CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 0.8301 0.8308 0.0007 0.1% 0.8423
High 0.8321 0.8357 0.0037 0.4% 0.8430
Low 0.8279 0.8288 0.0009 0.1% 0.8251
Close 0.8305 0.8344 0.0039 0.5% 0.8305
Range 0.0042 0.0069 0.0028 66.3% 0.0180
ATR 0.0084 0.0083 -0.0001 -1.3% 0.0000
Volume 127,557 120,842 -6,715 -5.3% 405,693
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8537 0.8509 0.8381
R3 0.8468 0.8440 0.8362
R2 0.8399 0.8399 0.8356
R1 0.8371 0.8371 0.8350 0.8385
PP 0.8330 0.8330 0.8330 0.8336
S1 0.8302 0.8302 0.8337 0.8316
S2 0.8261 0.8261 0.8331
S3 0.8192 0.8233 0.8325
S4 0.8123 0.8164 0.8306
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8867 0.8766 0.8404
R3 0.8688 0.8586 0.8354
R2 0.8508 0.8508 0.8338
R1 0.8407 0.8407 0.8321 0.8368
PP 0.8329 0.8329 0.8329 0.8309
S1 0.8227 0.8227 0.8289 0.8188
S2 0.8149 0.8149 0.8272
S3 0.7970 0.8048 0.8256
S4 0.7790 0.7868 0.8206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8430 0.8251 0.0180 2.2% 0.0080 1.0% 52% False False 105,307
10 0.8446 0.8235 0.0211 2.5% 0.0084 1.0% 52% False False 56,336
20 0.8604 0.8044 0.0560 6.7% 0.0095 1.1% 54% False False 28,698
40 0.8604 0.7997 0.0607 7.3% 0.0067 0.8% 57% False False 14,536
60 0.8604 0.7997 0.0607 7.3% 0.0061 0.7% 57% False False 9,756
80 0.8604 0.7977 0.0627 7.5% 0.0060 0.7% 58% False False 7,343
100 0.8604 0.7977 0.0627 7.5% 0.0053 0.6% 58% False False 5,879
120 0.8604 0.7977 0.0627 7.5% 0.0048 0.6% 58% False False 4,900
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8650
2.618 0.8538
1.618 0.8469
1.000 0.8426
0.618 0.8400
HIGH 0.8357
0.618 0.8331
0.500 0.8323
0.382 0.8314
LOW 0.8288
0.618 0.8245
1.000 0.8219
1.618 0.8176
2.618 0.8107
4.250 0.7995
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 0.8337 0.8330
PP 0.8330 0.8317
S1 0.8323 0.8304

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

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