CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 11-Dec-2017

Day Change Summary
	Previous	Current
	08-Dec-2017	11-Dec-2017	Change	Change %	Previous Week
Open	0.8847	0.8808	-0.0040	-0.4%	0.8878
High	0.8847	0.8834	-0.0014	-0.2%	0.8934
Low	0.8807	0.8798	-0.0009	-0.1%	0.8807
Close	0.8813	0.8812	-0.0001	0.0%	0.8813
Range	0.0041	0.0036	-0.0005	-12.3%	0.0128
ATR	0.0064	0.0062	-0.0002	-3.2%	0.0000
Volume	169,069	136,454	-32,615	-19.3%	727,742

Daily Pivots for day following 11-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8921	0.8902	0.8832
R3	0.8886	0.8867	0.8822
R2	0.8850	0.8850	0.8819
R1	0.8831	0.8831	0.8815	0.8841
PP	0.8815	0.8815	0.8815	0.8819
S1	0.8796	0.8796	0.8809	0.8805
S2	0.8779	0.8779	0.8805
S3	0.8744	0.8760	0.8802
S4	0.8708	0.8725	0.8792

Weekly Pivots for week ending 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9234	0.9151	0.8883
R3	0.9106	0.9023	0.8848
R2	0.8979	0.8979	0.8836
R1	0.8896	0.8896	0.8824	0.8873
PP	0.8851	0.8851	0.8851	0.8840
S1	0.8768	0.8768	0.8801	0.8746
S2	0.8724	0.8724	0.8789
S3	0.8596	0.8641	0.8777
S4	0.8469	0.8513	0.8742

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8934	0.8798	0.0136	1.5%	0.0048	0.5%	10%	False	True	144,313
10	0.9023	0.8798	0.0225	2.5%	0.0061	0.7%	6%	False	True	179,135
20	0.9030	0.8791	0.0239	2.7%	0.0062	0.7%	9%	False	False	170,452
40	0.9030	0.8731	0.0299	3.4%	0.0061	0.7%	27%	False	False	165,897
60	0.9046	0.8731	0.0316	3.6%	0.0061	0.7%	26%	False	False	165,809
80	0.9360	0.8731	0.0629	7.1%	0.0066	0.8%	13%	False	False	131,739
100	0.9360	0.8731	0.0629	7.1%	0.0066	0.8%	13%	False	False	105,484
120	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	13%	False	False	87,918

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0010
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.8984
2.618	0.8926
1.618	0.8891
1.000	0.8869
0.618	0.8855
HIGH	0.8834
0.618	0.8820
0.500	0.8816
0.382	0.8812
LOW	0.8798
0.618	0.8776
1.000	0.8763
1.618	0.8741
2.618	0.8705
4.250	0.8647

Fisher Pivots for day following 11-Dec-2017
Pivot	1 day	3 day
R1	0.8816	0.8856
PP	0.8815	0.8842
S1	0.8813	0.8827

Download as Excel Spreadsheet

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

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