CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 20-Oct-2017

Day Change Summary
	Previous	Current
	19-Oct-2017	20-Oct-2017	Change	Change %	Previous Week
Open	0.8874	0.8906	0.0032	0.4%	0.8965
High	0.8927	0.8909	-0.0018	-0.2%	0.8980
Low	0.8860	0.8826	-0.0034	-0.4%	0.8826
Close	0.8899	0.8831	-0.0068	-0.8%	0.8831
Range	0.0068	0.0083	0.0016	23.0%	0.0154
ATR	0.0062	0.0063	0.0002	2.4%	0.0000
Volume	189,214	192,078	2,864	1.5%	785,855

Daily Pivots for day following 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9104	0.9051	0.8877
R3	0.9021	0.8968	0.8854
R2	0.8938	0.8938	0.8846
R1	0.8885	0.8885	0.8839	0.8870
PP	0.8855	0.8855	0.8855	0.8848
S1	0.8802	0.8802	0.8823	0.8787
S2	0.8772	0.8772	0.8816
S3	0.8689	0.8719	0.8808
S4	0.8606	0.8636	0.8785

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9341	0.9240	0.8916
R3	0.9187	0.9086	0.8873
R2	0.9033	0.9033	0.8859
R1	0.8932	0.8932	0.8845	0.8906
PP	0.8879	0.8879	0.8879	0.8866
S1	0.8778	0.8778	0.8817	0.8751
S2	0.8725	0.8725	0.8803
S3	0.8571	0.8624	0.8789
S4	0.8417	0.8470	0.8746

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8980	0.8826	0.0154	1.7%	0.0062	0.7%	3%	False	True	157,171
10	0.8980	0.8826	0.0154	1.7%	0.0054	0.6%	3%	False	True	141,089
20	0.9007	0.8826	0.0181	2.0%	0.0058	0.7%	3%	False	True	162,176
40	0.9360	0.8826	0.0534	6.0%	0.0071	0.8%	1%	False	True	117,113
60	0.9360	0.8826	0.0534	6.0%	0.0069	0.8%	1%	False	True	78,290
80	0.9360	0.8800	0.0560	6.3%	0.0069	0.8%	6%	False	False	58,750
100	0.9360	0.8800	0.0560	6.3%	0.0066	0.7%	6%	False	False	47,008

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.9262
2.618	0.9126
1.618	0.9043
1.000	0.8992
0.618	0.8960
HIGH	0.8909
0.618	0.8877
0.500	0.8867
0.382	0.8858
LOW	0.8826
0.618	0.8775
1.000	0.8743
1.618	0.8692
2.618	0.8609
4.250	0.8473

Fisher Pivots for day following 20-Oct-2017
Pivot	1 day	3 day
R1	0.8867	0.8883
PP	0.8855	0.8866
S1	0.8843	0.8848

Download as Excel Spreadsheet

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

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