CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 0.8150 0.8146 -0.0005 -0.1% 0.8141
High 0.8177 0.8152 -0.0025 -0.3% 0.8181
Low 0.8139 0.8109 -0.0030 -0.4% 0.8114
Close 0.8142 0.8125 -0.0018 -0.2% 0.8142
Range 0.0039 0.0044 0.0005 13.0% 0.0067
ATR 0.0048 0.0048 0.0000 -0.7% 0.0000
Volume 86,708 92,008 5,300 6.1% 378,299
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8259 0.8235 0.8148
R3 0.8215 0.8192 0.8136
R2 0.8172 0.8172 0.8132
R1 0.8148 0.8148 0.8128 0.8138
PP 0.8128 0.8128 0.8128 0.8123
S1 0.8105 0.8105 0.8121 0.8095
S2 0.8085 0.8085 0.8117
S3 0.8041 0.8061 0.8113
S4 0.7998 0.8018 0.8101
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8347 0.8311 0.8179
R3 0.8280 0.8244 0.8160
R2 0.8213 0.8213 0.8154
R1 0.8177 0.8177 0.8148 0.8195
PP 0.8146 0.8146 0.8146 0.8155
S1 0.8110 0.8110 0.8136 0.8128
S2 0.8079 0.8079 0.8130
S3 0.8012 0.8043 0.8124
S4 0.7945 0.7976 0.8105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8181 0.8109 0.0073 0.9% 0.0041 0.5% 22% False True 94,061
10 0.8184 0.8081 0.0103 1.3% 0.0042 0.5% 42% False False 101,323
20 0.8319 0.8081 0.0238 2.9% 0.0044 0.5% 18% False False 109,333
40 0.8475 0.8081 0.0394 4.8% 0.0050 0.6% 11% False False 118,243
60 0.8475 0.8081 0.0394 4.8% 0.0059 0.7% 11% False False 124,919
80 0.8604 0.7997 0.0607 7.5% 0.0065 0.8% 21% False False 94,139
100 0.8604 0.7997 0.0607 7.5% 0.0060 0.7% 21% False False 75,343
120 0.8604 0.7997 0.0607 7.5% 0.0058 0.7% 21% False False 62,814
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8337
2.618 0.8266
1.618 0.8222
1.000 0.8196
0.618 0.8179
HIGH 0.8152
0.618 0.8135
0.500 0.8130
0.382 0.8125
LOW 0.8109
0.618 0.8082
1.000 0.8065
1.618 0.8038
2.618 0.7995
4.250 0.7924
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 0.8130 0.8145
PP 0.8128 0.8138
S1 0.8126 0.8131

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

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