CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 18-Oct-2016

Day Change Summary
	Previous	Current
	17-Oct-2016	18-Oct-2016	Change	Change %	Previous Week
Open	0.9606	0.9643	0.0037	0.4%	0.9725
High	0.9655	0.9666	0.0011	0.1%	0.9752
Low	0.9602	0.9617	0.0015	0.2%	0.9578
Close	0.9649	0.9647	-0.0003	0.0%	0.9622
Range	0.0053	0.0050	-0.0004	-7.5%	0.0175
ATR	0.0096	0.0092	-0.0003	-3.5%	0.0000
Volume	98,816	86,083	-12,733	-12.9%	566,654

Daily Pivots for day following 18-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9792	0.9769	0.9674
R3	0.9742	0.9719	0.9660
R2	0.9693	0.9693	0.9656
R1	0.9670	0.9670	0.9651	0.9681
PP	0.9643	0.9643	0.9643	0.9649
S1	0.9620	0.9620	0.9642	0.9632
S2	0.9594	0.9594	0.9637
S3	0.9544	0.9571	0.9633
S4	0.9495	0.9521	0.9619

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0175	1.0073	0.9718
R3	1.0000	0.9898	0.9670
R2	0.9825	0.9825	0.9654
R1	0.9723	0.9723	0.9638	0.9687
PP	0.9650	0.9650	0.9650	0.9632
S1	0.9549	0.9549	0.9605	0.9512
S2	0.9476	0.9476	0.9589
S3	0.9301	0.9374	0.9573
S4	0.9126	0.9199	0.9525

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9706	0.9578	0.0128	1.3%	0.0084	0.9%	54%	False	False	112,593
10	0.9767	0.9578	0.0189	2.0%	0.0088	0.9%	37%	False	False	117,715
20	1.0028	0.9578	0.0450	4.7%	0.0095	1.0%	15%	False	False	124,470
40	1.0055	0.9578	0.0477	4.9%	0.0096	1.0%	14%	False	False	77,016
60	1.0098	0.9445	0.0653	6.8%	0.0102	1.1%	31%	False	False	51,499
80	1.0098	0.9360	0.0738	7.6%	0.0105	1.1%	39%	False	False	38,697
100	1.0117	0.9055	0.1062	11.0%	0.0105	1.1%	56%	False	False	30,981
120	1.0117	0.9055	0.1062	11.0%	0.0092	1.0%	56%	False	False	25,820

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9876
2.618	0.9796
1.618	0.9746
1.000	0.9716
0.618	0.9697
HIGH	0.9666
0.618	0.9647
0.500	0.9641
0.382	0.9635
LOW	0.9617
0.618	0.9586
1.000	0.9567
1.618	0.9536
2.618	0.9487
4.250	0.9406

Fisher Pivots for day following 18-Oct-2016
Pivot	1 day	3 day
R1	0.9645	0.9642
PP	0.9643	0.9637
S1	0.9641	0.9633

Download as Excel Spreadsheet

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

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