CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 14-Nov-2017

Day Change Summary
	Previous	Current
	13-Nov-2017	14-Nov-2017	Change	Change %	Previous Week
Open	0.8817	0.8814	-0.0003	0.0%	0.8777
High	0.8843	0.8838	-0.0006	-0.1%	0.8856
Low	0.8806	0.8791	-0.0016	-0.2%	0.8731
Close	0.8819	0.8830	0.0012	0.1%	0.8817
Range	0.0037	0.0047	0.0010	27.0%	0.0125
ATR	0.0058	0.0058	-0.0001	-1.4%	0.0000
Volume	125,521	149,505	23,984	19.1%	801,526

Daily Pivots for day following 14-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8960	0.8942	0.8856
R3	0.8913	0.8895	0.8843
R2	0.8866	0.8866	0.8839
R1	0.8848	0.8848	0.8834	0.8857
PP	0.8819	0.8819	0.8819	0.8824
S1	0.8801	0.8801	0.8826	0.8810
S2	0.8772	0.8772	0.8821
S3	0.8725	0.8754	0.8817
S4	0.8678	0.8707	0.8804

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	0.8780	0.0076	0.9%	0.0047	0.5%	66%	False	False	158,567
10	0.8856	0.8731	0.0125	1.4%	0.0054	0.6%	80%	False	False	153,999
20	0.8941	0.8731	0.0210	2.4%	0.0060	0.7%	47%	False	False	162,712
40	0.9038	0.8731	0.0308	3.5%	0.0059	0.7%	32%	False	False	163,025
60	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	16%	False	False	123,384
80	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	16%	False	False	92,676
100	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	16%	False	False	74,161

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9037
2.618	0.8961
1.618	0.8914
1.000	0.8885
0.618	0.8867
HIGH	0.8838
0.618	0.8820
0.500	0.8814
0.382	0.8808
LOW	0.8791
0.618	0.8761
1.000	0.8744
1.618	0.8714
2.618	0.8667
4.250	0.8591

Fisher Pivots for day following 14-Nov-2017
Pivot	1 day	3 day
R1	0.8825	0.8826
PP	0.8819	0.8822
S1	0.8814	0.8818

Download as Excel Spreadsheet

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

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