CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 0.8092 0.8136 0.0044 0.5% 0.8173
High 0.8157 0.8150 -0.0008 -0.1% 0.8184
Low 0.8092 0.8128 0.0036 0.4% 0.8081
Close 0.8141 0.8142 0.0002 0.0% 0.8142
Range 0.0065 0.0022 -0.0044 -66.9% 0.0103
ATR 0.0053 0.0051 -0.0002 -4.2% 0.0000
Volume 122,404 88,540 -33,864 -27.7% 542,925
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8204 0.8195 0.8154
R3 0.8183 0.8173 0.8148
R2 0.8161 0.8161 0.8146
R1 0.8152 0.8152 0.8144 0.8157
PP 0.8140 0.8140 0.8140 0.8142
S1 0.8130 0.8130 0.8140 0.8135
S2 0.8118 0.8118 0.8138
S3 0.8097 0.8109 0.8136
S4 0.8075 0.8087 0.8130
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8443 0.8395 0.8198
R3 0.8341 0.8293 0.8170
R2 0.8238 0.8238 0.8161
R1 0.8190 0.8190 0.8151 0.8163
PP 0.8136 0.8136 0.8136 0.8122
S1 0.8088 0.8088 0.8133 0.8060
S2 0.8033 0.8033 0.8123
S3 0.7931 0.7985 0.8114
S4 0.7828 0.7883 0.8086
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% 0.0043 0.5% 60% False False 108,585
10 0.8184 0.8081 0.0103 1.3% 0.0039 0.5% 60% False False 109,749
20 0.8350 0.8081 0.0269 3.3% 0.0052 0.6% 23% False False 120,067
40 0.8475 0.8081 0.0394 4.8% 0.0054 0.7% 15% False False 128,747
60 0.8475 0.8081 0.0394 4.8% 0.0062 0.8% 15% False False 117,427
80 0.8604 0.7997 0.0607 7.4% 0.0065 0.8% 24% False False 88,276
100 0.8604 0.7997 0.0607 7.4% 0.0061 0.8% 24% False False 70,655
120 0.8604 0.7977 0.0627 7.7% 0.0059 0.7% 26% False False 58,905
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8241
2.618 0.8206
1.618 0.8184
1.000 0.8171
0.618 0.8163
HIGH 0.8150
0.618 0.8141
0.500 0.8139
0.382 0.8136
LOW 0.8128
0.618 0.8115
1.000 0.8107
1.618 0.8093
2.618 0.8072
4.250 0.8037
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 0.8141 0.8134
PP 0.8140 0.8127
S1 0.8139 0.8119

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

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