CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 07-Dec-2016

Day Change Summary
	Previous	Current
	06-Dec-2016	07-Dec-2016	Change	Change %	Previous Week
Open	0.8790	0.8772	-0.0018	-0.2%	0.8861
High	0.8814	0.8820	0.0007	0.1%	0.8987
Low	0.8761	0.8744	-0.0017	-0.2%	0.8713
Close	0.8768	0.8785	0.0017	0.2%	0.8799
Range	0.0053	0.0077	0.0024	44.3%	0.0275
ATR	0.0114	0.0112	-0.0003	-2.4%	0.0000
Volume	107,139	105,010	-2,129	-2.0%	917,681

Daily Pivots for day following 07-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9012	0.8975	0.8827
R3	0.8936	0.8899	0.8806
R2	0.8859	0.8859	0.8799
R1	0.8822	0.8822	0.8792	0.8841
PP	0.8783	0.8783	0.8783	0.8792
S1	0.8746	0.8746	0.8778	0.8764
S2	0.8706	0.8706	0.8771
S3	0.8630	0.8669	0.8764
S4	0.8553	0.8593	0.8743

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	0.8854	0.8713	0.0142	1.6%	0.0082	0.9%	51%	False	False	145,401
10	0.9028	0.8713	0.0316	3.6%	0.0116	1.3%	23%	False	False	169,785
20	0.9897	0.8713	0.1184	13.5%	0.0131	1.5%	6%	False	False	191,349
40	0.9897	0.8713	0.1184	13.5%	0.0106	1.2%	6%	False	False	151,754
60	1.0028	0.8713	0.1315	15.0%	0.0102	1.2%	6%	False	False	140,107
80	1.0098	0.8713	0.1385	15.8%	0.0102	1.2%	5%	False	False	107,402
100	1.0098	0.8713	0.1385	15.8%	0.0104	1.2%	5%	False	False	85,994
120	1.0117	0.8713	0.1404	16.0%	0.0110	1.2%	5%	False	False	71,699

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9145
2.618	0.9020
1.618	0.8944
1.000	0.8897
0.618	0.8867
HIGH	0.8820
0.618	0.8791
0.500	0.8782
0.382	0.8773
LOW	0.8744
0.618	0.8696
1.000	0.8667
1.618	0.8620
2.618	0.8543
4.250	0.8418

Fisher Pivots for day following 07-Dec-2016
Pivot	1 day	3 day
R1	0.8784	0.8785
PP	0.8783	0.8785
S1	0.8782	0.8785

Download as Excel Spreadsheet

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

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