CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 07-Dec-2017

Day Change Summary
	Previous	Current
	06-Dec-2017	07-Dec-2017	Change	Change %	Previous Week
Open	0.8886	0.8911	0.0026	0.3%	0.8969
High	0.8934	0.8915	-0.0020	-0.2%	0.9030
Low	0.8884	0.8841	-0.0043	-0.5%	0.8865
Close	0.8908	0.8843	-0.0066	-0.7%	0.8930
Range	0.0051	0.0074	0.0024	46.5%	0.0165
ATR	0.0065	0.0065	0.0001	1.0%	0.0000
Volume	157,413	123,349	-34,064	-21.6%	1,090,040

Daily Pivots for day following 07-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9088	0.9039	0.8883
R3	0.9014	0.8965	0.8863
R2	0.8940	0.8940	0.8856
R1	0.8891	0.8891	0.8849	0.8879
PP	0.8866	0.8866	0.8866	0.8860
S1	0.8817	0.8817	0.8836	0.8805
S2	0.8792	0.8792	0.8829
S3	0.8718	0.8743	0.8822
S4	0.8644	0.8669	0.8802

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	0.8841	0.0142	1.6%	0.0068	0.8%	1%	False	True	182,171
10	0.9030	0.8841	0.0189	2.1%	0.0064	0.7%	1%	False	True	179,026
20	0.9030	0.8780	0.0250	2.8%	0.0064	0.7%	25%	False	False	174,448
40	0.9030	0.8731	0.0299	3.4%	0.0061	0.7%	37%	False	False	165,179
60	0.9166	0.8731	0.0435	4.9%	0.0063	0.7%	26%	False	False	166,226
80	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	18%	False	False	127,943
100	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	18%	False	False	102,433
120	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	18%	False	False	85,373

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9229
2.618	0.9108
1.618	0.9034
1.000	0.8989
0.618	0.8960
HIGH	0.8915
0.618	0.8886
0.500	0.8878
0.382	0.8869
LOW	0.8841
0.618	0.8795
1.000	0.8767
1.618	0.8721
2.618	0.8647
4.250	0.8526

Fisher Pivots for day following 07-Dec-2017
Pivot	1 day	3 day
R1	0.8878	0.8887
PP	0.8866	0.8872
S1	0.8854	0.8857

Download as Excel Spreadsheet

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

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