CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 22-Nov-2016

Day Change Summary
	Previous	Current
	21-Nov-2016	22-Nov-2016	Change	Change %	Previous Week
Open	0.9023	0.9032	0.0009	0.1%	0.9373
High	0.9062	0.9077	0.0015	0.2%	0.9380
Low	0.8987	0.8987	0.0000	0.0%	0.9018
Close	0.9006	0.9005	-0.0001	0.0%	0.9047
Range	0.0075	0.0089	0.0015	19.5%	0.0362
ATR	0.0114	0.0112	-0.0002	-1.6%	0.0000
Volume	150,129	148,136	-1,993	-1.3%	813,652

Daily Pivots for day following 22-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9290	0.9237	0.9054
R3	0.9201	0.9148	0.9029
R2	0.9112	0.9112	0.9021
R1	0.9059	0.9059	0.9013	0.9041
PP	0.9023	0.9023	0.9023	0.9014
S1	0.8969	0.8969	0.8997	0.8952
S2	0.8934	0.8934	0.8989
S3	0.8845	0.8880	0.8981
S4	0.8756	0.8791	0.8956

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0234	1.0003	0.9246
R3	0.9872	0.9641	0.9147
R2	0.9510	0.9510	0.9113
R1	0.9279	0.9279	0.9080	0.9214
PP	0.9148	0.9148	0.9148	0.9116
S1	0.8917	0.8917	0.9014	0.8852
S2	0.8786	0.8786	0.8981
S3	0.8424	0.8555	0.8947
S4	0.8062	0.8193	0.8848

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9221	0.8987	0.0234	2.6%	0.0096	1.1%	8%	False	False	153,260
10	0.9897	0.8987	0.0910	10.1%	0.0147	1.6%	2%	False	False	212,914
20	0.9897	0.8987	0.0910	10.1%	0.0116	1.3%	2%	False	False	166,552
40	1.0010	0.8987	0.1023	11.4%	0.0100	1.1%	2%	False	False	140,452
60	1.0028	0.8987	0.1041	11.6%	0.0102	1.1%	2%	False	False	114,749
80	1.0098	0.8987	0.1111	12.3%	0.0100	1.1%	2%	False	False	86,208
100	1.0098	0.8987	0.1111	12.3%	0.0106	1.2%	2%	False	False	69,048
120	1.0117	0.8987	0.1130	12.5%	0.0106	1.2%	2%	False	False	57,557

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9455
2.618	0.9310
1.618	0.9221
1.000	0.9166
0.618	0.9132
HIGH	0.9077
0.618	0.9043
0.500	0.9032
0.382	0.9021
LOW	0.8987
0.618	0.8932
1.000	0.8898
1.618	0.8843
2.618	0.8754
4.250	0.8609

Fisher Pivots for day following 22-Nov-2016
Pivot	1 day	3 day
R1	0.9032	0.9051
PP	0.9023	0.9036
S1	0.9014	0.9020

Download as Excel Spreadsheet

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

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