CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 08-Dec-2016

Day Change Summary
	Previous	Current
	07-Dec-2016	08-Dec-2016	Change	Change %	Previous Week
Open	0.8772	0.8801	0.0029	0.3%	0.8861
High	0.8820	0.8843	0.0023	0.3%	0.8987
Low	0.8744	0.8743	-0.0001	0.0%	0.8713
Close	0.8785	0.8771	-0.0014	-0.2%	0.8799
Range	0.0077	0.0100	0.0024	30.7%	0.0275
ATR	0.0112	0.0111	-0.0001	-0.7%	0.0000
Volume	105,010	171,577	66,567	63.4%	917,681

Daily Pivots for day following 08-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9086	0.9028	0.8826
R3	0.8986	0.8928	0.8799
R2	0.8886	0.8886	0.8789
R1	0.8828	0.8828	0.8780	0.8807
PP	0.8786	0.8786	0.8786	0.8775
S1	0.8728	0.8728	0.8762	0.8707
S2	0.8686	0.8686	0.8753
S3	0.8586	0.8628	0.8744
S4	0.8486	0.8528	0.8716

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	0.8716	0.0138	1.6%	0.0087	1.0%	40%	False	False	144,839
10	0.8987	0.8713	0.0275	3.1%	0.0109	1.2%	21%	False	False	170,542
20	0.9539	0.8713	0.0827	9.4%	0.0114	1.3%	7%	False	False	170,877
40	0.9897	0.8713	0.1184	13.5%	0.0105	1.2%	5%	False	False	153,115
60	1.0028	0.8713	0.1315	15.0%	0.0102	1.2%	4%	False	False	141,565
80	1.0085	0.8713	0.1372	15.6%	0.0101	1.1%	4%	False	False	109,536
100	1.0098	0.8713	0.1385	15.8%	0.0105	1.2%	4%	False	False	87,708
120	1.0117	0.8713	0.1404	16.0%	0.0110	1.3%	4%	False	False	73,129

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9268
2.618	0.9105
1.618	0.9005
1.000	0.8943
0.618	0.8905
HIGH	0.8843
0.618	0.8805
0.500	0.8793
0.382	0.8781
LOW	0.8743
0.618	0.8681
1.000	0.8643
1.618	0.8581
2.618	0.8481
4.250	0.8318

Fisher Pivots for day following 08-Dec-2016
Pivot	1 day	3 day
R1	0.8793	0.8793
PP	0.8786	0.8786
S1	0.8778	0.8778

Download as Excel Spreadsheet

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

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