CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 10-Nov-2017

Day Change Summary
	Previous	Current
	09-Nov-2017	10-Nov-2017	Change	Change %	Previous Week
Open	0.8797	0.8828	0.0031	0.4%	0.8777
High	0.8856	0.8846	-0.0010	-0.1%	0.8856
Low	0.8780	0.8813	0.0033	0.4%	0.8731
Close	0.8847	0.8817	-0.0031	-0.4%	0.8817
Range	0.0076	0.0033	-0.0043	-56.3%	0.0125
ATR	0.0062	0.0060	-0.0002	-3.1%	0.0000
Volume	232,995	152,453	-80,542	-34.6%	801,526

Daily Pivots for day following 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8924	0.8903	0.8835
R3	0.8891	0.8870	0.8826
R2	0.8858	0.8858	0.8823
R1	0.8837	0.8837	0.8820	0.8831
PP	0.8825	0.8825	0.8825	0.8822
S1	0.8804	0.8804	0.8813	0.8798
S2	0.8792	0.8792	0.8810
S3	0.8759	0.8771	0.8807
S4	0.8726	0.8738	0.8798

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9176	0.9121	0.8885
R3	0.9051	0.8996	0.8851
R2	0.8926	0.8926	0.8839
R1	0.8871	0.8871	0.8828	0.8899
PP	0.8801	0.8801	0.8801	0.8815
S1	0.8746	0.8746	0.8805	0.8774
S2	0.8676	0.8676	0.8794
S3	0.8551	0.8621	0.8782
S4	0.8426	0.8496	0.8748

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%	0.0056	0.6%	69%	False	False	160,305
10	0.8871	0.8731	0.0141	1.6%	0.0058	0.7%	61%	False	False	153,971
20	0.8980	0.8731	0.0250	2.8%	0.0060	0.7%	34%	False	False	161,342
40	0.9046	0.8731	0.0316	3.6%	0.0060	0.7%	27%	False	False	163,487
60	0.9360	0.8731	0.0629	7.1%	0.0068	0.8%	14%	False	False	118,835
80	0.9360	0.8731	0.0629	7.1%	0.0068	0.8%	14%	False	False	89,242
100	0.9360	0.8731	0.0629	7.1%	0.0066	0.8%	14%	False	False	71,412

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	0.0014
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.8986
2.618	0.8932
1.618	0.8899
1.000	0.8879
0.618	0.8866
HIGH	0.8846
0.618	0.8833
0.500	0.8829
0.382	0.8825
LOW	0.8813
0.618	0.8792
1.000	0.8780
1.618	0.8759
2.618	0.8726
4.250	0.8672

Fisher Pivots for day following 10-Nov-2017
Pivot	1 day	3 day
R1	0.8829	0.8818
PP	0.8825	0.8817
S1	0.8821	0.8817

Download as Excel Spreadsheet

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

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