CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 28-Nov-2017

Day Change Summary
	Previous	Current
	27-Nov-2017	28-Nov-2017	Change	Change %	Previous Week
Open	0.8969	0.9012	0.0043	0.5%	0.8926
High	0.9030	0.9023	-0.0007	-0.1%	0.9013
Low	0.8961	0.8965	0.0004	0.0%	0.8881
Close	0.9016	0.8969	-0.0047	-0.5%	0.8970
Range	0.0069	0.0058	-0.0011	-16.1%	0.0132
ATR	0.0063	0.0062	0.0000	-0.6%	0.0000
Volume	162,883	189,577	26,694	16.4%	612,920

Daily Pivots for day following 28-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9158	0.9121	0.9001
R3	0.9101	0.9064	0.8985
R2	0.9043	0.9043	0.8980
R1	0.9006	0.9006	0.8974	0.8996
PP	0.8986	0.8986	0.8986	0.8980
S1	0.8949	0.8949	0.8964	0.8938
S2	0.8928	0.8928	0.8958
S3	0.8871	0.8891	0.8953
S4	0.8813	0.8834	0.8937

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	0.8882	0.0148	1.6%	0.0064	0.7%	59%	False	False	160,122
10	0.9030	0.8791	0.0239	2.7%	0.0066	0.7%	75%	False	False	168,175
20	0.9030	0.8731	0.0299	3.3%	0.0060	0.7%	80%	False	False	160,119
40	0.9030	0.8731	0.0299	3.3%	0.0058	0.7%	80%	False	False	157,436
60	0.9360	0.8731	0.0629	7.0%	0.0066	0.7%	38%	False	False	148,728
80	0.9360	0.8731	0.0629	7.0%	0.0066	0.7%	38%	False	False	111,802
100	0.9360	0.8731	0.0629	7.0%	0.0067	0.7%	38%	False	False	89,477
120	0.9360	0.8731	0.0629	7.0%	0.0066	0.7%	38%	False	False	74,575

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

Fibonacci Retracements and Extensions
4.250	0.9267
2.618	0.9173
1.618	0.9116
1.000	0.9080
0.618	0.9058
HIGH	0.9023
0.618	0.9001
0.500	0.8994
0.382	0.8987
LOW	0.8965
0.618	0.8929
1.000	0.8908
1.618	0.8872
2.618	0.8814
4.250	0.8721

Fisher Pivots for day following 28-Nov-2017
Pivot	1 day	3 day
R1	0.8994	0.8995
PP	0.8986	0.8987
S1	0.8977	0.8978

Download as Excel Spreadsheet

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

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