116 -0.0057 -0.7% 0.8111
High 0.8184 0.8120 -0.0064 -0.8% 0.8170
Low 0.8113 0.8099 -0.0014 -0.2% 0.8093
Close 0.8115 0.8105 -0.0010 -0.1% 0.8151
Range 0.0071 0.0021 -0.0050 -70.2% 0.0077
ATR 0.0056 0.0053 -0.0002 -4.4% 0.0000
Volume 113,794 110,492 -3,302 -2.9% 554,569
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8171 0.8159 0.8116
R3 0.8150 0.8138 0.8110
R2 0.8129 0.8129 0.8108
R1 0.8117 0.8117 0.8106 0.8112
PP 0.8108 0.8108 0.8108 0.8106
S1 0.8096 0.8096 0.8103 0.8091
S2 0.8087 0.8087 0.8101
S3 0.8066 0.8075 0.8099
S4 0.8045 0.8054 0.8093
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8369 0.8337 0.8193
R3 0.8292 0.8260 0.8172
R2 0.8215 0.8215 0.8165
R1 0.8183 0.8183 0.8158 0.8199
PP 0.8138 0.8138 0.8138 0.8146
S1 0.8106 0.8106 0.8144 0.8122
S2 0.8061 0.8061 0.8137
S3 0.7984 0.8029 0.8130
S4 0.7907 0.7952 0.8109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8184 0.8099 0.0085 1.0% 0.0039 0.5% 7% False True 109,975
10 0.8267 0.8093 0.0175 2.2% 0.0047 0.6% 7% False False 122,528
20 0.8365 0.8093 0.0273 3.4% 0.0055 0.7% 4% False False 126,199
40 0.8475 0.8093 0.0383 4.7% 0.0056 0.7% 3% False False 133,472
60 0.8475 0.8093 0.0383 4.7% 0.0066 0.8% 3% False False 112,241
80 0.8604 0.7997 0.0607 7.5% 0.0065 0.8% 18% False False 84,298
100 0.8604 0.7997 0.0607 7.5% 0.0061 0.8% 18% False False 67,480
120 0.8604 0.7977 0.0627 7.7% 0.0060 0.7% 20% False False 56,251
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0009
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 0.8209
2.618 0.8175
1.618 0.8154
1.000 0.8141
0.618 0.8133
HIGH 0.8120
0.618 0.8112
0.500 0.8110
0.382 0.8107
LOW 0.8099
0.618 0.8086
1.000 0.8078
1.618 0.8065
2.618 0.8044
4.250 0.8010
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 0.8110 0.8141
PP 0.8108 0.8129
S1 0.8106 0.8117

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

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