CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 0.8111 0.8126 0.0015 0.2% 0.8302
High 0.8134 0.8130 -0.0004 0.0% 0.8319
Low 0.8093 0.8103 0.0011 0.1% 0.8115
Close 0.8127 0.8116 -0.0011 -0.1% 0.8117
Range 0.0042 0.0027 -0.0015 -34.9% 0.0205
ATR 0.0062 0.0059 -0.0002 -4.0% 0.0000
Volume 127,312 101,664 -25,648 -20.1% 618,871
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8197 0.8184 0.8131
R3 0.8170 0.8157 0.8123
R2 0.8143 0.8143 0.8121
R1 0.8130 0.8130 0.8118 0.8123
PP 0.8116 0.8116 0.8116 0.8113
S1 0.8103 0.8103 0.8114 0.8096
S2 0.8089 0.8089 0.8111
S3 0.8062 0.8076 0.8109
S4 0.8035 0.8049 0.8101
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8797 0.8661 0.8229
R3 0.8592 0.8457 0.8173
R2 0.8388 0.8388 0.8154
R1 0.8252 0.8252 0.8135 0.8218
PP 0.8183 0.8183 0.8183 0.8166
S1 0.8048 0.8048 0.8098 0.8013
S2 0.7979 0.7979 0.8079
S3 0.7774 0.7843 0.8060
S4 0.7570 0.7639 0.8004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8267 0.8093 0.0175 2.2% 0.0054 0.7% 13% False False 135,080
10 0.8350 0.8093 0.0258 3.2% 0.0059 0.7% 9% False False 131,202
20 0.8475 0.8093 0.0383 4.7% 0.0061 0.7% 6% False False 130,168
40 0.8475 0.8093 0.0383 4.7% 0.0060 0.7% 6% False False 136,361
60 0.8604 0.8048 0.0556 6.8% 0.0073 0.9% 12% False False 103,117
80 0.8604 0.7997 0.0607 7.5% 0.0064 0.8% 20% False False 77,431
100 0.8604 0.7997 0.0607 7.5% 0.0061 0.8% 20% False False 61,984
120 0.8604 0.7977 0.0627 7.7% 0.0060 0.7% 22% False False 51,672
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8245
2.618 0.8201
1.618 0.8174
1.000 0.8157
0.618 0.8147
HIGH 0.8130
0.618 0.8120
0.500 0.8117
0.382 0.8113
LOW 0.8103
0.618 0.8086
1.000 0.8076
1.618 0.8059
2.618 0.8032
4.250 0.7988
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 0.8117 0.8158
PP 0.8116 0.8144
S1 0.8116 0.8130

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

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