CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 03-Oct-2016

Day Change Summary
	Previous	Current
	30-Sep-2016	03-Oct-2016	Change	Change %	Previous Week
Open	0.9923	0.9903	-0.0019	-0.2%	0.9931
High	0.9957	0.9910	-0.0047	-0.5%	1.0027
Low	0.9850	0.9864	0.0014	0.1%	0.9849
Close	0.9891	0.9874	-0.0017	-0.2%	0.9891
Range	0.0107	0.0047	-0.0061	-56.5%	0.0178
ATR	0.0100	0.0097	-0.0004	-3.8%	0.0000
Volume	144,728	83,079	-61,649	-42.6%	614,654

Daily Pivots for day following 03-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0022	0.9995	0.9900
R3	0.9976	0.9948	0.9887
R2	0.9929	0.9929	0.9883
R1	0.9902	0.9902	0.9878	0.9892
PP	0.9883	0.9883	0.9883	0.9878
S1	0.9855	0.9855	0.9870	0.9846
S2	0.9836	0.9836	0.9865
S3	0.9790	0.9809	0.9861
S4	0.9743	0.9762	0.9848

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0456	1.0351	0.9988
R3	1.0278	1.0173	0.9939
R2	1.0100	1.0100	0.9923
R1	0.9995	0.9995	0.9907	0.9959
PP	0.9922	0.9922	0.9922	0.9904
S1	0.9817	0.9817	0.9874	0.9781
S2	0.9744	0.9744	0.9858
S3	0.9566	0.9639	0.9842
S4	0.9388	0.9461	0.9793

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0027	0.9849	0.0178	1.8%	0.0083	0.8%	14%	False	False	120,688
10	1.0028	0.9765	0.0263	2.7%	0.0093	0.9%	42%	False	False	122,667
20	1.0028	0.9645	0.0383	3.9%	0.0102	1.0%	60%	False	False	86,401
40	1.0098	0.9630	0.0468	4.7%	0.0096	1.0%	52%	False	False	43,799
60	1.0098	0.9360	0.0738	7.5%	0.0110	1.1%	70%	False	False	29,334
80	1.0117	0.9360	0.0757	7.7%	0.0110	1.1%	68%	False	False	22,036
100	1.0117	0.9055	0.1062	10.8%	0.0097	1.0%	77%	False	False	17,638
120	1.0117	0.9035	0.1082	11.0%	0.0088	0.9%	78%	False	False	14,699

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1.0108
2.618	1.0032
1.618	0.9985
1.000	0.9957
0.618	0.9939
HIGH	0.9910
0.618	0.9892
0.500	0.9887
0.382	0.9881
LOW	0.9864
0.618	0.9835
1.000	0.9817
1.618	0.9788
2.618	0.9742
4.250	0.9666

Fisher Pivots for day following 03-Oct-2016
Pivot	1 day	3 day
R1	0.9887	0.9906
PP	0.9883	0.9896
S1	0.9878	0.9885

Download as Excel Spreadsheet

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

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