CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 28-Oct-2016

Day Change Summary
	Previous	Current
	27-Oct-2016	28-Oct-2016	Change	Change %	Previous Week
Open	0.9616	0.9556	-0.0060	-0.6%	0.9676
High	0.9641	0.9625	-0.0016	-0.2%	0.9694
Low	0.9545	0.9529	-0.0017	-0.2%	0.9529
Close	0.9551	0.9600	0.0049	0.5%	0.9600
Range	0.0096	0.0097	0.0001	1.0%	0.0165
ATR	0.0080	0.0081	0.0001	1.5%	0.0000
Volume	88	597	509	578.4%	1,307

Daily Pivots for day following 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9874	0.9833	0.9653
R3	0.9777	0.9737	0.9626
R2	0.9681	0.9681	0.9617
R1	0.9640	0.9640	0.9608	0.9661
PP	0.9584	0.9584	0.9584	0.9595
S1	0.9544	0.9544	0.9591	0.9564
S2	0.9488	0.9488	0.9582
S3	0.9391	0.9447	0.9573
S4	0.9295	0.9351	0.9546

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0102	1.0016	0.9690
R3	0.9937	0.9851	0.9645
R2	0.9772	0.9772	0.9630
R1	0.9686	0.9686	0.9615	0.9647
PP	0.9607	0.9607	0.9607	0.9588
S1	0.9521	0.9521	0.9584	0.9482
S2	0.9442	0.9442	0.9569
S3	0.9277	0.9356	0.9554
S4	0.9112	0.9191	0.9509

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9694	0.9529	0.0165	1.7%	0.0074	0.8%	43%	False	True	261
10	0.9748	0.9529	0.0220	2.3%	0.0067	0.7%	32%	False	True	308
20	0.9950	0.9529	0.0421	4.4%	0.0080	0.8%	17%	False	True	295
40	1.0066	0.9529	0.0538	5.6%	0.0087	0.9%	13%	False	True	176

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	0.0019
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.0035
2.618	0.9878
1.618	0.9781
1.000	0.9722
0.618	0.9685
HIGH	0.9625
0.618	0.9588
0.500	0.9577
0.382	0.9565
LOW	0.9529
0.618	0.9469
1.000	0.9432
1.618	0.9372
2.618	0.9276
4.250	0.9118

Fisher Pivots for day following 28-Oct-2016
Pivot	1 day	3 day
R1	0.9592	0.9599
PP	0.9584	0.9598
S1	0.9577	0.9598

Download as Excel Spreadsheet

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

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