CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 21-Nov-2017

Day Change Summary
	Previous	Current
	20-Nov-2017	21-Nov-2017	Change	Change %	Previous Week
Open	0.8926	0.8892	-0.0034	-0.4%	0.8817
High	0.8949	0.8925	-0.0024	-0.3%	0.8944
Low	0.8881	0.8882	0.0001	0.0%	0.8791
Close	0.8885	0.8902	0.0018	0.2%	0.8929
Range	0.0068	0.0043	-0.0025	-37.0%	0.0154
ATR	0.0061	0.0060	-0.0001	-2.2%	0.0000
Volume	164,769	125,578	-39,191	-23.8%	841,897

Daily Pivots for day following 21-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9030	0.9009	0.8925
R3	0.8988	0.8966	0.8914
R2	0.8945	0.8945	0.8910
R1	0.8924	0.8924	0.8906	0.8935
PP	0.8903	0.8903	0.8903	0.8908
S1	0.8881	0.8881	0.8898	0.8892
S2	0.8860	0.8860	0.8894
S3	0.8818	0.8839	0.8890
S4	0.8775	0.8796	0.8879

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	0.8949	0.8823	0.0126	1.4%	0.0067	0.7%	63%	False	False	171,443
10	0.8949	0.8780	0.0169	1.9%	0.0057	0.6%	72%	False	False	165,005
20	0.8949	0.8731	0.0218	2.4%	0.0059	0.7%	79%	False	False	161,925
40	0.8980	0.8731	0.0250	2.8%	0.0058	0.6%	69%	False	False	160,722
60	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	27%	False	False	137,607
80	0.9360	0.8731	0.0629	7.1%	0.0067	0.7%	27%	False	False	103,373
100	0.9360	0.8731	0.0629	7.1%	0.0067	0.7%	27%	False	False	82,729
120	0.9360	0.8731	0.0629	7.1%	0.0065	0.7%	27%	False	False	68,950

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9105
2.618	0.9036
1.618	0.8993
1.000	0.8967
0.618	0.8951
HIGH	0.8925
0.618	0.8908
0.500	0.8903
0.382	0.8898
LOW	0.8882
0.618	0.8856
1.000	0.8840
1.618	0.8813
2.618	0.8771
4.250	0.8701

Fisher Pivots for day following 21-Nov-2017
Pivot	1 day	3 day
R1	0.8903	0.8901
PP	0.8903	0.8900
S1	0.8902	0.8899

Download as Excel Spreadsheet

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

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