CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	0.8340	0.8311	-0.0029	-0.3%	0.8308
High	0.8367	0.8369	0.0002	0.0%	0.8414
Low	0.8302	0.8308	0.0006	0.1%	0.8274
Close	0.8308	0.8344	0.0037	0.4%	0.8360
Range	0.0065	0.0061	-0.0004	-6.2%	0.0140
ATR	0.0081	0.0079	-0.0001	-1.7%	0.0000
Volume	99,497	122,009	22,512	22.6%	723,488

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8523	0.8495	0.8378
R3	0.8462	0.8434	0.8361
R2	0.8401	0.8401	0.8355
R1	0.8373	0.8373	0.8350	0.8387
PP	0.8340	0.8340	0.8340	0.8348
S1	0.8312	0.8312	0.8338	0.8326
S2	0.8279	0.8279	0.8333
S3	0.8218	0.8251	0.8327
S4	0.8157	0.8190	0.8310

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8768	0.8703	0.8437
R3	0.8628	0.8564	0.8398
R2	0.8489	0.8489	0.8386
R1	0.8424	0.8424	0.8373	0.8457
PP	0.8349	0.8349	0.8349	0.8365
S1	0.8285	0.8285	0.8347	0.8317
S2	0.8210	0.8210	0.8334
S3	0.8070	0.8145	0.8322
S4	0.7931	0.8006	0.8283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8414	0.8274	0.0140	1.7%	0.0070	0.8%	50%	False	False	133,087
10	0.8414	0.8251	0.0163	2.0%	0.0074	0.9%	57%	False	False	130,487
20	0.8466	0.8229	0.0237	2.8%	0.0086	1.0%	49%	False	False	69,780
40	0.8604	0.7997	0.0607	7.3%	0.0073	0.9%	57%	False	False	35,123
60	0.8604	0.7997	0.0607	7.3%	0.0065	0.8%	57%	False	False	23,486
80	0.8604	0.7977	0.0627	7.5%	0.0061	0.7%	59%	False	False	17,641
100	0.8604	0.7977	0.0627	7.5%	0.0056	0.7%	59%	False	False	14,120
120	0.8604	0.7977	0.0627	7.5%	0.0050	0.6%	59%	False	False	11,768

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8628
2.618	0.8529
1.618	0.8468
1.000	0.8430
0.618	0.8407
HIGH	0.8369
0.618	0.8346
0.500	0.8339
0.382	0.8331
LOW	0.8308
0.618	0.8270
1.000	0.8247
1.618	0.8209
2.618	0.8148
4.250	0.8049

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	0.8342	0.8358
PP	0.8340	0.8353
S1	0.8339	0.8349

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