CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 26-Oct-2017

Day Change Summary
	Previous	Current
	25-Oct-2017	26-Oct-2017	Change	Change %	Previous Week
Open	0.8799	0.8815	0.0016	0.2%	0.8965
High	0.8833	0.8842	0.0009	0.1%	0.8980
Low	0.8768	0.8785	0.0017	0.2%	0.8826
Close	0.8814	0.8793	-0.0021	-0.2%	0.8831
Range	0.0065	0.0057	-0.0008	-11.6%	0.0154
ATR	0.0064	0.0063	0.0000	-0.7%	0.0000
Volume	205,984	171,158	-34,826	-16.9%	785,855

Daily Pivots for day following 26-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8977	0.8942	0.8824
R3	0.8920	0.8885	0.8808
R2	0.8863	0.8863	0.8803
R1	0.8828	0.8828	0.8798	0.8817
PP	0.8806	0.8806	0.8806	0.8801
S1	0.8771	0.8771	0.8787	0.8760
S2	0.8749	0.8749	0.8782
S3	0.8692	0.8714	0.8777
S4	0.8635	0.8657	0.8761

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	0.8909	0.8768	0.0141	1.6%	0.0067	0.8%	17%	False	False	180,787
10	0.8980	0.8768	0.0212	2.4%	0.0061	0.7%	12%	False	False	165,647
20	0.8980	0.8768	0.0212	2.4%	0.0054	0.6%	12%	False	False	155,934
40	0.9360	0.8768	0.0592	6.7%	0.0069	0.8%	4%	False	False	134,763
60	0.9360	0.8768	0.0592	6.7%	0.0069	0.8%	4%	False	False	90,135
80	0.9360	0.8768	0.0592	6.7%	0.0068	0.8%	4%	False	False	67,643
100	0.9360	0.8768	0.0592	6.7%	0.0067	0.8%	4%	False	False	54,126

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9084
2.618	0.8991
1.618	0.8934
1.000	0.8899
0.618	0.8877
HIGH	0.8842
0.618	0.8820
0.500	0.8813
0.382	0.8806
LOW	0.8785
0.618	0.8749
1.000	0.8728
1.618	0.8692
2.618	0.8635
4.250	0.8542

Fisher Pivots for day following 26-Oct-2017
Pivot	1 day	3 day
R1	0.8813	0.8810
PP	0.8806	0.8804
S1	0.8799	0.8798

Download as Excel Spreadsheet

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

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