CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 12-Dec-2016

Day Change Summary
	Previous	Current
	09-Dec-2016	12-Dec-2016	Change	Change %	Previous Week
Open	0.8766	0.8661	-0.0105	-1.2%	0.8844
High	0.8773	0.8709	-0.0064	-0.7%	0.8854
Low	0.8666	0.8613	-0.0053	-0.6%	0.8666
Close	0.8682	0.8689	0.0008	0.1%	0.8682
Range	0.0107	0.0096	-0.0011	-10.3%	0.0188
ATR	0.0110	0.0109	-0.0001	-1.0%	0.0000
Volume	145,330	166,403	21,073	14.5%	703,876

Daily Pivots for day following 12-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8957	0.8919	0.8742
R3	0.8861	0.8823	0.8716
R2	0.8766	0.8766	0.8707
R1	0.8728	0.8728	0.8698	0.8747
PP	0.8670	0.8670	0.8670	0.8680
S1	0.8632	0.8632	0.8681	0.8651
S2	0.8575	0.8575	0.8672
S3	0.8479	0.8537	0.8663
S4	0.8384	0.8441	0.8637

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	0.8843	0.8613	0.0230	2.6%	0.0086	1.0%	33%	False	True	139,091
10	0.8965	0.8613	0.0352	4.0%	0.0104	1.2%	22%	False	True	159,110
20	0.9380	0.8613	0.0767	8.8%	0.0112	1.3%	10%	False	True	164,654
40	0.9897	0.8613	0.1284	14.8%	0.0105	1.2%	6%	False	True	154,385
60	1.0028	0.8613	0.1415	16.3%	0.0102	1.2%	5%	False	True	143,875
80	1.0058	0.8613	0.1445	16.6%	0.0101	1.2%	5%	False	True	113,406
100	1.0098	0.8613	0.1485	17.1%	0.0104	1.2%	5%	False	True	90,810
120	1.0117	0.8613	0.1504	17.3%	0.0110	1.3%	5%	False	True	75,726

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9114
2.618	0.8959
1.618	0.8863
1.000	0.8804
0.618	0.8768
HIGH	0.8709
0.618	0.8672
0.500	0.8661
0.382	0.8649
LOW	0.8613
0.618	0.8554
1.000	0.8518
1.618	0.8458
2.618	0.8363
4.250	0.8207

Fisher Pivots for day following 12-Dec-2016
Pivot	1 day	3 day
R1	0.8680	0.8728
PP	0.8670	0.8715
S1	0.8661	0.8702

Download as Excel Spreadsheet

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

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