CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 0.8224 0.8221 -0.0003 0.0% 0.8118
High 0.8248 0.8294 0.0046 0.6% 0.8294
Low 0.8206 0.8181 -0.0025 -0.3% 0.8099
Close 0.8222 0.8281 0.0059 0.7% 0.8281
Range 0.0042 0.0113 0.0071 171.1% 0.0195
ATR 0.0055 0.0059 0.0004 7.4% 0.0000
Volume 163,604 76,074 -87,530 -53.5% 748,481
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8589 0.8547 0.8342
R3 0.8477 0.8435 0.8311
R2 0.8364 0.8364 0.8301
R1 0.8322 0.8322 0.8291 0.8343
PP 0.8252 0.8252 0.8252 0.8262
S1 0.8210 0.8210 0.8270 0.8231
S2 0.8139 0.8139 0.8260
S3 0.8027 0.8097 0.8250
S4 0.7914 0.7985 0.8219
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8808 0.8739 0.8387
R3 0.8613 0.8544 0.8334
R2 0.8419 0.8419 0.8316
R1 0.8350 0.8350 0.8298 0.8384
PP 0.8224 0.8224 0.8224 0.8242
S1 0.8155 0.8155 0.8263 0.8190
S2 0.8030 0.8030 0.8245
S3 0.7835 0.7961 0.8227
S4 0.7641 0.7766 0.8174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8294 0.8099 0.0195 2.3% 0.0071 0.9% 93% True False 149,696
10 0.8294 0.8086 0.0208 2.5% 0.0064 0.8% 94% True False 143,893
20 0.8294 0.8081 0.0213 2.6% 0.0053 0.6% 94% True False 123,703
40 0.8421 0.8081 0.0340 4.1% 0.0054 0.7% 59% False False 123,933
60 0.8475 0.8081 0.0394 4.8% 0.0057 0.7% 51% False False 131,174
80 0.8604 0.8070 0.0534 6.4% 0.0068 0.8% 40% False False 110,907
100 0.8604 0.7997 0.0607 7.3% 0.0062 0.7% 47% False False 88,799
120 0.8604 0.7997 0.0607 7.3% 0.0060 0.7% 47% False False 74,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8772
2.618 0.8588
1.618 0.8476
1.000 0.8406
0.618 0.8363
HIGH 0.8294
0.618 0.8251
0.500 0.8237
0.382 0.8224
LOW 0.8181
0.618 0.8111
1.000 0.8069
1.618 0.7999
2.618 0.7886
4.250 0.7703
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 0.8266 0.8257
PP 0.8252 0.8234
S1 0.8237 0.8211

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

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