CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 25-Nov-2016

Day Change Summary
	Previous	Current
	23-Nov-2016	25-Nov-2016	Change	Change %	Previous Week
Open	0.9005	0.8891	-0.0115	-1.3%	0.9023
High	0.9028	0.8903	-0.0125	-1.4%	0.9077
Low	0.8859	0.8786	-0.0073	-0.8%	0.8786
Close	0.8889	0.8841	-0.0048	-0.5%	0.8841
Range	0.0169	0.0117	-0.0052	-30.8%	0.0291
ATR	0.0116	0.0116	0.0000	0.1%	0.0000
Volume	164,012	229,195	65,183	39.7%	691,472

Daily Pivots for day following 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9194	0.9135	0.8905
R3	0.9077	0.9018	0.8873
R2	0.8960	0.8960	0.8862
R1	0.8901	0.8901	0.8852	0.8872
PP	0.8843	0.8843	0.8843	0.8829
S1	0.8784	0.8784	0.8830	0.8755
S2	0.8726	0.8726	0.8820
S3	0.8609	0.8667	0.8809
S4	0.8492	0.8550	0.8777

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9773	0.9597	0.9001
R3	0.9482	0.9307	0.8921
R2	0.9192	0.9192	0.8894
R1	0.9016	0.9016	0.8868	0.8959
PP	0.8901	0.8901	0.8901	0.8872
S1	0.8726	0.8726	0.8814	0.8668
S2	0.8611	0.8611	0.8788
S3	0.8320	0.8435	0.8761
S4	0.8030	0.8145	0.8681

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9116	0.8786	0.0330	3.7%	0.0109	1.2%	17%	False	True	172,266
10	0.9442	0.8786	0.0656	7.4%	0.0114	1.3%	8%	False	True	166,330
20	0.9897	0.8786	0.1111	12.6%	0.0122	1.4%	5%	False	True	176,185
40	0.9957	0.8786	0.1171	13.2%	0.0102	1.2%	5%	False	True	144,121
60	1.0028	0.8786	0.1242	14.0%	0.0103	1.2%	4%	False	True	121,223
80	1.0098	0.8786	0.1312	14.8%	0.0100	1.1%	4%	False	True	91,118
100	1.0098	0.8786	0.1312	14.8%	0.0107	1.2%	4%	False	True	72,977
120	1.0117	0.8786	0.1331	15.0%	0.0108	1.2%	4%	False	True	60,833

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	0.9400
2.618	0.9209
1.618	0.9092
1.000	0.9020
0.618	0.8975
HIGH	0.8903
0.618	0.8858
0.500	0.8845
0.382	0.8831
LOW	0.8786
0.618	0.8714
1.000	0.8669
1.618	0.8597
2.618	0.8480
4.250	0.8289

Fisher Pivots for day following 25-Nov-2016
Pivot	1 day	3 day
R1	0.8845	0.8931
PP	0.8843	0.8901
S1	0.8842	0.8871

Download as Excel Spreadsheet

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

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