CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 0.8118 0.8104 -0.0014 -0.2% 0.8146
High 0.8121 0.8149 0.0029 0.4% 0.8178
Low 0.8099 0.8104 0.0005 0.1% 0.8086
Close 0.8110 0.8127 0.0017 0.2% 0.8118
Range 0.0022 0.0045 0.0024 109.3% 0.0092
ATR 0.0050 0.0050 0.0000 -0.7% 0.0000
Volume 110,600 117,383 6,783 6.1% 690,451
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8262 0.8239 0.8151
R3 0.8217 0.8194 0.8139
R2 0.8172 0.8172 0.8135
R1 0.8149 0.8149 0.8131 0.8160
PP 0.8127 0.8127 0.8127 0.8132
S1 0.8104 0.8104 0.8122 0.8115
S2 0.8082 0.8082 0.8118
S3 0.8037 0.8059 0.8114
S4 0.7992 0.8014 0.8102
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8403 0.8353 0.8169
R3 0.8311 0.8261 0.8143
R2 0.8219 0.8219 0.8135
R1 0.8169 0.8169 0.8126 0.8148
PP 0.8127 0.8127 0.8127 0.8117
S1 0.8077 0.8077 0.8110 0.8056
S2 0.8035 0.8035 0.8101
S3 0.7943 0.7985 0.8093
S4 0.7851 0.7893 0.8067
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% 0.0054 0.7% 44% False False 143,166
10 0.8181 0.8086 0.0095 1.2% 0.0048 0.6% 43% False False 120,897
20 0.8184 0.8081 0.0103 1.3% 0.0043 0.5% 44% False False 113,345
40 0.8475 0.8081 0.0394 4.8% 0.0052 0.6% 12% False False 121,982
60 0.8475 0.8081 0.0394 4.8% 0.0055 0.7% 12% False False 129,640
80 0.8604 0.8044 0.0560 6.9% 0.0065 0.8% 15% False False 104,404
100 0.8604 0.7997 0.0607 7.5% 0.0060 0.7% 21% False False 83,599
120 0.8604 0.7997 0.0607 7.5% 0.0058 0.7% 21% False False 69,698
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8340
2.618 0.8267
1.618 0.8222
1.000 0.8194
0.618 0.8177
HIGH 0.8149
0.618 0.8132
0.500 0.8127
0.382 0.8121
LOW 0.8104
0.618 0.8076
1.000 0.8059
1.618 0.8031
2.618 0.7986
4.250 0.7913
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 0.8127 0.8132
PP 0.8127 0.8130
S1 0.8127 0.8128

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

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