CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 14-Dec-2017

Day Change Summary
	Previous	Current
	13-Dec-2017	14-Dec-2017	Change	Change %	Previous Week
Open	0.8808	0.8877	0.0069	0.8%	0.8878
High	0.8895	0.8925	0.0030	0.3%	0.8934
Low	0.8807	0.8860	0.0053	0.6%	0.8807
Close	0.8890	0.8915	0.0025	0.3%	0.8813
Range	0.0088	0.0065	-0.0023	-26.1%	0.0128
ATR	0.0061	0.0062	0.0000	0.4%	0.0000
Volume	253,229	165,280	-87,949	-34.7%	727,742

Daily Pivots for day following 14-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9095	0.9070	0.8950
R3	0.9030	0.9005	0.8932
R2	0.8965	0.8965	0.8926
R1	0.8940	0.8940	0.8920	0.8952
PP	0.8900	0.8900	0.8900	0.8906
S1	0.8875	0.8875	0.8909	0.8887
S2	0.8835	0.8835	0.8903
S3	0.8770	0.8810	0.8897
S4	0.8705	0.8745	0.8879

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	0.8925	0.8793	0.0132	1.5%	0.0052	0.6%	92%	True	False	175,025
10	0.8982	0.8793	0.0189	2.1%	0.0060	0.7%	64%	False	False	178,598
20	0.9030	0.8793	0.0237	2.7%	0.0063	0.7%	51%	False	False	173,775
40	0.9030	0.8731	0.0299	3.4%	0.0062	0.7%	62%	False	False	170,023
60	0.9030	0.8731	0.0299	3.4%	0.0060	0.7%	62%	False	False	167,189
80	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	29%	False	False	138,826
100	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	29%	False	False	111,176
120	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	29%	False	False	92,664

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9201
2.618	0.9095
1.618	0.9030
1.000	0.8990
0.618	0.8965
HIGH	0.8925
0.618	0.8900
0.500	0.8892
0.382	0.8884
LOW	0.8860
0.618	0.8819
1.000	0.8795
1.618	0.8754
2.618	0.8689
4.250	0.8583

Fisher Pivots for day following 14-Dec-2017
Pivot	1 day	3 day
R1	0.8907	0.8896
PP	0.8900	0.8877
S1	0.8892	0.8859

Download as Excel Spreadsheet

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

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