CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 23-Oct-2017

Day Change Summary
	Previous	Current
	20-Oct-2017	23-Oct-2017	Change	Change %	Previous Week
Open	0.8906	0.8809	-0.0097	-1.1%	0.8965
High	0.8909	0.8852	-0.0058	-0.6%	0.8980
Low	0.8826	0.8785	-0.0041	-0.5%	0.8826
Close	0.8831	0.8814	-0.0017	-0.2%	0.8831
Range	0.0083	0.0067	-0.0016	-19.3%	0.0154
ATR	0.0063	0.0064	0.0000	0.4%	0.0000
Volume	192,078	161,226	-30,852	-16.1%	785,855

Daily Pivots for day following 23-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9018	0.8983	0.8851
R3	0.8951	0.8916	0.8832
R2	0.8884	0.8884	0.8826
R1	0.8849	0.8849	0.8820	0.8866
PP	0.8817	0.8817	0.8817	0.8825
S1	0.8782	0.8782	0.8808	0.8799
S2	0.8750	0.8750	0.8802
S3	0.8683	0.8715	0.8796
S4	0.8616	0.8648	0.8777

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	0.8949	0.8785	0.0165	1.9%	0.0065	0.7%	18%	False	True	164,912
10	0.8980	0.8785	0.0196	2.2%	0.0057	0.6%	15%	False	True	150,808
20	0.9004	0.8785	0.0220	2.5%	0.0057	0.6%	13%	False	True	160,190
40	0.9360	0.8785	0.0575	6.5%	0.0071	0.8%	5%	False	True	121,127
60	0.9360	0.8785	0.0575	6.5%	0.0069	0.8%	5%	False	True	80,966
80	0.9360	0.8785	0.0575	6.5%	0.0069	0.8%	5%	False	True	60,762
100	0.9360	0.8785	0.0575	6.5%	0.0067	0.8%	5%	False	True	48,620

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9136
2.618	0.9027
1.618	0.8960
1.000	0.8919
0.618	0.8893
HIGH	0.8852
0.618	0.8826
0.500	0.8818
0.382	0.8810
LOW	0.8785
0.618	0.8743
1.000	0.8718
1.618	0.8676
2.618	0.8609
4.250	0.8500

Fisher Pivots for day following 23-Oct-2017
Pivot	1 day	3 day
R1	0.8818	0.8856
PP	0.8817	0.8842
S1	0.8815	0.8828

Download as Excel Spreadsheet

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

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