CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 15-Nov-2016

Day Change Summary
	Previous	Current
	14-Nov-2016	15-Nov-2016	Change	Change %	Previous Week
Open	0.9400	0.9280	-0.0120	-1.3%	0.9675
High	0.9418	0.9329	-0.0089	-0.9%	0.9937
Low	0.9264	0.9197	-0.0067	-0.7%	0.9400
Close	0.9267	0.9198	-0.0069	-0.7%	0.9415
Range	0.0154	0.0132	-0.0022	-14.3%	0.0537
ATR	0.0116	0.0117	0.0001	1.0%	0.0000
Volume	912	593	-319	-35.0%	4,179

Daily Pivots for day following 15-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9637	0.9549	0.9270
R3	0.9505	0.9417	0.9234
R2	0.9373	0.9373	0.9222
R1	0.9285	0.9285	0.9210	0.9263
PP	0.9241	0.9241	0.9241	0.9230
S1	0.9153	0.9153	0.9185	0.9131
S2	0.9109	0.9109	0.9173
S3	0.8977	0.9021	0.9161
S4	0.8845	0.8889	0.9125

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	0.9197	0.0741	8.1%	0.0197	2.1%	0%	False	True	929
10	0.9937	0.9197	0.0741	8.1%	0.0137	1.5%	0%	False	True	882
20	0.9937	0.9197	0.0741	8.1%	0.0106	1.2%	0%	False	True	596
40	1.0066	0.9197	0.0870	9.5%	0.0099	1.1%	0%	False	True	413

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9890
2.618	0.9674
1.618	0.9542
1.000	0.9461
0.618	0.9410
HIGH	0.9329
0.618	0.9278
0.500	0.9263
0.382	0.9247
LOW	0.9197
0.618	0.9115
1.000	0.9065
1.618	0.8983
2.618	0.8851
4.250	0.8636

Fisher Pivots for day following 15-Nov-2016
Pivot	1 day	3 day
R1	0.9263	0.9339
PP	0.9241	0.9292
S1	0.9219	0.9245

Download as Excel Spreadsheet

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

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