CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 05-Dec-2017

Day Change Summary
	Previous	Current
	04-Dec-2017	05-Dec-2017	Change	Change %	Previous Week
Open	0.8878	0.8895	0.0017	0.2%	0.8969
High	0.8905	0.8903	-0.0002	0.0%	0.9030
Low	0.8847	0.8864	0.0017	0.2%	0.8865
Close	0.8884	0.8885	0.0001	0.0%	0.8930
Range	0.0058	0.0039	-0.0019	-32.2%	0.0165
ATR	0.0068	0.0066	-0.0002	-3.0%	0.0000
Volume	142,629	135,282	-7,347	-5.2%	1,090,040

Daily Pivots for day following 05-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9001	0.8982	0.8906
R3	0.8962	0.8943	0.8896
R2	0.8923	0.8923	0.8892
R1	0.8904	0.8904	0.8889	0.8894
PP	0.8884	0.8884	0.8884	0.8879
S1	0.8865	0.8865	0.8881	0.8855
S2	0.8845	0.8845	0.8878
S3	0.8806	0.8826	0.8874
S4	0.8767	0.8787	0.8864

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	0.8986	0.8847	0.0138	1.6%	0.0070	0.8%	27%	False	False	203,098
10	0.9030	0.8847	0.0182	2.0%	0.0067	0.8%	21%	False	False	181,610
20	0.9030	0.8760	0.0270	3.0%	0.0062	0.7%	46%	False	False	173,829
40	0.9030	0.8731	0.0299	3.4%	0.0061	0.7%	52%	False	False	165,265
60	0.9194	0.8731	0.0464	5.2%	0.0064	0.7%	33%	False	False	164,670
80	0.9360	0.8731	0.0629	7.1%	0.0068	0.8%	25%	False	False	124,446
100	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	25%	False	False	99,630
120	0.9360	0.8731	0.0629	7.1%	0.0065	0.7%	25%	False	False	83,034

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9069
2.618	0.9005
1.618	0.8966
1.000	0.8942
0.618	0.8927
HIGH	0.8903
0.618	0.8888
0.500	0.8884
0.382	0.8879
LOW	0.8864
0.618	0.8840
1.000	0.8825
1.618	0.8801
2.618	0.8762
4.250	0.8698

Fisher Pivots for day following 05-Dec-2017
Pivot	1 day	3 day
R1	0.8885	0.8915
PP	0.8884	0.8905
S1	0.8884	0.8895

Download as Excel Spreadsheet

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

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