CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 22-Nov-2017

Day Change Summary
	Previous	Current
	21-Nov-2017	22-Nov-2017	Change	Change %	Previous Week
Open	0.8892	0.8899	0.0007	0.1%	0.8817
High	0.8925	0.9007	0.0083	0.9%	0.8944
Low	0.8882	0.8899	0.0017	0.2%	0.8791
Close	0.8902	0.9005	0.0103	1.2%	0.8929
Range	0.0043	0.0108	0.0066	154.1%	0.0154
ATR	0.0060	0.0064	0.0003	5.7%	0.0000
Volume	125,578	181,019	55,441	44.1%	841,897

Daily Pivots for day following 22-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9294	0.9257	0.9064
R3	0.9186	0.9149	0.9034
R2	0.9078	0.9078	0.9024
R1	0.9041	0.9041	0.9014	0.9060
PP	0.8970	0.8970	0.8970	0.8979
S1	0.8933	0.8933	0.8995	0.8952
S2	0.8862	0.8862	0.8985
S3	0.8754	0.8825	0.8975
S4	0.8646	0.8717	0.8945

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	0.9007	0.8834	0.0173	1.9%	0.0072	0.8%	99%	True	False	162,021
10	0.9007	0.8780	0.0227	2.5%	0.0063	0.7%	99%	True	False	169,871
20	0.9007	0.8731	0.0277	3.1%	0.0061	0.7%	99%	True	False	160,677
40	0.9007	0.8731	0.0277	3.1%	0.0058	0.6%	99%	True	False	158,861
60	0.9360	0.8731	0.0629	7.0%	0.0067	0.7%	44%	False	False	140,585
80	0.9360	0.8731	0.0629	7.0%	0.0067	0.7%	44%	False	False	105,634
100	0.9360	0.8731	0.0629	7.0%	0.0067	0.7%	44%	False	False	84,539
120	0.9360	0.8731	0.0629	7.0%	0.0066	0.7%	44%	False	False	70,458

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	0.0012
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	0.9466
2.618	0.9290
1.618	0.9182
1.000	0.9115
0.618	0.9074
HIGH	0.9007
0.618	0.8966
0.500	0.8953
0.382	0.8940
LOW	0.8899
0.618	0.8832
1.000	0.8791
1.618	0.8724
2.618	0.8616
4.250	0.8440

Fisher Pivots for day following 22-Nov-2017
Pivot	1 day	3 day
R1	0.8987	0.8984
PP	0.8970	0.8964
S1	0.8953	0.8944

Download as Excel Spreadsheet

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

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