CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 14-Dec-2016

Day Change Summary
	Previous	Current
	13-Dec-2016	14-Dec-2016	Change	Change %	Previous Week
Open	0.8708	0.8678	-0.0031	-0.4%	0.8844
High	0.8715	0.8715	0.0000	0.0%	0.8854
Low	0.8661	0.8520	-0.0142	-1.6%	0.8666
Close	0.8678	0.8595	-0.0084	-1.0%	0.8682
Range	0.0054	0.0195	0.0142	264.5%	0.0188
ATR	0.0105	0.0112	0.0006	6.1%	0.0000
Volume	124,113	223,774	99,661	80.3%	703,876

Daily Pivots for day following 14-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9195	0.9090	0.8702
R3	0.9000	0.8895	0.8648
R2	0.8805	0.8805	0.8630
R1	0.8700	0.8700	0.8612	0.8655
PP	0.8610	0.8610	0.8610	0.8587
S1	0.8505	0.8505	0.8577	0.8460
S2	0.8415	0.8415	0.8559
S3	0.8220	0.8310	0.8541
S4	0.8025	0.8115	0.8487

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	0.8520	0.0324	3.8%	0.0110	1.3%	23%	False	True	166,239
10	0.8854	0.8520	0.0335	3.9%	0.0096	1.1%	22%	False	True	155,820
20	0.9221	0.8520	0.0701	8.2%	0.0109	1.3%	11%	False	True	164,767
40	0.9897	0.8520	0.1377	16.0%	0.0109	1.3%	5%	False	True	158,459
60	1.0028	0.8520	0.1508	17.5%	0.0104	1.2%	5%	False	True	147,130
80	1.0055	0.8520	0.1535	17.9%	0.0102	1.2%	5%	False	True	117,738
100	1.0098	0.8520	0.1578	18.4%	0.0105	1.2%	5%	False	True	94,283
120	1.0098	0.8520	0.1578	18.4%	0.0106	1.2%	5%	False	True	78,618

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.9543
2.618	0.9225
1.618	0.9030
1.000	0.8910
0.618	0.8835
HIGH	0.8715
0.618	0.8640
0.500	0.8617
0.382	0.8594
LOW	0.8520
0.618	0.8399
1.000	0.8325
1.618	0.8204
2.618	0.8009
4.250	0.7691

Fisher Pivots for day following 14-Dec-2016
Pivot	1 day	3 day
R1	0.8617	0.8617
PP	0.8610	0.8610
S1	0.8602	0.8602

Download as Excel Spreadsheet

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

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