CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 09-Dec-2016

Day Change Summary
	Previous	Current
	08-Dec-2016	09-Dec-2016	Change	Change %	Previous Week
Open	0.8801	0.8766	-0.0035	-0.4%	0.8844
High	0.8843	0.8773	-0.0071	-0.8%	0.8854
Low	0.8743	0.8666	-0.0077	-0.9%	0.8666
Close	0.8771	0.8682	-0.0090	-1.0%	0.8682
Range	0.0100	0.0107	0.0007	6.5%	0.0188
ATR	0.0111	0.0110	0.0000	-0.3%	0.0000
Volume	171,577	145,330	-26,247	-15.3%	703,876

Daily Pivots for day following 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9026	0.8960	0.8740
R3	0.8920	0.8854	0.8711
R2	0.8813	0.8813	0.8701
R1	0.8747	0.8747	0.8691	0.8727
PP	0.8707	0.8707	0.8707	0.8697
S1	0.8641	0.8641	0.8672	0.8621
S2	0.8600	0.8600	0.8662
S3	0.8494	0.8534	0.8652
S4	0.8387	0.8428	0.8623

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9298	0.9178	0.8785
R3	0.9110	0.8990	0.8733
R2	0.8922	0.8922	0.8716
R1	0.8802	0.8802	0.8699	0.8768
PP	0.8734	0.8734	0.8734	0.8717
S1	0.8614	0.8614	0.8664	0.8580
S2	0.8546	0.8546	0.8647
S3	0.8358	0.8426	0.8630
S4	0.8170	0.8238	0.8578

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8854	0.8666	0.0188	2.2%	0.0095	1.1%	8%	False	True	140,775
10	0.8987	0.8666	0.0321	3.7%	0.0108	1.2%	5%	False	True	162,155
20	0.9442	0.8666	0.0776	8.9%	0.0111	1.3%	2%	False	True	164,243
40	0.9897	0.8666	0.1231	14.2%	0.0105	1.2%	1%	False	True	153,380
60	1.0028	0.8666	0.1362	15.7%	0.0102	1.2%	1%	False	True	142,783
80	1.0085	0.8666	0.1419	16.3%	0.0101	1.2%	1%	False	True	111,336
100	1.0098	0.8666	0.1432	16.5%	0.0105	1.2%	1%	False	True	89,156
120	1.0117	0.8666	0.1451	16.7%	0.0110	1.3%	1%	False	True	74,339

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9225
2.618	0.9051
1.618	0.8945
1.000	0.8879
0.618	0.8838
HIGH	0.8773
0.618	0.8732
0.500	0.8719
0.382	0.8707
LOW	0.8666
0.618	0.8600
1.000	0.8560
1.618	0.8494
2.618	0.8387
4.250	0.8213

Fisher Pivots for day following 09-Dec-2016
Pivot	1 day	3 day
R1	0.8719	0.8755
PP	0.8707	0.8730
S1	0.8694	0.8706

Download as Excel Spreadsheet

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

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