CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 04-Dec-2017

Day Change Summary
	Previous	Current
	01-Dec-2017	04-Dec-2017	Change	Change %	Previous Week
Open	0.8880	0.8878	-0.0002	0.0%	0.8969
High	0.8982	0.8905	-0.0077	-0.9%	0.9030
Low	0.8865	0.8847	-0.0017	-0.2%	0.8865
Close	0.8930	0.8884	-0.0046	-0.5%	0.8930
Range	0.0118	0.0058	-0.0060	-51.1%	0.0165
ATR	0.0067	0.0068	0.0001	1.7%	0.0000
Volume	352,186	142,629	-209,557	-59.5%	1,090,040

Daily Pivots for day following 04-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9051	0.9025	0.8916
R3	0.8994	0.8968	0.8900
R2	0.8936	0.8936	0.8895
R1	0.8910	0.8910	0.8889	0.8923
PP	0.8879	0.8879	0.8879	0.8885
S1	0.8853	0.8853	0.8879	0.8866
S2	0.8821	0.8821	0.8873
S3	0.8764	0.8795	0.8868
S4	0.8706	0.8738	0.8852

Weekly Pivots for week ending 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9436	0.9348	0.9021
R3	0.9271	0.9183	0.8975
R2	0.9106	0.9106	0.8960
R1	0.9018	0.9018	0.8945	0.8980
PP	0.8941	0.8941	0.8941	0.8922
S1	0.8853	0.8853	0.8915	0.8815
S2	0.8776	0.8776	0.8900
S3	0.8611	0.8688	0.8885
S4	0.8446	0.8523	0.8839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9023	0.8847	0.0175	2.0%	0.0073	0.8%	21%	False	True	213,957
10	0.9030	0.8847	0.0182	2.0%	0.0070	0.8%	20%	False	True	184,558
20	0.9030	0.8731	0.0299	3.4%	0.0064	0.7%	51%	False	False	174,450
40	0.9030	0.8731	0.0299	3.4%	0.0061	0.7%	51%	False	False	163,484
60	0.9286	0.8731	0.0556	6.3%	0.0065	0.7%	28%	False	False	162,915
80	0.9360	0.8731	0.0629	7.1%	0.0068	0.8%	24%	False	False	122,775
100	0.9360	0.8731	0.0629	7.1%	0.0068	0.8%	24%	False	False	98,277
120	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	24%	False	False	81,909

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9149
2.618	0.9056
1.618	0.8998
1.000	0.8962
0.618	0.8941
HIGH	0.8905
0.618	0.8883
0.500	0.8876
0.382	0.8869
LOW	0.8847
0.618	0.8812
1.000	0.8790
1.618	0.8754
2.618	0.8697
4.250	0.8603

Fisher Pivots for day following 04-Dec-2017
Pivot	1 day	3 day
R1	0.8881	0.8915
PP	0.8879	0.8904
S1	0.8876	0.8894

Download as Excel Spreadsheet

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

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