CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 17-Nov-2017

Day Change Summary
	Previous	Current
	16-Nov-2017	17-Nov-2017	Change	Change %	Previous Week
Open	0.8871	0.8852	-0.0019	-0.2%	0.8817
High	0.8882	0.8944	0.0063	0.7%	0.8944
Low	0.8834	0.8849	0.0015	0.2%	0.8791
Close	0.8861	0.8929	0.0068	0.8%	0.8929
Range	0.0048	0.0095	0.0048	100.0%	0.0154
ATR	0.0058	0.0061	0.0003	4.5%	0.0000
Volume	143,523	195,218	51,695	36.0%	841,897

Daily Pivots for day following 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9192	0.9155	0.8981
R3	0.9097	0.9060	0.8955
R2	0.9002	0.9002	0.8946
R1	0.8965	0.8965	0.8937	0.8984
PP	0.8907	0.8907	0.8907	0.8916
S1	0.8870	0.8870	0.8920	0.8889
S2	0.8812	0.8812	0.8911
S3	0.8717	0.8775	0.8902
S4	0.8622	0.8680	0.8876

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9348	0.9292	0.9013
R3	0.9195	0.9138	0.8971
R2	0.9041	0.9041	0.8957
R1	0.8985	0.8985	0.8943	0.9013
PP	0.8888	0.8888	0.8888	0.8902
S1	0.8831	0.8831	0.8914	0.8860
S2	0.8734	0.8734	0.8900
S3	0.8581	0.8678	0.8886
S4	0.8427	0.8524	0.8844

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8944	0.8791	0.0154	1.7%	0.0061	0.7%	90%	True	False	168,379
10	0.8944	0.8731	0.0214	2.4%	0.0059	0.7%	93%	True	False	164,342
20	0.8944	0.8731	0.0214	2.4%	0.0060	0.7%	93%	True	False	164,144
40	0.9007	0.8731	0.0276	3.1%	0.0059	0.7%	72%	False	False	163,160
60	0.9360	0.8731	0.0629	7.0%	0.0067	0.8%	31%	False	False	132,790
80	0.9360	0.8731	0.0629	7.0%	0.0066	0.7%	31%	False	False	99,754
100	0.9360	0.8731	0.0629	7.0%	0.0067	0.8%	31%	False	False	79,829
120	0.9360	0.8731	0.0629	7.0%	0.0065	0.7%	31%	False	False	66,530

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	0.0013
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	0.9348
2.618	0.9193
1.618	0.9098
1.000	0.9039
0.618	0.9003
HIGH	0.8944
0.618	0.8908
0.500	0.8897
0.382	0.8885
LOW	0.8849
0.618	0.8790
1.000	0.8754
1.618	0.8695
2.618	0.8600
4.250	0.8445

Fisher Pivots for day following 17-Nov-2017
Pivot	1 day	3 day
R1	0.8918	0.8913
PP	0.8907	0.8898
S1	0.8897	0.8883

Download as Excel Spreadsheet

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

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