CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 0.8162 0.8150 -0.0012 -0.1% 0.8141
High 0.8181 0.8177 -0.0004 0.0% 0.8181
Low 0.8136 0.8139 0.0003 0.0% 0.8114
Close 0.8148 0.8142 -0.0006 -0.1% 0.8142
Range 0.0046 0.0039 -0.0007 -15.4% 0.0067
ATR 0.0049 0.0048 -0.0001 -1.5% 0.0000
Volume 86,647 86,708 61 0.1% 378,299
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8268 0.8244 0.8163
R3 0.8230 0.8205 0.8153
R2 0.8191 0.8191 0.8149
R1 0.8167 0.8167 0.8146 0.8160
PP 0.8153 0.8153 0.8153 0.8149
S1 0.8128 0.8128 0.8138 0.8121
S2 0.8114 0.8114 0.8135
S3 0.8076 0.8090 0.8131
S4 0.8037 0.8051 0.8121
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8347 0.8311 0.8179
R3 0.8280 0.8244 0.8160
R2 0.8213 0.8213 0.8154
R1 0.8177 0.8177 0.8148 0.8195
PP 0.8146 0.8146 0.8146 0.8155
S1 0.8110 0.8110 0.8136 0.8128
S2 0.8079 0.8079 0.8130
S3 0.8012 0.8043 0.8124
S4 0.7945 0.7976 0.8105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8181 0.8114 0.0067 0.8% 0.0036 0.4% 42% False False 93,367
10 0.8184 0.8081 0.0103 1.3% 0.0041 0.5% 60% False False 103,513
20 0.8331 0.8081 0.0250 3.1% 0.0046 0.6% 24% False False 114,599
40 0.8475 0.8081 0.0394 4.8% 0.0052 0.6% 15% False False 122,801
60 0.8475 0.8081 0.0394 4.8% 0.0059 0.7% 15% False False 123,488
80 0.8604 0.7997 0.0607 7.4% 0.0065 0.8% 24% False False 92,994
100 0.8604 0.7997 0.0607 7.4% 0.0060 0.7% 24% False False 74,427
120 0.8604 0.7997 0.0607 7.4% 0.0059 0.7% 24% False False 62,049
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 True
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 0.8341
2.618 0.8278
1.618 0.8239
1.000 0.8216
0.618 0.8201
HIGH 0.8177
0.618 0.8162
0.500 0.8158
0.382 0.8153
LOW 0.8139
0.618 0.8115
1.000 0.8100
1.618 0.8076
2.618 0.8038
4.250 0.7975
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 0.8158 0.8157
PP 0.8153 0.8152
S1 0.8147 0.8147

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

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