CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 29-Nov-2017

Day Change Summary
	Previous	Current
	28-Nov-2017	29-Nov-2017	Change	Change %	Previous Week
Open	0.9012	0.8977	-0.0035	-0.4%	0.8926
High	0.9023	0.8986	-0.0037	-0.4%	0.9013
Low	0.8965	0.8924	-0.0042	-0.5%	0.8881
Close	0.8969	0.8951	-0.0019	-0.2%	0.8970
Range	0.0058	0.0062	0.0005	7.8%	0.0132
ATR	0.0062	0.0062	0.0000	0.0%	0.0000
Volume	189,577	182,344	-7,233	-3.8%	612,920

Daily Pivots for day following 29-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9139	0.9107	0.8985
R3	0.9077	0.9045	0.8968
R2	0.9015	0.9015	0.8962
R1	0.8983	0.8983	0.8956	0.8968
PP	0.8953	0.8953	0.8953	0.8946
S1	0.8921	0.8921	0.8945	0.8906
S2	0.8891	0.8891	0.8939
S3	0.8829	0.8859	0.8933
S4	0.8767	0.8797	0.8916

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	0.8899	0.0131	1.5%	0.0068	0.8%	39%	False	False	171,475
10	0.9030	0.8823	0.0207	2.3%	0.0067	0.8%	62%	False	False	171,459
20	0.9030	0.8731	0.0299	3.3%	0.0060	0.7%	74%	False	False	162,729
40	0.9030	0.8731	0.0299	3.3%	0.0059	0.7%	74%	False	False	158,264
60	0.9360	0.8731	0.0629	7.0%	0.0065	0.7%	35%	False	False	151,697
80	0.9360	0.8731	0.0629	7.0%	0.0067	0.7%	35%	False	False	114,080
100	0.9360	0.8731	0.0629	7.0%	0.0067	0.7%	35%	False	False	91,301
120	0.9360	0.8731	0.0629	7.0%	0.0066	0.7%	35%	False	False	76,094

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9249
2.618	0.9148
1.618	0.9086
1.000	0.9048
0.618	0.9024
HIGH	0.8986
0.618	0.8962
0.500	0.8955
0.382	0.8947
LOW	0.8924
0.618	0.8885
1.000	0.8862
1.618	0.8823
2.618	0.8761
4.250	0.8660

Fisher Pivots for day following 29-Nov-2017
Pivot	1 day	3 day
R1	0.8955	0.8977
PP	0.8953	0.8968
S1	0.8952	0.8959

Download as Excel Spreadsheet

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

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