CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 23-Sep-2016

Day Change Summary
	Previous	Current
	22-Sep-2016	23-Sep-2016	Change	Change %	Previous Week
Open	0.9992	0.9959	-0.0034	-0.3%	0.9818
High	1.0028	0.9968	-0.0060	-0.6%	1.0028
Low	0.9944	0.9913	-0.0031	-0.3%	0.9765
Close	0.9946	0.9928	-0.0018	-0.2%	0.9928
Range	0.0084	0.0055	-0.0029	-33.9%	0.0263
ATR	0.0108	0.0104	-0.0004	-3.5%	0.0000
Volume	99,984	102,299	2,315	2.3%	609,792

Daily Pivots for day following 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0103	1.0071	0.9959
R3	1.0047	1.0015	0.9943
R2	0.9992	0.9992	0.9938
R1	0.9960	0.9960	0.9933	0.9948
PP	0.9936	0.9936	0.9936	0.9930
S1	0.9904	0.9904	0.9923	0.9893
S2	0.9881	0.9881	0.9918
S3	0.9825	0.9849	0.9913
S4	0.9770	0.9793	0.9897

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0696	1.0575	1.0073
R3	1.0433	1.0312	1.0000
R2	1.0170	1.0170	0.9976
R1	1.0049	1.0049	0.9952	1.0109
PP	0.9907	0.9907	0.9907	0.9937
S1	0.9786	0.9786	0.9904	0.9846
S2	0.9644	0.9644	0.9880
S3	0.9381	0.9523	0.9856
S4	0.9118	0.9260	0.9783

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0028	0.9765	0.0263	2.6%	0.0103	1.0%	62%	False	False	121,958
10	1.0028	0.9716	0.0312	3.1%	0.0102	1.0%	68%	False	False	97,745
20	1.0040	0.9630	0.0410	4.1%	0.0110	1.1%	73%	False	False	52,321
40	1.0098	0.9530	0.0568	5.7%	0.0105	1.1%	70%	False	False	26,411
60	1.0098	0.9360	0.0738	7.4%	0.0110	1.1%	77%	False	False	17,723
80	1.0117	0.9199	0.0918	9.2%	0.0110	1.1%	79%	False	False	13,320
100	1.0117	0.9055	0.1062	10.7%	0.0094	0.9%	82%	False	False	10,661
120	1.0117	0.9035	0.1082	10.9%	0.0085	0.9%	83%	False	False	8,885

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	0.0034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0204
2.618	1.0113
1.618	1.0058
1.000	1.0023
0.618	1.0002
HIGH	0.9968
0.618	0.9947
0.500	0.9940
0.382	0.9934
LOW	0.9913
0.618	0.9878
1.000	0.9857
1.618	0.9823
2.618	0.9767
4.250	0.9677

Fisher Pivots for day following 23-Sep-2016
Pivot	1 day	3 day
R1	0.9940	0.9917
PP	0.9936	0.9907
S1	0.9932	0.9896

Download as Excel Spreadsheet

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

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