CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 05-Nov-2015

Day Change Summary
	Previous	Current
	04-Nov-2015	05-Nov-2015	Change	Change %	Previous Week
Open	0.8263	0.8229	-0.0034	-0.4%	0.8237
High	0.8267	0.8241	-0.0027	-0.3%	0.8350
Low	0.8218	0.8199	-0.0019	-0.2%	0.8234
Close	0.8228	0.8223	-0.0005	-0.1%	0.8288
Range	0.0050	0.0042	-0.0008	-15.2%	0.0116
ATR	0.0061	0.0060	-0.0001	-2.2%	0.0000
Volume	136,679	122,622	-14,057	-10.3%	684,993

Daily Pivots for day following 05-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8347	0.8327	0.8246
R3	0.8305	0.8285	0.8235
R2	0.8263	0.8263	0.8231
R1	0.8243	0.8243	0.8227	0.8232
PP	0.8221	0.8221	0.8221	0.8215
S1	0.8201	0.8201	0.8219	0.8190
S2	0.8179	0.8179	0.8215
S3	0.8137	0.8159	0.8211
S4	0.8095	0.8117	0.8200

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8639	0.8579	0.8352
R3	0.8523	0.8463	0.8320
R2	0.8407	0.8407	0.8309
R1	0.8347	0.8347	0.8299	0.8377
PP	0.8291	0.8291	0.8291	0.8306
S1	0.8231	0.8231	0.8277	0.8261
S2	0.8175	0.8175	0.8267
S3	0.8059	0.8115	0.8256
S4	0.7943	0.7999	0.8224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8331	0.8199	0.0133	1.6%	0.0054	0.7%	18%	False	True	125,815
10	0.8350	0.8199	0.0152	1.8%	0.0063	0.8%	16%	False	True	129,286
20	0.8475	0.8199	0.0277	3.4%	0.0057	0.7%	9%	False	True	123,686
40	0.8475	0.8199	0.0277	3.4%	0.0061	0.7%	9%	False	True	136,136
60	0.8604	0.8039	0.0565	6.9%	0.0071	0.9%	33%	False	False	96,199
80	0.8604	0.7997	0.0607	7.4%	0.0063	0.8%	37%	False	False	72,234
100	0.8604	0.7997	0.0607	7.4%	0.0061	0.7%	37%	False	False	57,825
120	0.8604	0.7977	0.0627	7.6%	0.0060	0.7%	39%	False	False	48,205

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8419
2.618	0.8350
1.618	0.8308
1.000	0.8283
0.618	0.8266
HIGH	0.8241
0.618	0.8224
0.500	0.8220
0.382	0.8215
LOW	0.8199
0.618	0.8173
1.000	0.8157
1.618	0.8131
2.618	0.8089
4.250	0.8020

Fisher Pivots for day following 05-Nov-2015
Pivot	1 day	3 day
R1	0.8222	0.8247
PP	0.8221	0.8239
S1	0.8220	0.8231

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