CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 05-Dec-2016

Day Change Summary
	Previous	Current
	02-Dec-2016	05-Dec-2016	Change	Change %	Previous Week
Open	0.8763	0.8844	0.0081	0.9%	0.8861
High	0.8828	0.8854	0.0027	0.3%	0.8987
Low	0.8760	0.8716	-0.0044	-0.5%	0.8713
Close	0.8799	0.8794	-0.0005	-0.1%	0.8799
Range	0.0068	0.0138	0.0070	102.9%	0.0275
ATR	0.0118	0.0119	0.0001	1.2%	0.0000
Volume	165,650	174,820	9,170	5.5%	917,681

Daily Pivots for day following 05-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9202	0.9136	0.8870
R3	0.9064	0.8998	0.8832
R2	0.8926	0.8926	0.8819
R1	0.8860	0.8860	0.8807	0.8824
PP	0.8788	0.8788	0.8788	0.8770
S1	0.8722	0.8722	0.8781	0.8686
S2	0.8650	0.8650	0.8769
S3	0.8512	0.8584	0.8756
S4	0.8374	0.8446	0.8718

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	0.8965	0.8713	0.0252	2.9%	0.0123	1.4%	32%	False	False	179,128
10	0.9077	0.8713	0.0364	4.1%	0.0119	1.4%	22%	False	False	178,397
20	0.9897	0.8713	0.1184	13.5%	0.0133	1.5%	7%	False	False	191,970
40	0.9897	0.8713	0.1184	13.5%	0.0107	1.2%	7%	False	False	151,165
60	1.0028	0.8713	0.1315	15.0%	0.0103	1.2%	6%	False	False	138,412
80	1.0098	0.8713	0.1385	15.7%	0.0102	1.2%	6%	False	False	104,759
100	1.0098	0.8713	0.1385	15.7%	0.0106	1.2%	6%	False	False	83,876
120	1.0117	0.8713	0.1404	16.0%	0.0111	1.3%	6%	False	False	69,934

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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9441
2.618	0.9215
1.618	0.9077
1.000	0.8992
0.618	0.8939
HIGH	0.8854
0.618	0.8801
0.500	0.8785
0.382	0.8769
LOW	0.8716
0.618	0.8631
1.000	0.8578
1.618	0.8493
2.618	0.8355
4.250	0.8130

Fisher Pivots for day following 05-Dec-2016
Pivot	1 day	3 day
R1	0.8791	0.8790
PP	0.8788	0.8787
S1	0.8785	0.8783

Download as Excel Spreadsheet

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

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