CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 0.8146 0.8122 -0.0024 -0.3% 0.8141
High 0.8152 0.8155 0.0003 0.0% 0.8181
Low 0.8109 0.8113 0.0004 0.0% 0.8114
Close 0.8125 0.8142 0.0018 0.2% 0.8142
Range 0.0044 0.0042 -0.0002 -3.4% 0.0067
ATR 0.0048 0.0047 0.0000 -0.9% 0.0000
Volume 92,008 110,595 18,587 20.2% 378,299
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8262 0.8244 0.8165
R3 0.8220 0.8202 0.8154
R2 0.8178 0.8178 0.8150
R1 0.8160 0.8160 0.8146 0.8169
PP 0.8136 0.8136 0.8136 0.8141
S1 0.8118 0.8118 0.8138 0.8127
S2 0.8094 0.8094 0.8134
S3 0.8052 0.8076 0.8130
S4 0.8010 0.8034 0.8119
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 0.8109 0.0073 0.9% 0.0043 0.5% 46% False False 98,627
10 0.8181 0.8081 0.0100 1.2% 0.0039 0.5% 61% False False 101,003
20 0.8295 0.8081 0.0214 2.6% 0.0044 0.5% 29% False False 110,420
40 0.8475 0.8081 0.0394 4.8% 0.0050 0.6% 15% False False 117,804
60 0.8475 0.8081 0.0394 4.8% 0.0058 0.7% 15% False False 126,485
80 0.8604 0.7997 0.0607 7.4% 0.0065 0.8% 24% False False 95,520
100 0.8604 0.7997 0.0607 7.4% 0.0059 0.7% 24% False False 76,448
120 0.8604 0.7997 0.0607 7.4% 0.0058 0.7% 24% False False 63,734
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8333
2.618 0.8264
1.618 0.8222
1.000 0.8197
0.618 0.8180
HIGH 0.8155
0.618 0.8138
0.500 0.8134
0.382 0.8129
LOW 0.8113
0.618 0.8087
1.000 0.8071
1.618 0.8045
2.618 0.8003
4.250 0.7934
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 0.8139 0.8143
PP 0.8136 0.8143
S1 0.8134 0.8142

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

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