CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 19-Sep-2016

Day Change Summary
	Previous	Current
	16-Sep-2016	19-Sep-2016	Change	Change %	Previous Week
Open	0.9837	0.9818	-0.0020	-0.2%	0.9789
High	0.9871	0.9885	0.0015	0.1%	0.9901
Low	0.9799	0.9803	0.0004	0.0%	0.9716
Close	0.9802	0.9862	0.0060	0.6%	0.9802
Range	0.0072	0.0082	0.0010	13.9%	0.0186
ATR	0.0105	0.0103	-0.0002	-1.5%	0.0000
Volume	100,892	80,855	-20,037	-19.9%	367,658

Daily Pivots for day following 19-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0096	1.0061	0.9907
R3	1.0014	0.9979	0.9884
R2	0.9932	0.9932	0.9877
R1	0.9897	0.9897	0.9869	0.9914
PP	0.9850	0.9850	0.9850	0.9859
S1	0.9815	0.9815	0.9854	0.9832
S2	0.9768	0.9768	0.9846
S3	0.9686	0.9733	0.9839
S4	0.9604	0.9651	0.9816

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0363	1.0268	0.9904
R3	1.0177	1.0082	0.9853
R2	0.9992	0.9992	0.9836
R1	0.9897	0.9897	0.9819	0.9944
PP	0.9806	0.9806	0.9806	0.9830
S1	0.9711	0.9711	0.9784	0.9759
S2	0.9621	0.9621	0.9767
S3	0.9435	0.9526	0.9750
S4	0.9250	0.9340	0.9699

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9901	0.9716	0.0186	1.9%	0.0097	1.0%	79%	False	False	80,020
10	0.9924	0.9645	0.0279	2.8%	0.0111	1.1%	78%	False	False	50,136
20	1.0055	0.9630	0.0425	4.3%	0.0098	1.0%	55%	False	False	26,015
40	1.0098	0.9427	0.0671	6.8%	0.0107	1.1%	65%	False	False	13,228
60	1.0117	0.9360	0.0757	7.7%	0.0118	1.2%	66%	False	False	8,923
80	1.0117	0.9055	0.1062	10.8%	0.0107	1.1%	76%	False	False	6,712
100	1.0117	0.9043	0.1074	10.9%	0.0094	1.0%	76%	False	False	5,372
120	1.0117	0.8971	0.1146	11.6%	0.0082	0.8%	78%	False	False	4,477

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0234
2.618	1.0100
1.618	1.0018
1.000	0.9967
0.618	0.9936
HIGH	0.9885
0.618	0.9854
0.500	0.9844
0.382	0.9834
LOW	0.9803
0.618	0.9752
1.000	0.9721
1.618	0.9670
2.618	0.9588
4.250	0.9454

Fisher Pivots for day following 19-Sep-2016
Pivot	1 day	3 day
R1	0.9856	0.9850
PP	0.9850	0.9839
S1	0.9844	0.9828

Download as Excel Spreadsheet

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

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