CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 19-Oct-2017

Day Change Summary
	Previous	Current
	18-Oct-2017	19-Oct-2017	Change	Change %	Previous Week
Open	0.8935	0.8874	-0.0061	-0.7%	0.8906
High	0.8941	0.8927	-0.0014	-0.2%	0.8979
Low	0.8868	0.8860	-0.0008	-0.1%	0.8890
Close	0.8881	0.8899	0.0018	0.2%	0.8962
Range	0.0073	0.0068	-0.0006	-7.5%	0.0089
ATR	0.0061	0.0062	0.0000	0.7%	0.0000
Volume	156,938	189,214	32,276	20.6%	625,040

Daily Pivots for day following 19-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9098	0.9066	0.8936
R3	0.9030	0.8998	0.8917
R2	0.8963	0.8963	0.8911
R1	0.8931	0.8931	0.8905	0.8947
PP	0.8895	0.8895	0.8895	0.8903
S1	0.8863	0.8863	0.8892	0.8879
S2	0.8828	0.8828	0.8886
S3	0.8760	0.8796	0.8880
S4	0.8693	0.8728	0.8861

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	0.8980	0.8860	0.0121	1.4%	0.0056	0.6%	32%	False	True	150,507
10	0.8980	0.8828	0.0152	1.7%	0.0053	0.6%	46%	False	False	141,600
20	0.9007	0.8828	0.0179	2.0%	0.0057	0.6%	39%	False	False	161,158
40	0.9360	0.8828	0.0532	6.0%	0.0070	0.8%	13%	False	False	112,341
60	0.9360	0.8828	0.0532	6.0%	0.0068	0.8%	13%	False	False	75,096
80	0.9360	0.8800	0.0560	6.3%	0.0068	0.8%	18%	False	False	56,349
100	0.9360	0.8800	0.0560	6.3%	0.0066	0.7%	18%	False	False	45,087

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9214
2.618	0.9104
1.618	0.9036
1.000	0.8995
0.618	0.8969
HIGH	0.8927
0.618	0.8901
0.500	0.8893
0.382	0.8885
LOW	0.8860
0.618	0.8818
1.000	0.8792
1.618	0.8750
2.618	0.8683
4.250	0.8573

Fisher Pivots for day following 19-Oct-2017
Pivot	1 day	3 day
R1	0.8897	0.8904
PP	0.8895	0.8902
S1	0.8893	0.8900

Download as Excel Spreadsheet

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

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