CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 03-Nov-2017

Day Change Summary
	Previous	Current
	02-Nov-2017	03-Nov-2017	Change	Change %	Previous Week
Open	0.8777	0.8782	0.0005	0.1%	0.8815
High	0.8824	0.8820	-0.0004	0.0%	0.8871
Low	0.8771	0.8754	-0.0017	-0.2%	0.8754
Close	0.8788	0.8774	-0.0014	-0.2%	0.8774
Range	0.0053	0.0066	0.0013	24.5%	0.0117
ATR	0.0062	0.0062	0.0000	0.5%	0.0000
Volume	167,742	138,330	-29,412	-17.5%	738,193

Daily Pivots for day following 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8981	0.8943	0.8810
R3	0.8915	0.8877	0.8792
R2	0.8849	0.8849	0.8786
R1	0.8811	0.8811	0.8780	0.8797
PP	0.8783	0.8783	0.8783	0.8776
S1	0.8745	0.8745	0.8768	0.8731
S2	0.8717	0.8717	0.8762
S3	0.8651	0.8679	0.8756
S4	0.8585	0.8613	0.8738

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9151	0.9079	0.8838
R3	0.9034	0.8962	0.8806
R2	0.8917	0.8917	0.8795
R1	0.8845	0.8845	0.8785	0.8823
PP	0.8800	0.8800	0.8800	0.8788
S1	0.8728	0.8728	0.8763	0.8706
S2	0.8683	0.8683	0.8753
S3	0.8566	0.8611	0.8742
S4	0.8449	0.8494	0.8710

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8871	0.8754	0.0117	1.3%	0.0059	0.7%	17%	False	True	147,638
10	0.8871	0.8754	0.0117	1.3%	0.0061	0.7%	17%	False	True	163,946
20	0.8980	0.8754	0.0226	2.6%	0.0057	0.7%	9%	False	True	152,517
40	0.9286	0.8754	0.0532	6.1%	0.0065	0.7%	4%	False	True	157,147
60	0.9360	0.8754	0.0606	6.9%	0.0069	0.8%	3%	False	True	105,550
80	0.9360	0.8754	0.0606	6.9%	0.0068	0.8%	3%	False	True	79,234
100	0.9360	0.8754	0.0606	6.9%	0.0067	0.8%	3%	False	True	63,400

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9101
2.618	0.8993
1.618	0.8927
1.000	0.8886
0.618	0.8861
HIGH	0.8820
0.618	0.8795
0.500	0.8787
0.382	0.8779
LOW	0.8754
0.618	0.8713
1.000	0.8688
1.618	0.8647
2.618	0.8581
4.250	0.8474

Fisher Pivots for day following 03-Nov-2017
Pivot	1 day	3 day
R1	0.8787	0.8789
PP	0.8783	0.8784
S1	0.8778	0.8779

Download as Excel Spreadsheet

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

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