CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 04-Dec-2015

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	0.8113	0.8155	0.0042	0.5%	0.8146
High	0.8178	0.8165	-0.0013	-0.2%	0.8178
Low	0.8093	0.8103	0.0010	0.1%	0.8086
Close	0.8177	0.8118	-0.0059	-0.7%	0.8118
Range	0.0085	0.0063	-0.0023	-26.5%	0.0092
ATR	0.0051	0.0052	0.0002	3.3%	0.0000
Volume	227,315	151,080	-76,235	-33.5%	690,451

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8316	0.8280	0.8152
R3	0.8254	0.8217	0.8135
R2	0.8191	0.8191	0.8129
R1	0.8155	0.8155	0.8124	0.8142
PP	0.8129	0.8129	0.8129	0.8122
S1	0.8092	0.8092	0.8112	0.8079
S2	0.8066	0.8066	0.8107
S3	0.8004	0.8030	0.8101
S4	0.7941	0.7967	0.8084

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8403	0.8353	0.8169
R3	0.8311	0.8261	0.8143
R2	0.8219	0.8219	0.8135
R1	0.8169	0.8169	0.8126	0.8148
PP	0.8127	0.8127	0.8127	0.8117
S1	0.8077	0.8077	0.8110	0.8056
S2	0.8035	0.8035	0.8101
S3	0.7943	0.7985	0.8093
S4	0.7851	0.7893	0.8067

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%	0.0058	0.7%	35%	False	False	138,090
10	0.8181	0.8086	0.0095	1.2%	0.0047	0.6%	34%	False	False	115,729
20	0.8224	0.8081	0.0143	1.8%	0.0047	0.6%	26%	False	False	117,668
40	0.8475	0.8081	0.0394	4.9%	0.0052	0.6%	9%	False	False	120,677
60	0.8475	0.8081	0.0394	4.9%	0.0056	0.7%	9%	False	False	129,980
80	0.8604	0.8039	0.0565	7.0%	0.0065	0.8%	14%	False	False	101,567
100	0.8604	0.7997	0.0607	7.5%	0.0060	0.7%	20%	False	False	81,321
120	0.8604	0.7997	0.0607	7.5%	0.0059	0.7%	20%	False	False	67,799

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8431
2.618	0.8329
1.618	0.8266
1.000	0.8228
0.618	0.8204
HIGH	0.8165
0.618	0.8141
0.500	0.8134
0.382	0.8126
LOW	0.8103
0.618	0.8064
1.000	0.8040
1.618	0.8001
2.618	0.7939
4.250	0.7837

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	0.8134	0.8132
PP	0.8129	0.8127
S1	0.8123	0.8123

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