CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 02-Nov-2017

Day Change Summary
	Previous	Current
	01-Nov-2017	02-Nov-2017	Change	Change %	Previous Week
Open	0.8815	0.8777	-0.0038	-0.4%	0.8809
High	0.8820	0.8824	0.0004	0.0%	0.8852
Low	0.8767	0.8771	0.0004	0.0%	0.8756
Close	0.8771	0.8788	0.0017	0.2%	0.8807
Range	0.0053	0.0053	0.0000	0.0%	0.0097
ATR	0.0062	0.0062	-0.0001	-1.1%	0.0000
Volume	157,372	167,742	10,370	6.6%	901,270

Daily Pivots for day following 02-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8953	0.8923	0.8817
R3	0.8900	0.8870	0.8802
R2	0.8847	0.8847	0.8797
R1	0.8817	0.8817	0.8792	0.8832
PP	0.8794	0.8794	0.8794	0.8801
S1	0.8764	0.8764	0.8783	0.8779
S2	0.8741	0.8741	0.8778
S3	0.8688	0.8711	0.8773
S4	0.8635	0.8658	0.8758

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%	0.0059	0.7%	28%	False	False	157,855
10	0.8909	0.8756	0.0154	1.7%	0.0063	0.7%	21%	False	False	169,321
20	0.8980	0.8756	0.0225	2.6%	0.0058	0.7%	14%	False	False	155,460
40	0.9360	0.8756	0.0604	6.9%	0.0066	0.8%	5%	False	False	154,018
60	0.9360	0.8756	0.0604	6.9%	0.0069	0.8%	5%	False	False	103,264
80	0.9360	0.8756	0.0604	6.9%	0.0068	0.8%	5%	False	False	77,506
100	0.9360	0.8756	0.0604	6.9%	0.0067	0.8%	5%	False	False	62,018

Crabel Price Patterns
NR	False
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	0.0017

Fibonacci Retracements and Extensions
4.250	0.9049
2.618	0.8962
1.618	0.8909
1.000	0.8877
0.618	0.8856
HIGH	0.8824
0.618	0.8803
0.500	0.8797
0.382	0.8791
LOW	0.8771
0.618	0.8738
1.000	0.8718
1.618	0.8685
2.618	0.8632
4.250	0.8545

Fisher Pivots for day following 02-Nov-2017
Pivot	1 day	3 day
R1	0.8797	0.8819
PP	0.8794	0.8808
S1	0.8791	0.8798

Download as Excel Spreadsheet

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

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