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

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

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