CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 13-Dec-2016

Day Change Summary
	Previous	Current
	12-Dec-2016	13-Dec-2016	Change	Change %	Previous Week
Open	0.8661	0.8708	0.0047	0.5%	0.8844
High	0.8709	0.8715	0.0006	0.1%	0.8854
Low	0.8613	0.8661	0.0048	0.6%	0.8666
Close	0.8689	0.8678	-0.0011	-0.1%	0.8682
Range	0.0096	0.0054	-0.0042	-44.0%	0.0188
ATR	0.0109	0.0105	-0.0004	-3.7%	0.0000
Volume	166,403	124,113	-42,290	-25.4%	703,876

Daily Pivots for day following 13-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8845	0.8815	0.8707
R3	0.8792	0.8762	0.8693
R2	0.8738	0.8738	0.8688
R1	0.8708	0.8708	0.8683	0.8696
PP	0.8685	0.8685	0.8685	0.8679
S1	0.8655	0.8655	0.8673	0.8643
S2	0.8631	0.8631	0.8668
S3	0.8578	0.8601	0.8663
S4	0.8524	0.8548	0.8649

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	2.7%	0.0086	1.0%	28%	False	False	142,486
10	0.8930	0.8613	0.0317	3.7%	0.0096	1.1%	21%	False	False	154,391
20	0.9289	0.8613	0.0676	7.8%	0.0106	1.2%	10%	False	False	161,632
40	0.9897	0.8613	0.1284	14.8%	0.0105	1.2%	5%	False	False	155,017
60	1.0028	0.8613	0.1415	16.3%	0.0102	1.2%	5%	False	False	144,596
80	1.0055	0.8613	0.1442	16.6%	0.0101	1.2%	5%	False	False	114,951
100	1.0098	0.8613	0.1485	17.1%	0.0104	1.2%	4%	False	False	92,049
120	1.0117	0.8613	0.1504	17.3%	0.0110	1.3%	4%	False	False	76,759

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8942
2.618	0.8855
1.618	0.8801
1.000	0.8768
0.618	0.8748
HIGH	0.8715
0.618	0.8694
0.500	0.8688
0.382	0.8681
LOW	0.8661
0.618	0.8628
1.000	0.8608
1.618	0.8574
2.618	0.8521
4.250	0.8434

Fisher Pivots for day following 13-Dec-2016
Pivot	1 day	3 day
R1	0.8688	0.8693
PP	0.8685	0.8688
S1	0.8681	0.8683

Download as Excel Spreadsheet

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

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