CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 0.8137 0.8113 -0.0024 -0.3% 0.8141
High 0.8143 0.8178 0.0036 0.4% 0.8181
Low 0.8086 0.8093 0.0007 0.1% 0.8114
Close 0.8119 0.8177 0.0058 0.7% 0.8142
Range 0.0057 0.0085 0.0029 50.4% 0.0067
ATR 0.0048 0.0051 0.0003 5.5% 0.0000
Volume 109,453 227,315 117,862 107.7% 378,299
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8404 0.8375 0.8223
R3 0.8319 0.8290 0.8200
R2 0.8234 0.8234 0.8192
R1 0.8205 0.8205 0.8184 0.8220
PP 0.8149 0.8149 0.8149 0.8156
S1 0.8120 0.8120 0.8169 0.8135
S2 0.8064 0.8064 0.8161
S3 0.7979 0.8035 0.8153
S4 0.7894 0.7950 0.8130
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 0.8178 0.8086 0.0092 1.1% 0.0053 0.6% 98% True False 125,215
10 0.8181 0.8086 0.0095 1.2% 0.0047 0.6% 95% False False 112,861
20 0.8241 0.8081 0.0160 2.0% 0.0046 0.6% 60% False False 116,245
40 0.8475 0.8081 0.0394 4.8% 0.0051 0.6% 24% False False 119,968
60 0.8475 0.8081 0.0394 4.8% 0.0057 0.7% 24% False False 129,579
80 0.8604 0.7997 0.0607 7.4% 0.0066 0.8% 30% False False 99,686
100 0.8604 0.7997 0.0607 7.4% 0.0059 0.7% 30% False False 79,812
120 0.8604 0.7997 0.0607 7.4% 0.0058 0.7% 30% False False 66,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8539
2.618 0.8401
1.618 0.8316
1.000 0.8263
0.618 0.8231
HIGH 0.8178
0.618 0.8146
0.500 0.8136
0.382 0.8125
LOW 0.8093
0.618 0.8040
1.000 0.8008
1.618 0.7955
2.618 0.7870
4.250 0.7732
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 0.8163 0.8162
PP 0.8149 0.8147
S1 0.8136 0.8132

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

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