CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 07-Nov-2016

Day Change Summary
	Previous	Current
	04-Nov-2016	07-Nov-2016	Change	Change %	Previous Week
Open	0.9770	0.9675	-0.0096	-1.0%	0.9590
High	0.9776	0.9683	-0.0094	-1.0%	0.9804
Low	0.9729	0.9612	-0.0118	-1.2%	0.9556
Close	0.9750	0.9615	-0.0135	-1.4%	0.9750
Range	0.0047	0.0071	0.0024	51.1%	0.0248
ATR	0.0082	0.0086	0.0004	4.9%	0.0000
Volume	1,649	802	-847	-51.4%	4,015

Daily Pivots for day following 07-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9849	0.9803	0.9654
R3	0.9778	0.9732	0.9634
R2	0.9707	0.9707	0.9628
R1	0.9661	0.9661	0.9621	0.9649
PP	0.9636	0.9636	0.9636	0.9630
S1	0.9590	0.9590	0.9608	0.9578
S2	0.9565	0.9565	0.9601
S3	0.9494	0.9519	0.9595
S4	0.9423	0.9448	0.9575

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0447	1.0346	0.9886
R3	1.0199	1.0098	0.9818
R2	0.9951	0.9951	0.9795
R1	0.9850	0.9850	0.9772	0.9901
PP	0.9703	0.9703	0.9703	0.9728
S1	0.9602	0.9602	0.9727	0.9653
S2	0.9455	0.9455	0.9704
S3	0.9207	0.9354	0.9681
S4	0.8959	0.9106	0.9613

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9804	0.9565	0.0239	2.5%	0.0086	0.9%	21%	False	False	929
10	0.9804	0.9529	0.0276	2.9%	0.0081	0.8%	31%	False	False	595
20	0.9804	0.9529	0.0276	2.9%	0.0077	0.8%	31%	False	False	454
40	1.0066	0.9529	0.0538	5.6%	0.0083	0.9%	16%	False	False	295

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9984
2.618	0.9868
1.618	0.9797
1.000	0.9754
0.618	0.9726
HIGH	0.9683
0.618	0.9655
0.500	0.9647
0.382	0.9639
LOW	0.9612
0.618	0.9568
1.000	0.9541
1.618	0.9497
2.618	0.9426
4.250	0.9310

Fisher Pivots for day following 07-Nov-2016
Pivot	1 day	3 day
R1	0.9647	0.9708
PP	0.9636	0.9677
S1	0.9625	0.9646

Download as Excel Spreadsheet

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

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