CME Japanese Yen Future March 2017

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

Day Change Summary
	Previous	Current
	14-Dec-2016	15-Dec-2016	Change	Change %	Previous Week
Open	0.8714	0.8565	-0.0150	-1.7%	0.8888
High	0.8750	0.8574	-0.0176	-2.0%	0.8893
Low	0.8555	0.8462	-0.0094	-1.1%	0.8704
Close	0.8630	0.8515	-0.0115	-1.3%	0.8718
Range	0.0195	0.0113	-0.0082	-42.1%	0.0189
ATR	0.0111	0.0115	0.0004	3.7%	0.0000
Volume	114,084	114,742	658	0.6%	55,597

Daily Pivots for day following 15-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8856	0.8798	0.8577
R3	0.8743	0.8685	0.8546
R2	0.8630	0.8630	0.8536
R1	0.8572	0.8572	0.8525	0.8545
PP	0.8517	0.8517	0.8517	0.8503
S1	0.8460	0.8460	0.8505	0.8432
S2	0.8404	0.8404	0.8494
S3	0.8291	0.8347	0.8484
S4	0.8178	0.8234	0.8453

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9337	0.9216	0.8822
R3	0.9149	0.9028	0.8770
R2	0.8960	0.8960	0.8753
R1	0.8839	0.8839	0.8735	0.8805
PP	0.8772	0.8772	0.8772	0.8755
S1	0.8651	0.8651	0.8701	0.8617
S2	0.8583	0.8583	0.8683
S3	0.8395	0.8462	0.8666
S4	0.8206	0.8274	0.8614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8810	0.8462	0.0349	4.1%	0.0112	1.3%	15%	False	True	72,013
10	0.8893	0.8462	0.0431	5.1%	0.0099	1.2%	12%	False	True	39,784
20	0.9260	0.8462	0.0799	9.4%	0.0110	1.3%	7%	False	True	21,063
40	0.9937	0.8462	0.1476	17.3%	0.0108	1.3%	4%	False	True	10,836
60	1.0066	0.8462	0.1605	18.8%	0.0100	1.2%	3%	False	True	7,303

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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9055
2.618	0.8870
1.618	0.8757
1.000	0.8687
0.618	0.8644
HIGH	0.8574
0.618	0.8531
0.500	0.8518
0.382	0.8505
LOW	0.8462
0.618	0.8392
1.000	0.8349
1.618	0.8279
2.618	0.8166
4.250	0.7981

Fisher Pivots for day following 15-Dec-2016
Pivot	1 day	3 day
R1	0.8518	0.8607
PP	0.8517	0.8576
S1	0.8516	0.8546

Download as Excel Spreadsheet

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

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