CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 02-Dec-2016

Day Change Summary
	Previous	Current
	01-Dec-2016	02-Dec-2016	Change	Change %	Previous Week
Open	0.8745	0.8763	0.0018	0.2%	0.8861
High	0.8789	0.8828	0.0039	0.4%	0.8987
Low	0.8713	0.8760	0.0047	0.5%	0.8713
Close	0.8774	0.8799	0.0025	0.3%	0.8799
Range	0.0077	0.0068	-0.0009	-11.1%	0.0275
ATR	0.0121	0.0118	-0.0004	-3.1%	0.0000
Volume	174,389	165,650	-8,739	-5.0%	917,681

Daily Pivots for day following 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8999	0.8967	0.8836
R3	0.8931	0.8899	0.8818
R2	0.8863	0.8863	0.8811
R1	0.8831	0.8831	0.8805	0.8847
PP	0.8795	0.8795	0.8795	0.8803
S1	0.8763	0.8763	0.8793	0.8779
S2	0.8727	0.8727	0.8787
S3	0.8659	0.8695	0.8780
S4	0.8591	0.8627	0.8762

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9656	0.9502	0.8950
R3	0.9382	0.9228	0.8874
R2	0.9107	0.9107	0.8849
R1	0.8953	0.8953	0.8824	0.8893
PP	0.8833	0.8833	0.8833	0.8803
S1	0.8679	0.8679	0.8774	0.8619
S2	0.8558	0.8558	0.8749
S3	0.8284	0.8404	0.8724
S4	0.8009	0.8130	0.8648

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8987	0.8713	0.0275	3.1%	0.0121	1.4%	32%	False	False	183,536
10	0.9116	0.8713	0.0403	4.6%	0.0115	1.3%	21%	False	False	177,901
20	0.9897	0.8713	0.1184	13.5%	0.0128	1.5%	7%	False	False	189,444
40	0.9897	0.8713	0.1184	13.5%	0.0106	1.2%	7%	False	False	151,121
60	1.0028	0.8713	0.1315	14.9%	0.0103	1.2%	7%	False	False	135,728
80	1.0098	0.8713	0.1385	15.7%	0.0102	1.2%	6%	False	False	102,575
100	1.0098	0.8713	0.1385	15.7%	0.0106	1.2%	6%	False	False	82,136
120	1.0117	0.8713	0.1404	16.0%	0.0110	1.3%	6%	False	False	68,477

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0024
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.9117
2.618	0.9006
1.618	0.8938
1.000	0.8896
0.618	0.8870
HIGH	0.8828
0.618	0.8802
0.500	0.8794
0.382	0.8785
LOW	0.8760
0.618	0.8717
1.000	0.8692
1.618	0.8649
2.618	0.8581
4.250	0.8471

Fisher Pivots for day following 02-Dec-2016
Pivot	1 day	3 day
R1	0.8797	0.8821
PP	0.8795	0.8814
S1	0.8794	0.8806

Download as Excel Spreadsheet

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

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