CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 05-Oct-2017

Day Change Summary
	Previous	Current
	04-Oct-2017	05-Oct-2017	Change	Change %	Previous Week
Open	0.8886	0.8894	0.0008	0.1%	0.8950
High	0.8932	0.8924	-0.0008	-0.1%	0.9007
Low	0.8883	0.8883	-0.0001	0.0%	0.8863
Close	0.8898	0.8889	-0.0009	-0.1%	0.8920
Range	0.0049	0.0042	-0.0008	-15.3%	0.0144
ATR	0.0073	0.0071	-0.0002	-3.1%	0.0000
Volume	153,989	137,900	-16,089	-10.4%	1,037,417

Daily Pivots for day following 05-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9023	0.8998	0.8912
R3	0.8982	0.8956	0.8900
R2	0.8940	0.8940	0.8897
R1	0.8915	0.8915	0.8893	0.8907
PP	0.8899	0.8899	0.8899	0.8895
S1	0.8873	0.8873	0.8885	0.8865
S2	0.8857	0.8857	0.8881
S3	0.8816	0.8832	0.8878
S4	0.8774	0.8790	0.8866

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9360	0.9284	0.8999
R3	0.9217	0.9140	0.8959
R2	0.9073	0.9073	0.8946
R1	0.8997	0.8997	0.8933	0.8963
PP	0.8930	0.8930	0.8930	0.8913
S1	0.8853	0.8853	0.8907	0.8820
S2	0.8786	0.8786	0.8894
S3	0.8643	0.8710	0.8881
S4	0.8499	0.8566	0.8841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8943	0.8864	0.0080	0.9%	0.0044	0.5%	32%	False	False	159,750
10	0.9007	0.8863	0.0144	1.6%	0.0061	0.7%	18%	False	False	180,715
20	0.9360	0.8863	0.0497	5.6%	0.0074	0.8%	5%	False	False	152,575
40	0.9360	0.8863	0.0497	5.6%	0.0075	0.8%	5%	False	False	77,165
60	0.9360	0.8863	0.0497	5.6%	0.0071	0.8%	5%	False	False	51,521
80	0.9360	0.8800	0.0560	6.3%	0.0069	0.8%	16%	False	False	38,657

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.9100
2.618	0.9033
1.618	0.8991
1.000	0.8966
0.618	0.8950
HIGH	0.8924
0.618	0.8908
0.500	0.8903
0.382	0.8898
LOW	0.8883
0.618	0.8857
1.000	0.8841
1.618	0.8815
2.618	0.8774
4.250	0.8706

Fisher Pivots for day following 05-Oct-2017
Pivot	1 day	3 day
R1	0.8903	0.8898
PP	0.8899	0.8895
S1	0.8894	0.8892

Download as Excel Spreadsheet

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

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