CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 19-Dec-2016

Day Change Summary
	Previous	Current
	16-Dec-2016	19-Dec-2016	Change	Change %	Previous Week
Open	0.8457	0.8484	0.0027	0.3%	0.8661
High	0.8513	0.8560	0.0047	0.6%	0.8715
Low	0.8445	0.8484	0.0040	0.5%	0.8428
Close	0.8473	0.8553	0.0080	0.9%	0.8473
Range	0.0069	0.0076	0.0008	10.9%	0.0287
ATR	0.0112	0.0111	-0.0002	-1.6%	0.0000
Volume	40,992	2,603	-38,389	-93.6%	753,972

Daily Pivots for day following 19-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8760	0.8733	0.8595
R3	0.8684	0.8657	0.8574
R2	0.8608	0.8608	0.8567
R1	0.8581	0.8581	0.8560	0.8594
PP	0.8532	0.8532	0.8532	0.8539
S1	0.8505	0.8505	0.8546	0.8518
S2	0.8456	0.8456	0.8539
S3	0.8380	0.8429	0.8532
S4	0.8304	0.8353	0.8511

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9399	0.9223	0.8631
R3	0.9112	0.8936	0.8552
R2	0.8825	0.8825	0.8526
R1	0.8649	0.8649	0.8499	0.8594
PP	0.8538	0.8538	0.8538	0.8511
S1	0.8362	0.8362	0.8447	0.8307
S2	0.8251	0.8251	0.8420
S3	0.7964	0.8075	0.8394
S4	0.7677	0.7788	0.8315

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8715	0.8428	0.0287	3.4%	0.0101	1.2%	44%	False	False	118,034
10	0.8843	0.8428	0.0416	4.9%	0.0094	1.1%	30%	False	False	128,563
20	0.9077	0.8428	0.0649	7.6%	0.0106	1.2%	19%	False	False	153,480
40	0.9897	0.8428	0.1469	17.2%	0.0110	1.3%	9%	False	False	157,797
60	1.0027	0.8428	0.1599	18.7%	0.0102	1.2%	8%	False	False	143,548
80	1.0040	0.8428	0.1613	18.9%	0.0104	1.2%	8%	False	False	120,742
100	1.0098	0.8428	0.1670	19.5%	0.0103	1.2%	8%	False	False	96,693
120	1.0098	0.8428	0.1670	19.5%	0.0106	1.2%	8%	False	False	80,636

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8883
2.618	0.8759
1.618	0.8683
1.000	0.8636
0.618	0.8607
HIGH	0.8560
0.618	0.8531
0.500	0.8522
0.382	0.8513
LOW	0.8484
0.618	0.8437
1.000	0.8408
1.618	0.8361
2.618	0.8285
4.250	0.8161

Fisher Pivots for day following 19-Dec-2016
Pivot	1 day	3 day
R1	0.8543	0.8533
PP	0.8532	0.8513
S1	0.8522	0.8494

Download as Excel Spreadsheet

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

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