CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 0.8116 0.8103 -0.0013 -0.2% 0.8111
High 0.8120 0.8118 -0.0003 0.0% 0.8170
Low 0.8099 0.8081 -0.0018 -0.2% 0.8093
Close 0.8105 0.8095 -0.0010 -0.1% 0.8151
Range 0.0021 0.0037 0.0016 73.8% 0.0077
ATR 0.0053 0.0052 -0.0001 -2.2% 0.0000
Volume 110,492 107,695 -2,797 -2.5% 554,569
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8207 0.8187 0.8115
R3 0.8171 0.8151 0.8105
R2 0.8134 0.8134 0.8101
R1 0.8114 0.8114 0.8098 0.8106
PP 0.8098 0.8098 0.8098 0.8094
S1 0.8078 0.8078 0.8091 0.8070
S2 0.8061 0.8061 0.8088
S3 0.8025 0.8041 0.8084
S4 0.7988 0.8005 0.8074
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 0.8081 0.0103 1.3% 0.0040 0.5% 13% False True 113,244
10 0.8241 0.8081 0.0160 2.0% 0.0045 0.6% 8% False True 119,629
20 0.8365 0.8081 0.0284 3.5% 0.0056 0.7% 5% False True 126,495
40 0.8475 0.8081 0.0394 4.9% 0.0056 0.7% 3% False True 133,383
60 0.8475 0.8081 0.0394 4.9% 0.0064 0.8% 3% False True 113,948
80 0.8604 0.7997 0.0607 7.5% 0.0064 0.8% 16% False False 85,642
100 0.8604 0.7997 0.0607 7.5% 0.0061 0.8% 16% False False 68,557
120 0.8604 0.7977 0.0627 7.7% 0.0059 0.7% 19% False False 57,148
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8273
2.618 0.8213
1.618 0.8177
1.000 0.8154
0.618 0.8140
HIGH 0.8118
0.618 0.8104
0.500 0.8099
0.382 0.8095
LOW 0.8081
0.618 0.8058
1.000 0.8045
1.618 0.8022
2.618 0.7985
4.250 0.7926
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 0.8099 0.8132
PP 0.8098 0.8120
S1 0.8096 0.8107

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

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