CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 11-Nov-2016

Day Change Summary
	Previous	Current
	10-Nov-2016	11-Nov-2016	Change	Change %	Previous Week
Open	0.9508	0.9407	-0.0101	-1.1%	0.9675
High	0.9576	0.9481	-0.0096	-1.0%	0.9937
Low	0.9400	0.9401	0.0001	0.0%	0.9400
Close	0.9412	0.9415	0.0003	0.0%	0.9415
Range	0.0176	0.0080	-0.0097	-55.0%	0.0537
ATR	0.0116	0.0113	-0.0003	-2.2%	0.0000
Volume	786	355	-431	-54.8%	4,179

Daily Pivots for day following 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9671	0.9622	0.9459
R3	0.9591	0.9543	0.9437
R2	0.9512	0.9512	0.9430
R1	0.9463	0.9463	0.9422	0.9487
PP	0.9432	0.9432	0.9432	0.9444
S1	0.9384	0.9384	0.9408	0.9408
S2	0.9353	0.9353	0.9400
S3	0.9273	0.9304	0.9393
S4	0.9194	0.9225	0.9371

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1195	1.0842	0.9710
R3	1.0658	1.0305	0.9563
R2	1.0121	1.0121	0.9513
R1	0.9768	0.9768	0.9464	0.9676
PP	0.9584	0.9584	0.9584	0.9538
S1	0.9231	0.9231	0.9366	0.9139
S2	0.9047	0.9047	0.9317
S3	0.8510	0.8694	0.9267
S4	0.7973	0.8157	0.9120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9937	0.9400	0.0537	5.7%	0.0170	1.8%	3%	False	False	835
10	0.9937	0.9400	0.0537	5.7%	0.0127	1.3%	3%	False	False	819
20	0.9937	0.9400	0.0537	5.7%	0.0097	1.0%	3%	False	False	563
40	1.0066	0.9400	0.0666	7.1%	0.0094	1.0%	2%	False	False	378

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9818
2.618	0.9689
1.618	0.9609
1.000	0.9560
0.618	0.9530
HIGH	0.9481
0.618	0.9450
0.500	0.9441
0.382	0.9431
LOW	0.9401
0.618	0.9352
1.000	0.9322
1.618	0.9272
2.618	0.9193
4.250	0.9063

Fisher Pivots for day following 11-Nov-2016
Pivot	1 day	3 day
R1	0.9441	0.9669
PP	0.9432	0.9584
S1	0.9424	0.9499

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

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