CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 15-Nov-2016

Day Change Summary
	Previous	Current
	14-Nov-2016	15-Nov-2016	Change	Change %	Previous Week
Open	0.9373	0.9243	-0.0130	-1.4%	0.9644
High	0.9380	0.9289	-0.0091	-1.0%	0.9897
Low	0.9223	0.9155	-0.0068	-0.7%	0.9361
Close	0.9227	0.9157	-0.0070	-0.8%	0.9375
Range	0.0158	0.0134	-0.0024	-14.9%	0.0536
ATR	0.0118	0.0120	0.0001	0.9%	0.0000
Volume	184,552	161,063	-23,489	-12.7%	1,241,789

Daily Pivots for day following 15-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9602	0.9513	0.9230
R3	0.9468	0.9379	0.9193
R2	0.9334	0.9334	0.9181
R1	0.9245	0.9245	0.9169	0.9223
PP	0.9200	0.9200	0.9200	0.9189
S1	0.9111	0.9111	0.9144	0.9089
S2	0.9066	0.9066	0.9132
S3	0.8932	0.8977	0.9120
S4	0.8798	0.8843	0.9083

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1152	1.0800	0.9670
R3	1.0616	1.0264	0.9523
R2	1.0080	1.0080	0.9474
R1	0.9728	0.9728	0.9425	0.9636
PP	0.9544	0.9544	0.9544	0.9498
S1	0.9192	0.9192	0.9326	0.9100
S2	0.9008	0.9008	0.9277
S3	0.8472	0.8656	0.9228
S4	0.7936	0.8120	0.9081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9897	0.9155	0.0742	8.1%	0.0199	2.2%	0%	False	True	272,568
10	0.9897	0.9155	0.0742	8.1%	0.0139	1.5%	0%	False	True	198,154
20	0.9897	0.9155	0.0742	8.1%	0.0108	1.2%	0%	False	True	152,152
40	1.0028	0.9155	0.0873	9.5%	0.0101	1.1%	0%	False	True	138,311
60	1.0055	0.9155	0.0900	9.8%	0.0100	1.1%	0%	False	True	102,061
80	1.0098	0.9155	0.0943	10.3%	0.0104	1.1%	0%	False	True	76,662
100	1.0098	0.9155	0.0943	10.3%	0.0106	1.2%	0%	False	True	61,388
120	1.0117	0.9055	0.1062	11.6%	0.0105	1.1%	10%	False	False	51,176

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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9859
2.618	0.9640
1.618	0.9506
1.000	0.9423
0.618	0.9372
HIGH	0.9289
0.618	0.9238
0.500	0.9222
0.382	0.9206
LOW	0.9155
0.618	0.9072
1.000	0.9021
1.618	0.8938
2.618	0.8804
4.250	0.8586

Fisher Pivots for day following 15-Nov-2016
Pivot	1 day	3 day
R1	0.9222	0.9299
PP	0.9200	0.9251
S1	0.9178	0.9204

Download as Excel Spreadsheet

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

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