CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 06-Dec-2017

Day Change Summary
	Previous	Current
	05-Dec-2017	06-Dec-2017	Change	Change %	Previous Week
Open	0.8895	0.8886	-0.0010	-0.1%	0.8969
High	0.8903	0.8934	0.0031	0.3%	0.9030
Low	0.8864	0.8884	0.0020	0.2%	0.8865
Close	0.8885	0.8908	0.0023	0.3%	0.8930
Range	0.0039	0.0051	0.0012	29.5%	0.0165
ATR	0.0066	0.0065	-0.0001	-1.7%	0.0000
Volume	135,282	157,413	22,131	16.4%	1,090,040

Daily Pivots for day following 06-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9060	0.9035	0.8936
R3	0.9010	0.8984	0.8922
R2	0.8959	0.8959	0.8918
R1	0.8934	0.8934	0.8913	0.8946
PP	0.8909	0.8909	0.8909	0.8915
S1	0.8883	0.8883	0.8904	0.8896
S2	0.8858	0.8858	0.8899
S3	0.8808	0.8833	0.8895
S4	0.8757	0.8782	0.8881

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	0.8982	0.8847	0.0135	1.5%	0.0067	0.8%	45%	False	False	198,112
10	0.9030	0.8847	0.0182	2.0%	0.0068	0.8%	34%	False	False	184,793
20	0.9030	0.8780	0.0250	2.8%	0.0062	0.7%	52%	False	False	174,899
40	0.9030	0.8731	0.0299	3.4%	0.0061	0.7%	60%	False	False	165,422
60	0.9166	0.8731	0.0435	4.9%	0.0063	0.7%	41%	False	False	166,095
80	0.9360	0.8731	0.0629	7.1%	0.0068	0.8%	28%	False	False	126,408
100	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	28%	False	False	101,203
120	0.9360	0.8731	0.0629	7.1%	0.0065	0.7%	28%	False	False	84,345

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9149
2.618	0.9066
1.618	0.9016
1.000	0.8985
0.618	0.8965
HIGH	0.8934
0.618	0.8915
0.500	0.8909
0.382	0.8903
LOW	0.8884
0.618	0.8852
1.000	0.8833
1.618	0.8802
2.618	0.8751
4.250	0.8669

Fisher Pivots for day following 06-Dec-2017
Pivot	1 day	3 day
R1	0.8909	0.8903
PP	0.8909	0.8897
S1	0.8909	0.8891

Download as Excel Spreadsheet

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

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