CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 0.8341 0.8347 0.0006 0.1% 0.8342
High 0.8366 0.8351 -0.0015 -0.2% 0.8366
Low 0.8332 0.8315 -0.0017 -0.2% 0.8302
Close 0.8340 0.8321 -0.0019 -0.2% 0.8321
Range 0.0034 0.0036 0.0002 5.9% 0.0064
ATR 0.0068 0.0065 -0.0002 -3.3% 0.0000
Volume 122,719 118,116 -4,603 -3.8% 619,203
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8437 0.8415 0.8341
R3 0.8401 0.8379 0.8331
R2 0.8365 0.8365 0.8328
R1 0.8343 0.8343 0.8324 0.8336
PP 0.8329 0.8329 0.8329 0.8325
S1 0.8307 0.8307 0.8318 0.8300
S2 0.8293 0.8293 0.8314
S3 0.8257 0.8271 0.8311
S4 0.8221 0.8235 0.8301
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8521 0.8485 0.8356
R3 0.8457 0.8421 0.8339
R2 0.8393 0.8393 0.8333
R1 0.8357 0.8357 0.8327 0.8343
PP 0.8329 0.8329 0.8329 0.8322
S1 0.8293 0.8293 0.8315 0.8279
S2 0.8265 0.8265 0.8309
S3 0.8201 0.8229 0.8303
S4 0.8137 0.8165 0.8286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8366 0.8302 0.0064 0.8% 0.0038 0.5% 30% False False 123,840
10 0.8434 0.8302 0.0133 1.6% 0.0055 0.7% 15% False False 150,968
20 0.8434 0.8260 0.0175 2.1% 0.0065 0.8% 35% False False 148,115
40 0.8604 0.8044 0.0560 6.7% 0.0079 0.9% 50% False False 85,389
60 0.8604 0.7997 0.0607 7.3% 0.0065 0.8% 53% False False 57,049
80 0.8604 0.7997 0.0607 7.3% 0.0062 0.7% 53% False False 42,836
100 0.8604 0.7977 0.0627 7.5% 0.0060 0.7% 55% False False 34,290
120 0.8604 0.7977 0.0627 7.5% 0.0054 0.7% 55% False False 28,578
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8504
2.618 0.8445
1.618 0.8409
1.000 0.8387
0.618 0.8373
HIGH 0.8351
0.618 0.8337
0.500 0.8333
0.382 0.8328
LOW 0.8315
0.618 0.8292
1.000 0.8279
1.618 0.8256
2.618 0.8220
4.250 0.8162
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 0.8333 0.8340
PP 0.8329 0.8334
S1 0.8325 0.8327

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.