CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 06-Dec-2016

Day Change Summary
	Previous	Current
	05-Dec-2016	06-Dec-2016	Change	Change %	Previous Week
Open	0.8844	0.8790	-0.0054	-0.6%	0.8861
High	0.8854	0.8814	-0.0041	-0.5%	0.8987
Low	0.8716	0.8761	0.0045	0.5%	0.8713
Close	0.8794	0.8768	-0.0026	-0.3%	0.8799
Range	0.0138	0.0053	-0.0085	-61.6%	0.0275
ATR	0.0119	0.0114	-0.0005	-4.0%	0.0000
Volume	174,820	107,139	-67,681	-38.7%	917,681

Daily Pivots for day following 06-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8940	0.8907	0.8797
R3	0.8887	0.8854	0.8783
R2	0.8834	0.8834	0.8778
R1	0.8801	0.8801	0.8773	0.8791
PP	0.8781	0.8781	0.8781	0.8776
S1	0.8748	0.8748	0.8763	0.8738
S2	0.8728	0.8728	0.8758
S3	0.8675	0.8695	0.8753
S4	0.8622	0.8642	0.8739

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	0.8930	0.8713	0.0218	2.5%	0.0106	1.2%	26%	False	False	166,297
10	0.9077	0.8713	0.0364	4.2%	0.0117	1.3%	15%	False	False	174,098
20	0.9897	0.8713	0.1184	13.5%	0.0132	1.5%	5%	False	False	191,543
40	0.9897	0.8713	0.1184	13.5%	0.0106	1.2%	5%	False	False	152,177
60	1.0028	0.8713	0.1315	15.0%	0.0103	1.2%	4%	False	False	139,391
80	1.0098	0.8713	0.1385	15.8%	0.0101	1.2%	4%	False	False	106,093
100	1.0098	0.8713	0.1385	15.8%	0.0105	1.2%	4%	False	False	84,945
120	1.0117	0.8713	0.1404	16.0%	0.0110	1.2%	4%	False	False	70,825

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.9039
2.618	0.8952
1.618	0.8899
1.000	0.8867
0.618	0.8846
HIGH	0.8814
0.618	0.8793
0.500	0.8787
0.382	0.8781
LOW	0.8761
0.618	0.8728
1.000	0.8708
1.618	0.8675
2.618	0.8622
4.250	0.8535

Fisher Pivots for day following 06-Dec-2016
Pivot	1 day	3 day
R1	0.8787	0.8785
PP	0.8781	0.8779
S1	0.8774	0.8774

Download as Excel Spreadsheet

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

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