CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	0.9590	0.9596	0.0006	0.1%	0.9676
High	0.9618	0.9686	0.0068	0.7%	0.9694
Low	0.9556	0.9565	0.0009	0.1%	0.9529
Close	0.9582	0.9671	0.0089	0.9%	0.9600
Range	0.0062	0.0121	0.0059	95.2%	0.0165
ATR	0.0080	0.0083	0.0003	3.7%	0.0000
Volume	168	708	540	321.4%	1,307

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0004	0.9958	0.9737
R3	0.9883	0.9837	0.9704
R2	0.9762	0.9762	0.9693
R1	0.9716	0.9716	0.9682	0.9739
PP	0.9641	0.9641	0.9641	0.9652
S1	0.9595	0.9595	0.9659	0.9618
S2	0.9520	0.9520	0.9648
S3	0.9399	0.9474	0.9637
S4	0.9278	0.9353	0.9604

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	0.9686	0.9529	0.0158	1.6%	0.0086	0.9%	90%	True	False	332
10	0.9748	0.9529	0.0220	2.3%	0.0075	0.8%	65%	False	False	310
20	0.9805	0.9529	0.0277	2.9%	0.0080	0.8%	51%	False	False	326
40	1.0066	0.9529	0.0538	5.6%	0.0083	0.9%	26%	False	False	197

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 20 trading days

Fibonacci Retracements and Extensions
4.250	1.0200
2.618	1.0003
1.618	0.9882
1.000	0.9807
0.618	0.9761
HIGH	0.9686
0.618	0.9640
0.500	0.9626
0.382	0.9611
LOW	0.9565
0.618	0.9490
1.000	0.9444
1.618	0.9369
2.618	0.9248
4.250	0.9051

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	0.9656	0.9649
PP	0.9641	0.9628
S1	0.9626	0.9607

Download as Excel Spreadsheet

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

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