CME Japanese Yen Future March 2016


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 0.8124 0.8158 0.0034 0.4% 0.8165
High 0.8168 0.8280 0.0112 1.4% 0.8195
Low 0.8123 0.8147 0.0024 0.3% 0.8108
Close 0.8146 0.8274 0.0128 1.6% 0.8138
Range 0.0046 0.0134 0.0088 193.4% 0.0087
ATR 0.0048 0.0055 0.0006 12.7% 0.0000
Volume 32,110 151,730 119,620 372.5% 41,061
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8634 0.8587 0.8347
R3 0.8500 0.8454 0.8310
R2 0.8367 0.8367 0.8298
R1 0.8320 0.8320 0.8286 0.8344
PP 0.8233 0.8233 0.8233 0.8245
S1 0.8187 0.8187 0.8261 0.8210
S2 0.8100 0.8100 0.8249
S3 0.7966 0.8053 0.8237
S4 0.7833 0.7920 0.8200
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8408 0.8360 0.8185
R3 0.8321 0.8273 0.8161
R2 0.8234 0.8234 0.8153
R1 0.8186 0.8186 0.8145 0.8166
PP 0.8147 0.8147 0.8147 0.8137
S1 0.8099 0.8099 0.8130 0.8079
S2 0.8060 0.8060 0.8122
S3 0.7973 0.8012 0.8114
S4 0.7886 0.7925 0.8090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8280 0.8114 0.0166 2.0% 0.0069 0.8% 96% True False 49,151
10 0.8280 0.8108 0.0172 2.1% 0.0057 0.7% 96% True False 26,476
20 0.8280 0.8103 0.0177 2.1% 0.0048 0.6% 96% True False 13,476
40 0.8491 0.8103 0.0388 4.7% 0.0052 0.6% 44% False False 7,022
60 0.8491 0.8103 0.0388 4.7% 0.0053 0.6% 44% False False 4,718
80 0.8608 0.8070 0.0539 6.5% 0.0060 0.7% 38% False False 3,542
100 0.8608 0.8017 0.0591 7.1% 0.0055 0.7% 43% False False 2,835
120 0.8608 0.8017 0.0591 7.1% 0.0050 0.6% 43% False False 2,363
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 75 trading days
Fibonacci Retracements and Extensions
4.250 0.8847
2.618 0.8630
1.618 0.8496
1.000 0.8414
0.618 0.8363
HIGH 0.8280
0.618 0.8229
0.500 0.8213
0.382 0.8197
LOW 0.8147
0.618 0.8064
1.000 0.8013
1.618 0.7930
2.618 0.7797
4.250 0.7579
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 0.8253 0.8249
PP 0.8233 0.8224
S1 0.8213 0.8199

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

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