CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 13-Oct-2017

Day Change Summary
	Previous	Current
	12-Oct-2017	13-Oct-2017	Change	Change %	Previous Week
Open	0.8916	0.8932	0.0017	0.2%	0.8906
High	0.8944	0.8979	0.0035	0.4%	0.8979
Low	0.8912	0.8928	0.0016	0.2%	0.8890
Close	0.8936	0.8962	0.0026	0.3%	0.8962
Range	0.0032	0.0051	0.0019	57.8%	0.0089
ATR	0.0064	0.0063	-0.0001	-1.5%	0.0000
Volume	118,058	158,760	40,702	34.5%	625,040

Daily Pivots for day following 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9108	0.9086	0.8990
R3	0.9057	0.9035	0.8976
R2	0.9007	0.9007	0.8972
R1	0.8985	0.8985	0.8967	0.8996
PP	0.8956	0.8956	0.8956	0.8962
S1	0.8934	0.8934	0.8958	0.8945
S2	0.8906	0.8906	0.8953
S3	0.8855	0.8884	0.8949
S4	0.8805	0.8833	0.8935

Weekly Pivots for week ending 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9209	0.9174	0.9011
R3	0.9121	0.9086	0.8987
R2	0.9032	0.9032	0.8979
R1	0.8997	0.8997	0.8971	0.9015
PP	0.8944	0.8944	0.8944	0.8952
S1	0.8909	0.8909	0.8954	0.8926
S2	0.8855	0.8855	0.8946
S3	0.8767	0.8820	0.8938
S4	0.8678	0.8732	0.8914

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8979	0.8890	0.0089	1.0%	0.0045	0.5%	82%	True	False	125,008
10	0.8979	0.8828	0.0151	1.7%	0.0048	0.5%	89%	True	False	142,026
20	0.9046	0.8828	0.0218	2.4%	0.0060	0.7%	62%	False	False	165,632
40	0.9360	0.8828	0.0532	5.9%	0.0072	0.8%	25%	False	False	97,582
60	0.9360	0.8828	0.0532	5.9%	0.0070	0.8%	25%	False	False	65,208
80	0.9360	0.8800	0.0560	6.2%	0.0068	0.8%	29%	False	False	48,929

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9193
2.618	0.9111
1.618	0.9060
1.000	0.9029
0.618	0.9010
HIGH	0.8979
0.618	0.8959
0.500	0.8953
0.382	0.8947
LOW	0.8928
0.618	0.8897
1.000	0.8878
1.618	0.8846
2.618	0.8796
4.250	0.8713

Fisher Pivots for day following 13-Oct-2017
Pivot	1 day	3 day
R1	0.8959	0.8956
PP	0.8956	0.8949
S1	0.8953	0.8942

Download as Excel Spreadsheet

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

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