CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 07-Nov-2017

Day Change Summary
	Previous	Current
	06-Nov-2017	07-Nov-2017	Change	Change %	Previous Week
Open	0.8777	0.8805	0.0028	0.3%	0.8815
High	0.8812	0.8809	-0.0003	0.0%	0.8871
Low	0.8731	0.8760	0.0030	0.3%	0.8754
Close	0.8805	0.8797	-0.0008	-0.1%	0.8774
Range	0.0082	0.0049	-0.0033	-39.9%	0.0117
ATR	0.0063	0.0062	-0.0001	-1.6%	0.0000
Volume	147,706	136,010	-11,696	-7.9%	738,193

Daily Pivots for day following 07-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8936	0.8915	0.8824
R3	0.8887	0.8866	0.8810
R2	0.8838	0.8838	0.8806
R1	0.8817	0.8817	0.8801	0.8803
PP	0.8789	0.8789	0.8789	0.8782
S1	0.8768	0.8768	0.8793	0.8754
S2	0.8740	0.8740	0.8788
S3	0.8691	0.8719	0.8784
S4	0.8642	0.8670	0.8770

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	0.8824	0.8731	0.0093	1.1%	0.0061	0.7%	72%	False	False	149,432
10	0.8871	0.8731	0.0141	1.6%	0.0061	0.7%	47%	False	False	158,846
20	0.8980	0.8731	0.0250	2.8%	0.0059	0.7%	27%	False	False	155,945
40	0.9166	0.8731	0.0435	4.9%	0.0063	0.7%	15%	False	False	161,692
60	0.9360	0.8731	0.0629	7.2%	0.0069	0.8%	11%	False	False	110,245
80	0.9360	0.8731	0.0629	7.2%	0.0068	0.8%	11%	False	False	82,779
100	0.9360	0.8731	0.0629	7.2%	0.0066	0.8%	11%	False	False	66,234

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9017
2.618	0.8937
1.618	0.8888
1.000	0.8858
0.618	0.8839
HIGH	0.8809
0.618	0.8790
0.500	0.8785
0.382	0.8779
LOW	0.8760
0.618	0.8730
1.000	0.8711
1.618	0.8681
2.618	0.8632
4.250	0.8552

Fisher Pivots for day following 07-Nov-2017
Pivot	1 day	3 day
R1	0.8793	0.8790
PP	0.8789	0.8783
S1	0.8785	0.8775

Download as Excel Spreadsheet

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

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