CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	0.8289	0.8237	-0.0052	-0.6%	0.8388
High	0.8322	0.8297	-0.0026	-0.3%	0.8399
Low	0.8232	0.8235	0.0003	0.0%	0.8232
Close	0.8241	0.8266	0.0025	0.3%	0.8241
Range	0.0090	0.0062	-0.0028	-31.1%	0.0167
ATR	0.0061	0.0061	0.0000	0.1%	0.0000
Volume	176,121	106,364	-69,757	-39.6%	629,660

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8452	0.8421	0.8300
R3	0.8390	0.8359	0.8283
R2	0.8328	0.8328	0.8277
R1	0.8297	0.8297	0.8272	0.8312
PP	0.8266	0.8266	0.8266	0.8273
S1	0.8235	0.8235	0.8260	0.8250
S2	0.8204	0.8204	0.8255
S3	0.8142	0.8173	0.8249
S4	0.8080	0.8111	0.8232

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8790	0.8682	0.8333
R3	0.8624	0.8516	0.8287
R2	0.8457	0.8457	0.8272
R1	0.8349	0.8349	0.8256	0.8320
PP	0.8291	0.8291	0.8291	0.8276
S1	0.8183	0.8183	0.8226	0.8153
S2	0.8124	0.8124	0.8210
S3	0.7958	0.8016	0.8195
S4	0.7791	0.7850	0.8149

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8380	0.8232	0.0148	1.8%	0.0059	0.7%	23%	False	False	130,800
10	0.8475	0.8232	0.0243	2.9%	0.0059	0.7%	14%	False	False	128,755
20	0.8475	0.8232	0.0243	2.9%	0.0055	0.7%	14%	False	False	136,120
40	0.8475	0.8232	0.0243	2.9%	0.0067	0.8%	14%	False	False	118,751
60	0.8604	0.7997	0.0607	7.3%	0.0069	0.8%	44%	False	False	79,444
80	0.8604	0.7997	0.0607	7.3%	0.0064	0.8%	44%	False	False	59,627
100	0.8604	0.7977	0.0627	7.6%	0.0061	0.7%	46%	False	False	47,736
120	0.8604	0.7977	0.0627	7.6%	0.0057	0.7%	46%	False	False	39,787

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8560
2.618	0.8459
1.618	0.8397
1.000	0.8359
0.618	0.8335
HIGH	0.8297
0.618	0.8273
0.500	0.8266
0.382	0.8258
LOW	0.8235
0.618	0.8196
1.000	0.8173
1.618	0.8134
2.618	0.8072
4.250	0.7971

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	0.8266	0.8299
PP	0.8266	0.8288
S1	0.8266	0.8277

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols