CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 0.8374 0.8346 -0.0028 -0.3% 0.8325
High 0.8380 0.8355 -0.0025 -0.3% 0.8475
Low 0.8340 0.8332 -0.0009 -0.1% 0.8321
Close 0.8344 0.8341 -0.0003 0.0% 0.8383
Range 0.0040 0.0024 -0.0016 -40.5% 0.0154
ATR 0.0060 0.0057 -0.0003 -4.4% 0.0000
Volume 106,374 101,769 -4,605 -4.3% 609,206
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8413 0.8401 0.8354
R3 0.8390 0.8377 0.8347
R2 0.8366 0.8366 0.8345
R1 0.8354 0.8354 0.8343 0.8348
PP 0.8343 0.8343 0.8343 0.8340
S1 0.8330 0.8330 0.8339 0.8325
S2 0.8319 0.8319 0.8337
S3 0.8296 0.8307 0.8335
S4 0.8272 0.8283 0.8328
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8855 0.8773 0.8467
R3 0.8701 0.8619 0.8425
R2 0.8547 0.8547 0.8411
R1 0.8465 0.8465 0.8397 0.8506
PP 0.8393 0.8393 0.8393 0.8413
S1 0.8311 0.8311 0.8368 0.8352
S2 0.8239 0.8239 0.8354
S3 0.8085 0.8157 0.8340
S4 0.7931 0.8003 0.8298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8475 0.8332 0.0144 1.7% 0.0047 0.6% 7% False True 112,652
10 0.8475 0.8315 0.0161 1.9% 0.0045 0.5% 17% False False 114,020
20 0.8475 0.8260 0.0216 2.6% 0.0055 0.7% 38% False False 140,271
40 0.8475 0.8229 0.0246 2.9% 0.0069 0.8% 46% False False 107,674
60 0.8604 0.7997 0.0607 7.3% 0.0067 0.8% 57% False False 72,024
80 0.8604 0.7997 0.0607 7.3% 0.0062 0.7% 57% False False 54,072
100 0.8604 0.7977 0.0627 7.5% 0.0060 0.7% 58% False False 43,279
120 0.8604 0.7977 0.0627 7.5% 0.0056 0.7% 58% False False 36,072
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0008
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 0.8455
2.618 0.8417
1.618 0.8393
1.000 0.8379
0.618 0.8370
HIGH 0.8355
0.618 0.8346
0.500 0.8343
0.382 0.8340
LOW 0.8332
0.618 0.8317
1.000 0.8308
1.618 0.8293
2.618 0.8270
4.250 0.8232
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 0.8343 0.8365
PP 0.8343 0.8357
S1 0.8342 0.8349

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

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