CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 08-Nov-2017

Day Change Summary
	Previous	Current
	07-Nov-2017	08-Nov-2017	Change	Change %	Previous Week
Open	0.8805	0.8799	-0.0006	-0.1%	0.8815
High	0.8809	0.8833	0.0024	0.3%	0.8871
Low	0.8760	0.8792	0.0032	0.4%	0.8754
Close	0.8797	0.8803	0.0006	0.1%	0.8774
Range	0.0049	0.0041	-0.0008	-16.3%	0.0117
ATR	0.0062	0.0061	-0.0002	-2.5%	0.0000
Volume	136,010	132,362	-3,648	-2.7%	738,193

Daily Pivots for day following 08-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8932	0.8909	0.8826
R3	0.8891	0.8868	0.8814
R2	0.8850	0.8850	0.8811
R1	0.8827	0.8827	0.8807	0.8839
PP	0.8809	0.8809	0.8809	0.8815
S1	0.8786	0.8786	0.8799	0.8798
S2	0.8768	0.8768	0.8795
S3	0.8727	0.8745	0.8792
S4	0.8686	0.8704	0.8780

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	0.8833	0.8731	0.0103	1.2%	0.0058	0.7%	71%	True	False	144,430
10	0.8871	0.8731	0.0141	1.6%	0.0059	0.7%	52%	False	False	151,484
20	0.8980	0.8731	0.0250	2.8%	0.0059	0.7%	29%	False	False	155,910
40	0.9166	0.8731	0.0435	4.9%	0.0063	0.7%	17%	False	False	162,114
60	0.9360	0.8731	0.0629	7.1%	0.0069	0.8%	12%	False	False	112,441
80	0.9360	0.8731	0.0629	7.1%	0.0068	0.8%	12%	False	False	84,429
100	0.9360	0.8731	0.0629	7.1%	0.0066	0.8%	12%	False	False	67,558

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	0.0017
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9007
2.618	0.8940
1.618	0.8899
1.000	0.8874
0.618	0.8858
HIGH	0.8833
0.618	0.8817
0.500	0.8813
0.382	0.8808
LOW	0.8792
0.618	0.8767
1.000	0.8751
1.618	0.8726
2.618	0.8685
4.250	0.8618

Fisher Pivots for day following 08-Nov-2017
Pivot	1 day	3 day
R1	0.8813	0.8796
PP	0.8809	0.8789
S1	0.8806	0.8782

Download as Excel Spreadsheet

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

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