CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 09-Nov-2017

Day Change Summary
	Previous	Current
	08-Nov-2017	09-Nov-2017	Change	Change %	Previous Week
Open	0.8799	0.8797	-0.0002	0.0%	0.8815
High	0.8833	0.8856	0.0023	0.3%	0.8871
Low	0.8792	0.8780	-0.0012	-0.1%	0.8754
Close	0.8803	0.8847	0.0044	0.5%	0.8774
Range	0.0041	0.0076	0.0035	84.1%	0.0117
ATR	0.0061	0.0062	0.0001	1.7%	0.0000
Volume	132,362	232,995	100,633	76.0%	738,193

Daily Pivots for day following 09-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9054	0.9026	0.8889
R3	0.8979	0.8951	0.8868
R2	0.8903	0.8903	0.8861
R1	0.8875	0.8875	0.8854	0.8889
PP	0.8828	0.8828	0.8828	0.8835
S1	0.8800	0.8800	0.8841	0.8814
S2	0.8752	0.8752	0.8834
S3	0.8677	0.8724	0.8827
S4	0.8601	0.8649	0.8806

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	0.8856	0.8731	0.0125	1.4%	0.0063	0.7%	94%	True	False	157,480
10	0.8871	0.8731	0.0141	1.6%	0.0061	0.7%	83%	False	False	157,667
20	0.8980	0.8731	0.0250	2.8%	0.0061	0.7%	47%	False	False	161,657
40	0.9166	0.8731	0.0435	4.9%	0.0063	0.7%	27%	False	False	165,410
60	0.9360	0.8731	0.0629	7.1%	0.0069	0.8%	19%	False	False	116,318
80	0.9360	0.8731	0.0629	7.1%	0.0068	0.8%	19%	False	False	87,339
100	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	19%	False	False	69,887

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9176
2.618	0.9053
1.618	0.8978
1.000	0.8931
0.618	0.8902
HIGH	0.8856
0.618	0.8827
0.500	0.8818
0.382	0.8809
LOW	0.8780
0.618	0.8733
1.000	0.8705
1.618	0.8658
2.618	0.8582
4.250	0.8459

Fisher Pivots for day following 09-Nov-2017
Pivot	1 day	3 day
R1	0.8838	0.8834
PP	0.8828	0.8821
S1	0.8818	0.8808

Download as Excel Spreadsheet

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

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