CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 17-Nov-2016

Day Change Summary
	Previous	Current
	16-Nov-2016	17-Nov-2016	Change	Change %	Previous Week
Open	0.9181	0.9191	0.0010	0.1%	0.9644
High	0.9202	0.9221	0.0019	0.2%	0.9897
Low	0.9120	0.9084	-0.0037	-0.4%	0.9361
Close	0.9171	0.9108	-0.0063	-0.7%	0.9375
Range	0.0081	0.0137	0.0056	69.1%	0.0536
ATR	0.0117	0.0118	0.0001	1.2%	0.0000
Volume	141,040	157,139	16,099	11.4%	1,241,789

Daily Pivots for day following 17-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9548	0.9465	0.9183
R3	0.9411	0.9328	0.9145
R2	0.9274	0.9274	0.9133
R1	0.9191	0.9191	0.9120	0.9164
PP	0.9137	0.9137	0.9137	0.9124
S1	0.9054	0.9054	0.9095	0.9027
S2	0.9000	0.9000	0.9082
S3	0.8863	0.8917	0.9070
S4	0.8726	0.8780	0.9032

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	0.9442	0.9084	0.0359	3.9%	0.0118	1.3%	7%	False	True	160,394
10	0.9897	0.9084	0.0813	8.9%	0.0142	1.6%	3%	False	True	200,988
20	0.9897	0.9084	0.0813	8.9%	0.0112	1.2%	3%	False	True	158,081
40	1.0027	0.9084	0.0943	10.4%	0.0099	1.1%	3%	False	True	136,894
60	1.0040	0.9084	0.0957	10.5%	0.0102	1.1%	3%	False	True	107,008
80	1.0098	0.9084	0.1014	11.1%	0.0102	1.1%	2%	False	True	80,376
100	1.0098	0.9084	0.1014	11.1%	0.0106	1.2%	2%	False	True	64,369
120	1.0117	0.9084	0.1033	11.3%	0.0107	1.2%	2%	False	True	53,659

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9803
2.618	0.9579
1.618	0.9442
1.000	0.9358
0.618	0.9305
HIGH	0.9221
0.618	0.9168
0.500	0.9152
0.382	0.9136
LOW	0.9084
0.618	0.8999
1.000	0.8947
1.618	0.8862
2.618	0.8725
4.250	0.8501

Fisher Pivots for day following 17-Nov-2016
Pivot	1 day	3 day
R1	0.9152	0.9186
PP	0.9137	0.9160
S1	0.9122	0.9134

Download as Excel Spreadsheet

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

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