CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 15-Nov-2017

Day Change Summary
	Previous	Current
	14-Nov-2017	15-Nov-2017	Change	Change %	Previous Week
Open	0.8814	0.8826	0.0012	0.1%	0.8777
High	0.8838	0.8903	0.0066	0.7%	0.8856
Low	0.8791	0.8823	0.0032	0.4%	0.8731
Close	0.8830	0.8870	0.0040	0.4%	0.8817
Range	0.0047	0.0081	0.0034	71.3%	0.0125
ATR	0.0058	0.0059	0.0002	2.8%	0.0000
Volume	149,505	228,130	78,625	52.6%	801,526

Daily Pivots for day following 15-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9107	0.9069	0.8914
R3	0.9026	0.8988	0.8892
R2	0.8946	0.8946	0.8884
R1	0.8908	0.8908	0.8877	0.8927
PP	0.8865	0.8865	0.8865	0.8875
S1	0.8827	0.8827	0.8862	0.8846
S2	0.8785	0.8785	0.8855
S3	0.8704	0.8747	0.8847
S4	0.8624	0.8666	0.8825

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	0.8903	0.8780	0.0123	1.4%	0.0055	0.6%	73%	True	False	177,720
10	0.8903	0.8731	0.0173	1.9%	0.0056	0.6%	81%	True	False	161,075
20	0.8927	0.8731	0.0197	2.2%	0.0060	0.7%	71%	False	False	166,271
40	0.9007	0.8731	0.0276	3.1%	0.0058	0.7%	50%	False	False	163,897
60	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	22%	False	False	127,177
80	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	22%	False	False	95,526
100	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	22%	False	False	76,442
120	0.9360	0.8731	0.0629	7.1%	0.0065	0.7%	22%	False	False	63,708

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9245
2.618	0.9114
1.618	0.9033
1.000	0.8984
0.618	0.8953
HIGH	0.8903
0.618	0.8872
0.500	0.8863
0.382	0.8853
LOW	0.8823
0.618	0.8773
1.000	0.8742
1.618	0.8692
2.618	0.8612
4.250	0.8480

Fisher Pivots for day following 15-Nov-2017
Pivot	1 day	3 day
R1	0.8867	0.8862
PP	0.8865	0.8854
S1	0.8863	0.8847

Download as Excel Spreadsheet

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

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