CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 0.8267 0.8309 0.0042 0.5% 0.8388
High 0.8327 0.8350 0.0023 0.3% 0.8399
Low 0.8263 0.8250 -0.0014 -0.2% 0.8232
Close 0.8316 0.8252 -0.0064 -0.8% 0.8241
Range 0.0064 0.0101 0.0037 57.0% 0.0167
ATR 0.0062 0.0064 0.0003 4.5% 0.0000
Volume 114,452 143,875 29,423 25.7% 629,660
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8585 0.8519 0.8307
R3 0.8485 0.8419 0.8280
R2 0.8384 0.8384 0.8270
R1 0.8318 0.8318 0.8261 0.8301
PP 0.8284 0.8284 0.8284 0.8275
S1 0.8218 0.8218 0.8243 0.8201
S2 0.8183 0.8183 0.8234
S3 0.8083 0.8117 0.8224
S4 0.7982 0.8017 0.8197
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8790 0.8682 0.8333
R3 0.8624 0.8516 0.8287
R2 0.8457 0.8457 0.8272
R1 0.8349 0.8349 0.8256 0.8320
PP 0.8291 0.8291 0.8291 0.8276
S1 0.8183 0.8183 0.8226 0.8153
S2 0.8124 0.8124 0.8210
S3 0.7958 0.8016 0.8195
S4 0.7791 0.7850 0.8149
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8365 0.8232 0.0133 1.6% 0.0080 1.0% 15% False False 140,837
10 0.8475 0.8232 0.0243 2.9% 0.0063 0.8% 8% False False 126,744
20 0.8475 0.8232 0.0243 2.9% 0.0058 0.7% 8% False False 132,791
40 0.8475 0.8232 0.0243 2.9% 0.0067 0.8% 8% False False 124,981
60 0.8604 0.7997 0.0607 7.3% 0.0071 0.9% 42% False False 83,744
80 0.8604 0.7997 0.0607 7.3% 0.0064 0.8% 42% False False 62,850
100 0.8604 0.7997 0.0607 7.3% 0.0061 0.7% 42% False False 50,316
120 0.8604 0.7977 0.0627 7.6% 0.0058 0.7% 44% False False 41,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8777
2.618 0.8613
1.618 0.8513
1.000 0.8451
0.618 0.8412
HIGH 0.8350
0.618 0.8312
0.500 0.8300
0.382 0.8288
LOW 0.8250
0.618 0.8187
1.000 0.8149
1.618 0.8087
2.618 0.7986
4.250 0.7822
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 0.8300 0.8292
PP 0.8284 0.8279
S1 0.8268 0.8265

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

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