CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 0.8318 0.8308 -0.0010 -0.1% 0.8423
High 0.8339 0.8362 0.0023 0.3% 0.8430
Low 0.8297 0.8274 -0.0023 -0.3% 0.8251
Close 0.8300 0.8333 0.0034 0.4% 0.8305
Range 0.0042 0.0088 0.0046 108.3% 0.0180
ATR 0.0080 0.0081 0.0001 0.6% 0.0000
Volume 110,026 159,729 49,703 45.2% 405,693
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8585 0.8547 0.8381
R3 0.8498 0.8459 0.8357
R2 0.8410 0.8410 0.8349
R1 0.8372 0.8372 0.8341 0.8391
PP 0.8323 0.8323 0.8323 0.8333
S1 0.8284 0.8284 0.8325 0.8304
S2 0.8235 0.8235 0.8317
S3 0.8148 0.8197 0.8309
S4 0.8060 0.8109 0.8285
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 0.8389 0.8274 0.0115 1.4% 0.0066 0.8% 51% False True 135,373
10 0.8446 0.8251 0.0195 2.3% 0.0080 1.0% 42% False False 97,776
20 0.8604 0.8070 0.0534 6.4% 0.0102 1.2% 49% False False 50,106
40 0.8604 0.7997 0.0607 7.3% 0.0070 0.8% 55% False False 25,236
60 0.8604 0.7997 0.0607 7.3% 0.0063 0.8% 55% False False 16,894
80 0.8604 0.7977 0.0627 7.5% 0.0060 0.7% 57% False False 12,699
100 0.8604 0.7977 0.0627 7.5% 0.0054 0.6% 57% False False 10,164
120 0.8604 0.7977 0.0627 7.5% 0.0049 0.6% 57% False False 8,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8733
2.618 0.8591
1.618 0.8503
1.000 0.8449
0.618 0.8416
HIGH 0.8362
0.618 0.8328
0.500 0.8318
0.382 0.8307
LOW 0.8274
0.618 0.8220
1.000 0.8187
1.618 0.8132
2.618 0.8045
4.250 0.7902
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 0.8328 0.8333
PP 0.8323 0.8332
S1 0.8318 0.8332

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

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