CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 0.8357 0.8349 -0.0008 -0.1% 0.8340
High 0.8372 0.8377 0.0005 0.1% 0.8401
Low 0.8317 0.8321 0.0005 0.1% 0.8260
Close 0.8343 0.8345 0.0002 0.0% 0.8299
Range 0.0056 0.0056 0.0001 0.9% 0.0142
ATR 0.0076 0.0074 -0.0001 -1.8% 0.0000
Volume 151,287 158,733 7,446 4.9% 729,135
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8516 0.8486 0.8376
R3 0.8460 0.8430 0.8360
R2 0.8404 0.8404 0.8355
R1 0.8374 0.8374 0.8350 0.8361
PP 0.8348 0.8348 0.8348 0.8341
S1 0.8318 0.8318 0.8340 0.8305
S2 0.8292 0.8292 0.8335
S3 0.8236 0.8262 0.8330
S4 0.8180 0.8206 0.8314
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8744 0.8663 0.8376
R3 0.8603 0.8521 0.8337
R2 0.8461 0.8461 0.8324
R1 0.8380 0.8380 0.8311 0.8350
PP 0.8320 0.8320 0.8320 0.8305
S1 0.8238 0.8238 0.8286 0.8208
S2 0.8178 0.8178 0.8273
S3 0.8037 0.8097 0.8260
S4 0.7895 0.7955 0.8221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8395 0.8260 0.0135 1.6% 0.0065 0.8% 63% False False 161,848
10 0.8414 0.8260 0.0154 1.8% 0.0069 0.8% 56% False False 151,946
20 0.8446 0.8251 0.0195 2.3% 0.0075 0.9% 48% False False 124,861
40 0.8604 0.7997 0.0607 7.3% 0.0078 0.9% 57% False False 63,187
60 0.8604 0.7997 0.0607 7.3% 0.0065 0.8% 57% False False 42,178
80 0.8604 0.7997 0.0607 7.3% 0.0062 0.7% 57% False False 31,673
100 0.8604 0.7977 0.0627 7.5% 0.0059 0.7% 59% False False 25,355
120 0.8604 0.7977 0.0627 7.5% 0.0053 0.6% 59% False False 21,132
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8615
2.618 0.8524
1.618 0.8468
1.000 0.8433
0.618 0.8412
HIGH 0.8377
0.618 0.8356
0.500 0.8349
0.382 0.8342
LOW 0.8321
0.618 0.8286
1.000 0.8265
1.618 0.8230
2.618 0.8174
4.250 0.8083
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 0.8349 0.8356
PP 0.8348 0.8352
S1 0.8346 0.8349

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

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