CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 24-Oct-2017

Day Change Summary
	Previous	Current
	23-Oct-2017	24-Oct-2017	Change	Change %	Previous Week
Open	0.8809	0.8834	0.0025	0.3%	0.8965
High	0.8852	0.8852	0.0001	0.0%	0.8980
Low	0.8785	0.8790	0.0005	0.1%	0.8826
Close	0.8814	0.8826	0.0012	0.1%	0.8831
Range	0.0067	0.0062	-0.0005	-7.5%	0.0154
ATR	0.0064	0.0064	0.0000	-0.2%	0.0000
Volume	161,226	173,489	12,263	7.6%	785,855

Daily Pivots for day following 24-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9009	0.8979	0.8860
R3	0.8947	0.8917	0.8843
R2	0.8885	0.8885	0.8837
R1	0.8855	0.8855	0.8832	0.8839
PP	0.8823	0.8823	0.8823	0.8814
S1	0.8793	0.8793	0.8820	0.8777
S2	0.8761	0.8761	0.8815
S3	0.8699	0.8731	0.8809
S4	0.8637	0.8669	0.8792

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	0.8941	0.8785	0.0156	1.8%	0.0071	0.8%	27%	False	False	174,589
10	0.8980	0.8785	0.0196	2.2%	0.0057	0.6%	21%	False	False	153,044
20	0.8980	0.8785	0.0196	2.2%	0.0056	0.6%	21%	False	False	159,518
40	0.9360	0.8785	0.0575	6.5%	0.0072	0.8%	7%	False	False	125,448
60	0.9360	0.8785	0.0575	6.5%	0.0069	0.8%	7%	False	False	83,855
80	0.9360	0.8785	0.0575	6.5%	0.0069	0.8%	7%	False	False	62,930
100	0.9360	0.8785	0.0575	6.5%	0.0066	0.8%	7%	False	False	50,355

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9116
2.618	0.9014
1.618	0.8952
1.000	0.8914
0.618	0.8890
HIGH	0.8852
0.618	0.8828
0.500	0.8821
0.382	0.8814
LOW	0.8790
0.618	0.8752
1.000	0.8728
1.618	0.8690
2.618	0.8628
4.250	0.8526

Fisher Pivots for day following 24-Oct-2017
Pivot	1 day	3 day
R1	0.8824	0.8847
PP	0.8823	0.8840
S1	0.8821	0.8833

Download as Excel Spreadsheet

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

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