CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	0.8136	0.8141	0.0005	0.1%	0.8173
High	0.8150	0.8146	-0.0004	0.0%	0.8184
Low	0.8128	0.8114	-0.0014	-0.2%	0.8081
Close	0.8142	0.8143	0.0001	0.0%	0.8142
Range	0.0022	0.0032	0.0011	48.8%	0.0103
ATR	0.0051	0.0049	-0.0001	-2.6%	0.0000
Volume	88,540	87,763	-777	-0.9%	542,925

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8230	0.8218	0.8160
R3	0.8198	0.8186	0.8151
R2	0.8166	0.8166	0.8148
R1	0.8154	0.8154	0.8145	0.8160
PP	0.8134	0.8134	0.8134	0.8137
S1	0.8122	0.8122	0.8140	0.8128
S2	0.8102	0.8102	0.8137
S3	0.8070	0.8090	0.8134
S4	0.8038	0.8058	0.8125

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8443	0.8395	0.8198
R3	0.8341	0.8293	0.8170
R2	0.8238	0.8238	0.8161
R1	0.8190	0.8190	0.8151	0.8163
PP	0.8136	0.8136	0.8136	0.8122
S1	0.8088	0.8088	0.8133	0.8060
S2	0.8033	0.8033	0.8123
S3	0.7931	0.7985	0.8114
S4	0.7828	0.7883	0.8086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8157	0.8081	0.0076	0.9%	0.0035	0.4%	81%	False	False	103,378
10	0.8184	0.8081	0.0103	1.3%	0.0038	0.5%	60%	False	False	105,794
20	0.8350	0.8081	0.0269	3.3%	0.0050	0.6%	23%	False	False	119,137
40	0.8475	0.8081	0.0394	4.8%	0.0053	0.6%	16%	False	False	127,629
60	0.8475	0.8081	0.0394	4.8%	0.0061	0.8%	16%	False	False	118,880
80	0.8604	0.7997	0.0607	7.4%	0.0065	0.8%	24%	False	False	89,367
100	0.8604	0.7997	0.0607	7.4%	0.0061	0.7%	24%	False	False	71,529
120	0.8604	0.7977	0.0627	7.7%	0.0059	0.7%	26%	False	False	59,636

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8282
2.618	0.8230
1.618	0.8198
1.000	0.8178
0.618	0.8166
HIGH	0.8146
0.618	0.8134
0.500	0.8130
0.382	0.8126
LOW	0.8114
0.618	0.8094
1.000	0.8082
1.618	0.8062
2.618	0.8030
4.250	0.7978

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	0.8138	0.8137
PP	0.8134	0.8131
S1	0.8130	0.8125

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