CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 10-Oct-2016

Day Change Summary
	Previous	Current
	07-Oct-2016	10-Oct-2016	Change	Change %	Previous Week
Open	0.9640	0.9725	0.0085	0.9%	0.9903
High	0.9748	0.9752	0.0005	0.1%	0.9910
Low	0.9638	0.9660	0.0022	0.2%	0.9624
Close	0.9727	0.9670	-0.0058	-0.6%	0.9727
Range	0.0110	0.0093	-0.0017	-15.1%	0.0286
ATR	0.0099	0.0099	0.0000	-0.4%	0.0000
Volume	173,094	66,637	-106,457	-61.5%	666,040

Daily Pivots for day following 10-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9973	0.9914	0.9721
R3	0.9880	0.9821	0.9695
R2	0.9787	0.9787	0.9687
R1	0.9728	0.9728	0.9678	0.9711
PP	0.9694	0.9694	0.9694	0.9685
S1	0.9635	0.9635	0.9661	0.9618
S2	0.9601	0.9601	0.9652
S3	0.9508	0.9542	0.9644
S4	0.9415	0.9449	0.9618

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0612	1.0456	0.9885
R3	1.0326	1.0170	0.9806
R2	1.0040	1.0040	0.9780
R1	0.9884	0.9884	0.9754	0.9819
PP	0.9754	0.9754	0.9754	0.9721
S1	0.9598	0.9598	0.9701	0.9533
S2	0.9468	0.9468	0.9675
S3	0.9182	0.9312	0.9649
S4	0.8896	0.9026	0.9570

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9871	0.9624	0.0247	2.6%	0.0101	1.0%	18%	False	False	129,919
10	1.0027	0.9624	0.0403	4.2%	0.0092	1.0%	11%	False	False	125,304
20	1.0028	0.9624	0.0404	4.2%	0.0096	1.0%	11%	False	False	113,818
40	1.0098	0.9624	0.0474	4.9%	0.0097	1.0%	10%	False	False	60,008
60	1.0098	0.9360	0.0738	7.6%	0.0104	1.1%	42%	False	False	40,123
80	1.0117	0.9360	0.0757	7.8%	0.0111	1.2%	41%	False	False	30,148
100	1.0117	0.9055	0.1062	11.0%	0.0100	1.0%	58%	False	False	24,134
120	1.0117	0.9035	0.1082	11.2%	0.0091	0.9%	59%	False	False	20,112

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0148
2.618	0.9996
1.618	0.9903
1.000	0.9845
0.618	0.9810
HIGH	0.9752
0.618	0.9717
0.500	0.9706
0.382	0.9695
LOW	0.9660
0.618	0.9602
1.000	0.9567
1.618	0.9509
2.618	0.9416
4.250	0.9264

Fisher Pivots for day following 10-Oct-2016
Pivot	1 day	3 day
R1	0.9706	0.9688
PP	0.9694	0.9682
S1	0.9682	0.9676

Download as Excel Spreadsheet

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

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