CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 18-Nov-2016

Day Change Summary
	Previous	Current
	17-Nov-2016	18-Nov-2016	Change	Change %	Previous Week
Open	0.9191	0.9083	-0.0108	-1.2%	0.9373
High	0.9221	0.9116	-0.0105	-1.1%	0.9380
Low	0.9084	0.9018	-0.0066	-0.7%	0.9018
Close	0.9108	0.9047	-0.0061	-0.7%	0.9047
Range	0.0137	0.0098	-0.0040	-28.8%	0.0362
ATR	0.0118	0.0117	-0.0001	-1.3%	0.0000
Volume	157,139	169,858	12,719	8.1%	813,652

Daily Pivots for day following 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9353	0.9297	0.9101
R3	0.9255	0.9200	0.9074
R2	0.9158	0.9158	0.9065
R1	0.9102	0.9102	0.9056	0.9081
PP	0.9060	0.9060	0.9060	0.9050
S1	0.9005	0.9005	0.9038	0.8984
S2	0.8963	0.8963	0.9029
S3	0.8865	0.8907	0.9020
S4	0.8768	0.8810	0.8993

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0234	1.0003	0.9246
R3	0.9872	0.9641	0.9147
R2	0.9510	0.9510	0.9113
R1	0.9279	0.9279	0.9080	0.9214
PP	0.9148	0.9148	0.9148	0.9116
S1	0.8917	0.8917	0.9014	0.8852
S2	0.8786	0.8786	0.8981
S3	0.8424	0.8555	0.8947
S4	0.8062	0.8193	0.8848

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9380	0.9018	0.0362	4.0%	0.0121	1.3%	8%	False	True	162,730
10	0.9897	0.9018	0.0879	9.7%	0.0146	1.6%	3%	False	True	205,544
20	0.9897	0.9018	0.0879	9.7%	0.0114	1.3%	3%	False	True	162,114
40	1.0027	0.9018	0.1009	11.1%	0.0100	1.1%	3%	False	True	138,583
60	1.0040	0.9018	0.1022	11.3%	0.0103	1.1%	3%	False	True	109,829
80	1.0098	0.9018	0.1080	11.9%	0.0102	1.1%	3%	False	True	82,497
100	1.0098	0.9018	0.1080	11.9%	0.0106	1.2%	3%	False	True	66,067
120	1.0117	0.9018	0.1099	12.1%	0.0107	1.2%	3%	False	True	55,074

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9530
2.618	0.9371
1.618	0.9273
1.000	0.9213
0.618	0.9176
HIGH	0.9116
0.618	0.9078
0.500	0.9067
0.382	0.9055
LOW	0.9018
0.618	0.8958
1.000	0.8921
1.618	0.8860
2.618	0.8763
4.250	0.8604

Fisher Pivots for day following 18-Nov-2016
Pivot	1 day	3 day
R1	0.9067	0.9119
PP	0.9060	0.9095
S1	0.9054	0.9071

Download as Excel Spreadsheet

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

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