CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 0.8141 0.8139 -0.0002 0.0% 0.8173
High 0.8146 0.8178 0.0032 0.4% 0.8184
Low 0.8114 0.8134 0.0020 0.2% 0.8081
Close 0.8143 0.8168 0.0026 0.3% 0.8142
Range 0.0032 0.0044 0.0012 37.5% 0.0103
ATR 0.0049 0.0049 0.0000 -0.8% 0.0000
Volume 87,763 117,181 29,418 33.5% 542,925
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8292 0.8274 0.8192
R3 0.8248 0.8230 0.8180
R2 0.8204 0.8204 0.8176
R1 0.8186 0.8186 0.8172 0.8195
PP 0.8160 0.8160 0.8160 0.8164
S1 0.8142 0.8142 0.8164 0.8151
S2 0.8116 0.8116 0.8160
S3 0.8072 0.8098 0.8156
S4 0.8028 0.8054 0.8144
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 0.8178 0.8081 0.0097 1.2% 0.0040 0.5% 90% True False 104,716
10 0.8184 0.8081 0.0103 1.3% 0.0040 0.5% 85% False False 107,346
20 0.8350 0.8081 0.0269 3.3% 0.0049 0.6% 32% False False 119,274
40 0.8475 0.8081 0.0394 4.8% 0.0052 0.6% 22% False False 126,218
60 0.8475 0.8081 0.0394 4.8% 0.0061 0.8% 22% False False 120,782
80 0.8604 0.7997 0.0607 7.4% 0.0065 0.8% 28% False False 90,829
100 0.8604 0.7997 0.0607 7.4% 0.0061 0.7% 28% False False 72,698
120 0.8604 0.7977 0.0627 7.7% 0.0059 0.7% 30% False False 60,611
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8365
2.618 0.8293
1.618 0.8249
1.000 0.8222
0.618 0.8205
HIGH 0.8178
0.618 0.8161
0.500 0.8156
0.382 0.8150
LOW 0.8134
0.618 0.8106
1.000 0.8090
1.618 0.8062
2.618 0.8018
4.250 0.7947
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 0.8164 0.8161
PP 0.8160 0.8153
S1 0.8156 0.8146

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

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