CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 01-Nov-2017

Day Change Summary
	Previous	Current
	31-Oct-2017	01-Nov-2017	Change	Change %	Previous Week
Open	0.8856	0.8815	-0.0041	-0.5%	0.8809
High	0.8871	0.8820	-0.0052	-0.6%	0.8852
Low	0.8810	0.8767	-0.0043	-0.5%	0.8756
Close	0.8814	0.8771	-0.0043	-0.5%	0.8807
Range	0.0062	0.0053	-0.0009	-13.8%	0.0097
ATR	0.0063	0.0062	-0.0001	-1.1%	0.0000
Volume	130,134	157,372	27,238	20.9%	901,270

Daily Pivots for day following 01-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8945	0.8911	0.8800
R3	0.8892	0.8858	0.8785
R2	0.8839	0.8839	0.8780
R1	0.8805	0.8805	0.8775	0.8795
PP	0.8786	0.8786	0.8786	0.8781
S1	0.8752	0.8752	0.8766	0.8742
S2	0.8733	0.8733	0.8761
S3	0.8680	0.8699	0.8756
S4	0.8627	0.8646	0.8741

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%	0.0060	0.7%	13%	False	False	158,538
10	0.8927	0.8756	0.0172	2.0%	0.0064	0.7%	9%	False	False	171,468
20	0.8980	0.8756	0.0225	2.6%	0.0058	0.7%	7%	False	False	153,968
40	0.9360	0.8756	0.0604	6.9%	0.0067	0.8%	2%	False	False	150,031
60	0.9360	0.8756	0.0604	6.9%	0.0069	0.8%	2%	False	False	100,479
80	0.9360	0.8756	0.0604	6.9%	0.0068	0.8%	2%	False	False	75,410
100	0.9360	0.8756	0.0604	6.9%	0.0067	0.8%	2%	False	False	60,340

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	0.0018
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9045
2.618	0.8958
1.618	0.8905
1.000	0.8873
0.618	0.8852
HIGH	0.8820
0.618	0.8799
0.500	0.8793
0.382	0.8787
LOW	0.8767
0.618	0.8734
1.000	0.8714
1.618	0.8681
2.618	0.8628
4.250	0.8541

Fisher Pivots for day following 01-Nov-2017
Pivot	1 day	3 day
R1	0.8793	0.8819
PP	0.8786	0.8803
S1	0.8778	0.8787

Download as Excel Spreadsheet

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

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