CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 0.8104 0.8137 0.0033 0.4% 0.8146
High 0.8149 0.8260 0.0111 1.4% 0.8178
Low 0.8104 0.8128 0.0024 0.3% 0.8086
Close 0.8127 0.8254 0.0127 1.6% 0.8118
Range 0.0045 0.0133 0.0088 194.4% 0.0092
ATR 0.0050 0.0056 0.0006 12.0% 0.0000
Volume 117,383 280,820 163,437 139.2% 690,451
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8611 0.8565 0.8326
R3 0.8479 0.8432 0.8290
R2 0.8346 0.8346 0.8278
R1 0.8300 0.8300 0.8266 0.8323
PP 0.8214 0.8214 0.8214 0.8225
S1 0.8167 0.8167 0.8241 0.8191
S2 0.8081 0.8081 0.8229
S3 0.7949 0.8035 0.8217
S4 0.7816 0.7902 0.8181
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 0.8260 0.8093 0.0167 2.0% 0.0069 0.8% 96% True False 177,439
10 0.8260 0.8086 0.0174 2.1% 0.0057 0.7% 96% True False 137,260
20 0.8260 0.8081 0.0179 2.2% 0.0048 0.6% 96% True False 122,303
40 0.8475 0.8081 0.0394 4.8% 0.0054 0.7% 44% False False 126,236
60 0.8475 0.8081 0.0394 4.8% 0.0056 0.7% 44% False False 131,675
80 0.8604 0.8048 0.0556 6.7% 0.0067 0.8% 37% False False 107,914
100 0.8604 0.7997 0.0607 7.3% 0.0061 0.7% 42% False False 86,405
120 0.8604 0.7997 0.0607 7.3% 0.0059 0.7% 42% False False 72,037
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 0.0010
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 0.8823
2.618 0.8607
1.618 0.8474
1.000 0.8393
0.618 0.8342
HIGH 0.8260
0.618 0.8209
0.500 0.8194
0.382 0.8178
LOW 0.8128
0.618 0.8046
1.000 0.7995
1.618 0.7913
2.618 0.7781
4.250 0.7564
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 0.8234 0.8229
PP 0.8214 0.8204
S1 0.8194 0.8180

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

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