CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 29-Aug-2016

Day Change Summary
	Previous	Current
	26-Aug-2016	29-Aug-2016	Change	Change %	Previous Week
Open	0.9989	0.9857	-0.0132	-1.3%	0.9989
High	1.0040	0.9865	-0.0175	-1.7%	1.0055
Low	0.9857	0.9814	-0.0043	-0.4%	0.9857
Close	0.9863	0.9854	-0.0010	-0.1%	0.9863
Range	0.0184	0.0052	-0.0132	-71.9%	0.0198
ATR	0.0102	0.0098	-0.0004	-3.5%	0.0000
Volume	1,227	1,856	629	51.3%	4,028

Daily Pivots for day following 29-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9999	0.9978	0.9882
R3	0.9947	0.9926	0.9868
R2	0.9896	0.9896	0.9863
R1	0.9875	0.9875	0.9858	0.9859
PP	0.9844	0.9844	0.9844	0.9836
S1	0.9823	0.9823	0.9849	0.9808
S2	0.9793	0.9793	0.9844
S3	0.9741	0.9772	0.9839
S4	0.9690	0.9720	0.9825

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0519	1.0389	0.9972
R3	1.0321	1.0191	0.9917
R2	1.0123	1.0123	0.9899
R1	0.9993	0.9993	0.9881	0.9959
PP	0.9925	0.9925	0.9925	0.9908
S1	0.9795	0.9795	0.9845	0.9761
S2	0.9727	0.9727	0.9827
S3	0.9529	0.9597	0.9809
S4	0.9331	0.9399	0.9754

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0055	0.9814	0.0241	2.4%	0.0072	0.7%	17%	False	True	1,011
10	1.0098	0.9814	0.0284	2.9%	0.0085	0.9%	14%	False	True	941
20	1.0098	0.9778	0.0320	3.2%	0.0093	0.9%	24%	False	False	584
40	1.0098	0.9360	0.0738	7.5%	0.0113	1.1%	67%	False	False	496
60	1.0117	0.9345	0.0772	7.8%	0.0110	1.1%	66%	False	False	366
80	1.0117	0.9055	0.1062	10.8%	0.0092	0.9%	75%	False	False	284
100	1.0117	0.9035	0.1082	11.0%	0.0081	0.8%	76%	False	False	228
120	1.0117	0.8829	0.1288	13.1%	0.0071	0.7%	80%	False	False	191

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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0084
2.618	1.0000
1.618	0.9948
1.000	0.9917
0.618	0.9897
HIGH	0.9865
0.618	0.9845
0.500	0.9839
0.382	0.9833
LOW	0.9814
0.618	0.9782
1.000	0.9762
1.618	0.9730
2.618	0.9679
4.250	0.9595

Fisher Pivots for day following 29-Aug-2016
Pivot	1 day	3 day
R1	0.9849	0.9927
PP	0.9844	0.9902
S1	0.9839	0.9878

Download as Excel Spreadsheet

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

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