CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 27-Nov-2017

Day Change Summary
	Previous	Current
	24-Nov-2017	27-Nov-2017	Change	Change %	Previous Week
Open	0.9001	0.8969	-0.0032	-0.3%	0.8926
High	0.9013	0.9030	0.0017	0.2%	0.9013
Low	0.8968	0.8961	-0.0007	-0.1%	0.8881
Close	0.8970	0.9016	0.0046	0.5%	0.8970
Range	0.0045	0.0069	0.0024	53.9%	0.0132
ATR	0.0062	0.0063	0.0000	0.7%	0.0000
Volume	141,554	162,883	21,329	15.1%	612,920

Daily Pivots for day following 27-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9208	0.9180	0.9053
R3	0.9139	0.9112	0.9034
R2	0.9071	0.9071	0.9028
R1	0.9043	0.9043	0.9022	0.9057
PP	0.9002	0.9002	0.9002	0.9009
S1	0.8975	0.8975	0.9009	0.8988
S2	0.8934	0.8934	0.9003
S3	0.8865	0.8906	0.8997
S4	0.8797	0.8838	0.8978

Weekly Pivots for week ending 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9349	0.9291	0.9042
R3	0.9218	0.9160	0.9006
R2	0.9086	0.9086	0.8994
R1	0.9028	0.9028	0.8982	0.9057
PP	0.8955	0.8955	0.8955	0.8969
S1	0.8897	0.8897	0.8958	0.8926
S2	0.8823	0.8823	0.8946
S3	0.8692	0.8765	0.8934
S4	0.8560	0.8634	0.8898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9030	0.8881	0.0149	1.6%	0.0066	0.7%	91%	True	False	155,160
10	0.9030	0.8791	0.0239	2.7%	0.0064	0.7%	94%	True	False	161,770
20	0.9030	0.8731	0.0299	3.3%	0.0061	0.7%	95%	True	False	157,870
40	0.9030	0.8731	0.0299	3.3%	0.0058	0.6%	95%	True	False	156,620
60	0.9360	0.8731	0.0629	7.0%	0.0067	0.7%	45%	False	False	145,585
80	0.9360	0.8731	0.0629	7.0%	0.0067	0.7%	45%	False	False	109,435
100	0.9360	0.8731	0.0629	7.0%	0.0067	0.7%	45%	False	False	87,582
120	0.9360	0.8731	0.0629	7.0%	0.0066	0.7%	45%	False	False	72,995

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9321
2.618	0.9209
1.618	0.9140
1.000	0.9098
0.618	0.9072
HIGH	0.9030
0.618	0.9003
0.500	0.8995
0.382	0.8987
LOW	0.8961
0.618	0.8919
1.000	0.8893
1.618	0.8850
2.618	0.8782
4.250	0.8670

Fisher Pivots for day following 27-Nov-2017
Pivot	1 day	3 day
R1	0.9009	0.8998
PP	0.9002	0.8981
S1	0.8995	0.8964

Download as Excel Spreadsheet

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

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