CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 31-Oct-2017

Day Change Summary
	Previous	Current
	30-Oct-2017	31-Oct-2017	Change	Change %	Previous Week
Open	0.8815	0.8856	0.0042	0.5%	0.8809
High	0.8867	0.8871	0.0005	0.1%	0.8852
Low	0.8803	0.8810	0.0007	0.1%	0.8756
Close	0.8855	0.8814	-0.0042	-0.5%	0.8807
Range	0.0064	0.0062	-0.0002	-3.1%	0.0097
ATR	0.0063	0.0063	0.0000	-0.2%	0.0000
Volume	144,615	130,134	-14,481	-10.0%	901,270

Daily Pivots for day following 31-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9016	0.8976	0.8847
R3	0.8954	0.8915	0.8830
R2	0.8893	0.8893	0.8825
R1	0.8853	0.8853	0.8819	0.8842
PP	0.8831	0.8831	0.8831	0.8826
S1	0.8792	0.8792	0.8808	0.8781
S2	0.8770	0.8770	0.8802
S3	0.8708	0.8730	0.8797
S4	0.8647	0.8669	0.8780

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9094	0.9047	0.8860
R3	0.8998	0.8950	0.8833
R2	0.8901	0.8901	0.8824
R1	0.8854	0.8854	0.8815	0.8829
PP	0.8805	0.8805	0.8805	0.8792
S1	0.8757	0.8757	0.8798	0.8733
S2	0.8708	0.8708	0.8789
S3	0.8612	0.8661	0.8780
S4	0.8515	0.8564	0.8753

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8871	0.8756	0.0116	1.3%	0.0062	0.7%	50%	True	False	168,260
10	0.8941	0.8756	0.0185	2.1%	0.0066	0.8%	31%	False	False	171,424
20	0.8980	0.8756	0.0225	2.5%	0.0057	0.7%	26%	False	False	153,799
40	0.9360	0.8756	0.0604	6.9%	0.0068	0.8%	10%	False	False	146,181
60	0.9360	0.8756	0.0604	6.9%	0.0069	0.8%	10%	False	False	97,864
80	0.9360	0.8756	0.0604	6.9%	0.0069	0.8%	10%	False	False	73,444
100	0.9360	0.8756	0.0604	6.9%	0.0067	0.8%	10%	False	False	58,767

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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9132
2.618	0.9032
1.618	0.8971
1.000	0.8933
0.618	0.8909
HIGH	0.8871
0.618	0.8848
0.500	0.8840
0.382	0.8833
LOW	0.8810
0.618	0.8771
1.000	0.8748
1.618	0.8710
2.618	0.8648
4.250	0.8548

Fisher Pivots for day following 31-Oct-2017
Pivot	1 day	3 day
R1	0.8840	0.8813
PP	0.8831	0.8813
S1	0.8822	0.8813

Download as Excel Spreadsheet

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

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