CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 30-Nov-2016

Day Change Summary
	Previous	Current
	29-Nov-2016	30-Nov-2016	Change	Change %	Previous Week
Open	0.8947	0.8896	-0.0051	-0.6%	0.9023
High	0.8965	0.8930	-0.0035	-0.4%	0.9077
Low	0.8829	0.8736	-0.0094	-1.1%	0.8786
Close	0.8911	0.8754	-0.0158	-1.8%	0.8841
Range	0.0136	0.0195	0.0059	43.5%	0.0291
ATR	0.0119	0.0125	0.0005	4.5%	0.0000
Volume	171,297	209,488	38,191	22.3%	691,472

Daily Pivots for day following 30-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9390	0.9266	0.8860
R3	0.9195	0.9072	0.8807
R2	0.9001	0.9001	0.8789
R1	0.8877	0.8877	0.8771	0.8842
PP	0.8806	0.8806	0.8806	0.8789
S1	0.8683	0.8683	0.8736	0.8647
S2	0.8612	0.8612	0.8718
S3	0.8417	0.8488	0.8700
S4	0.8223	0.8294	0.8647

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	0.9028	0.8736	0.0293	3.3%	0.0149	1.7%	6%	False	True	194,169
10	0.9221	0.8736	0.0485	5.5%	0.0122	1.4%	4%	False	True	173,715
20	0.9897	0.8736	0.1161	13.3%	0.0131	1.5%	2%	False	True	185,934
40	0.9897	0.8736	0.1161	13.3%	0.0107	1.2%	2%	False	True	148,933
60	1.0028	0.8736	0.1292	14.8%	0.0104	1.2%	1%	False	True	130,563
80	1.0098	0.8736	0.1362	15.6%	0.0102	1.2%	1%	False	True	98,331
100	1.0098	0.8736	0.1362	15.6%	0.0108	1.2%	1%	False	True	78,744
120	1.0117	0.8736	0.1381	15.8%	0.0110	1.3%	1%	False	True	65,646

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9757
2.618	0.9439
1.618	0.9245
1.000	0.9125
0.618	0.9050
HIGH	0.8930
0.618	0.8856
0.500	0.8833
0.382	0.8810
LOW	0.8736
0.618	0.8615
1.000	0.8541
1.618	0.8421
2.618	0.8226
4.250	0.7909

Fisher Pivots for day following 30-Nov-2016
Pivot	1 day	3 day
R1	0.8833	0.8861
PP	0.8806	0.8825
S1	0.8780	0.8789

Download as Excel Spreadsheet

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

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