CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	0.8137	0.8113	-0.0024	-0.3%	0.8141
High	0.8143	0.8178	0.0036	0.4%	0.8181
Low	0.8086	0.8093	0.0007	0.1%	0.8114
Close	0.8119	0.8177	0.0058	0.7%	0.8142
Range	0.0057	0.0085	0.0029	50.4%	0.0067
ATR	0.0048	0.0051	0.0003	5.5%	0.0000
Volume	109,453	227,315	117,862	107.7%	378,299

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8404	0.8375	0.8223
R3	0.8319	0.8290	0.8200
R2	0.8234	0.8234	0.8192
R1	0.8205	0.8205	0.8184	0.8220
PP	0.8149	0.8149	0.8149	0.8156
S1	0.8120	0.8120	0.8169	0.8135
S2	0.8064	0.8064	0.8161
S3	0.7979	0.8035	0.8153
S4	0.7894	0.7950	0.8130

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	0.8178	0.8086	0.0092	1.1%	0.0053	0.6%	98%	True	False	125,215
10	0.8181	0.8086	0.0095	1.2%	0.0047	0.6%	95%	False	False	112,861
20	0.8241	0.8081	0.0160	2.0%	0.0046	0.6%	60%	False	False	116,245
40	0.8475	0.8081	0.0394	4.8%	0.0051	0.6%	24%	False	False	119,968
60	0.8475	0.8081	0.0394	4.8%	0.0057	0.7%	24%	False	False	129,579
80	0.8604	0.7997	0.0607	7.4%	0.0066	0.8%	30%	False	False	99,686
100	0.8604	0.7997	0.0607	7.4%	0.0059	0.7%	30%	False	False	79,812
120	0.8604	0.7997	0.0607	7.4%	0.0058	0.7%	30%	False	False	66,540

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8539
2.618	0.8401
1.618	0.8316
1.000	0.8263
0.618	0.8231
HIGH	0.8178
0.618	0.8146
0.500	0.8136
0.382	0.8125
LOW	0.8093
0.618	0.8040
1.000	0.8008
1.618	0.7955
2.618	0.7870
4.250	0.7732

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	0.8163	0.8162
PP	0.8149	0.8147
S1	0.8136	0.8132

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