CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 07-Dec-2015

Day Change Summary
	Previous	Current
	04-Dec-2015	07-Dec-2015	Change	Change %	Previous Week
Open	0.8155	0.8118	-0.0037	-0.5%	0.8146
High	0.8165	0.8121	-0.0045	-0.5%	0.8178
Low	0.8103	0.8099	-0.0004	0.0%	0.8086
Close	0.8118	0.8110	-0.0008	-0.1%	0.8118
Range	0.0063	0.0022	-0.0041	-65.6%	0.0092
ATR	0.0052	0.0050	-0.0002	-4.2%	0.0000
Volume	151,080	110,600	-40,480	-26.8%	690,451

Daily Pivots for day following 07-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8174	0.8164	0.8122
R3	0.8153	0.8142	0.8116
R2	0.8131	0.8131	0.8114
R1	0.8121	0.8121	0.8112	0.8115
PP	0.8110	0.8110	0.8110	0.8107
S1	0.8099	0.8099	0.8108	0.8094
S2	0.8088	0.8088	0.8106
S3	0.8067	0.8078	0.8104
S4	0.8045	0.8056	0.8098

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%	0.0054	0.7%	26%	False	False	141,808
10	0.8181	0.8086	0.0095	1.2%	0.0047	0.6%	25%	False	False	117,935
20	0.8184	0.8081	0.0103	1.3%	0.0043	0.5%	28%	False	False	113,842
40	0.8475	0.8081	0.0394	4.9%	0.0052	0.6%	7%	False	False	120,489
60	0.8475	0.8081	0.0394	4.9%	0.0056	0.7%	7%	False	False	129,698
80	0.8604	0.8044	0.0560	6.9%	0.0065	0.8%	12%	False	False	102,939
100	0.8604	0.7997	0.0607	7.5%	0.0060	0.7%	19%	False	False	82,425
120	0.8604	0.7997	0.0607	7.5%	0.0059	0.7%	19%	False	False	68,720

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8212
2.618	0.8177
1.618	0.8155
1.000	0.8142
0.618	0.8134
HIGH	0.8121
0.618	0.8112
0.500	0.8110
0.382	0.8107
LOW	0.8099
0.618	0.8086
1.000	0.8078
1.618	0.8064
2.618	0.8043
4.250	0.8008

Fisher Pivots for day following 07-Dec-2015
Pivot	1 day	3 day
R1	0.8110	0.8136
PP	0.8110	0.8127
S1	0.8110	0.8119

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