CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 12-Dec-2017

Day Change Summary
	Previous	Current
	11-Dec-2017	12-Dec-2017	Change	Change %	Previous Week
Open	0.8808	0.8809	0.0002	0.0%	0.8878
High	0.8834	0.8823	-0.0011	-0.1%	0.8934
Low	0.8798	0.8793	-0.0005	-0.1%	0.8807
Close	0.8812	0.8806	-0.0006	-0.1%	0.8813
Range	0.0036	0.0030	-0.0006	-15.5%	0.0128
ATR	0.0062	0.0059	-0.0002	-3.7%	0.0000
Volume	136,454	151,094	14,640	10.7%	727,742

Daily Pivots for day following 12-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8897	0.8882	0.8823
R3	0.8867	0.8852	0.8814
R2	0.8837	0.8837	0.8812
R1	0.8822	0.8822	0.8809	0.8815
PP	0.8807	0.8807	0.8807	0.8804
S1	0.8792	0.8792	0.8803	0.8785
S2	0.8777	0.8777	0.8801
S3	0.8747	0.8762	0.8798
S4	0.8717	0.8732	0.8790

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	0.8793	0.0141	1.6%	0.0046	0.5%	9%	False	True	147,475
10	0.8986	0.8793	0.0193	2.2%	0.0058	0.7%	7%	False	True	175,287
20	0.9030	0.8791	0.0239	2.7%	0.0062	0.7%	6%	False	False	171,731
40	0.9030	0.8731	0.0299	3.4%	0.0061	0.7%	25%	False	False	166,611
60	0.9038	0.8731	0.0308	3.5%	0.0060	0.7%	25%	False	False	166,203
80	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	12%	False	False	133,605
100	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	12%	False	False	106,993
120	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	12%	False	False	89,177

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 89 trading days

Fibonacci Retracements and Extensions
4.250	0.8951
2.618	0.8902
1.618	0.8872
1.000	0.8853
0.618	0.8842
HIGH	0.8823
0.618	0.8812
0.500	0.8808
0.382	0.8804
LOW	0.8793
0.618	0.8774
1.000	0.8763
1.618	0.8744
2.618	0.8714
4.250	0.8666

Fisher Pivots for day following 12-Dec-2017
Pivot	1 day	3 day
R1	0.8808	0.8820
PP	0.8807	0.8815
S1	0.8807	0.8811

Download as Excel Spreadsheet

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

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