CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 15-Dec-2017

Day Change Summary
	Previous	Current
	14-Dec-2017	15-Dec-2017	Change	Change %	Previous Week
Open	0.8877	0.8899	0.0022	0.2%	0.8808
High	0.8925	0.8926	0.0002	0.0%	0.8926
Low	0.8860	0.8871	0.0011	0.1%	0.8793
Close	0.8915	0.8880	-0.0035	-0.4%	0.8880
Range	0.0065	0.0056	-0.0010	-14.6%	0.0133
ATR	0.0062	0.0061	0.0000	-0.7%	0.0000
Volume	165,280	51,013	-114,267	-69.1%	757,070

Daily Pivots for day following 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9059	0.9025	0.8911
R3	0.9003	0.8969	0.8895
R2	0.8948	0.8948	0.8890
R1	0.8914	0.8914	0.8885	0.8903
PP	0.8892	0.8892	0.8892	0.8887
S1	0.8858	0.8858	0.8875	0.8848
S2	0.8837	0.8837	0.8870
S3	0.8781	0.8803	0.8865
S4	0.8726	0.8747	0.8849

Weekly Pivots for week ending 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9265	0.9206	0.8953
R3	0.9132	0.9073	0.8917
R2	0.8999	0.8999	0.8904
R1	0.8940	0.8940	0.8892	0.8970
PP	0.8866	0.8866	0.8866	0.8881
S1	0.8807	0.8807	0.8868	0.8837
S2	0.8733	0.8733	0.8856
S3	0.8600	0.8674	0.8843
S4	0.8467	0.8541	0.8807

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8926	0.8793	0.0133	1.5%	0.0055	0.6%	65%	True	False	151,414
10	0.8934	0.8793	0.0141	1.6%	0.0054	0.6%	62%	False	False	148,481
20	0.9030	0.8793	0.0237	2.7%	0.0064	0.7%	37%	False	False	169,149
40	0.9030	0.8731	0.0299	3.4%	0.0061	0.7%	50%	False	False	166,568
60	0.9030	0.8731	0.0299	3.4%	0.0060	0.7%	50%	False	False	164,764
80	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	24%	False	False	139,455
100	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	24%	False	False	111,685
120	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	24%	False	False	93,089

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9162
2.618	0.9071
1.618	0.9016
1.000	0.8982
0.618	0.8960
HIGH	0.8926
0.618	0.8905
0.500	0.8898
0.382	0.8892
LOW	0.8871
0.618	0.8836
1.000	0.8815
1.618	0.8781
2.618	0.8725
4.250	0.8635

Fisher Pivots for day following 15-Dec-2017
Pivot	1 day	3 day
R1	0.8898	0.8875
PP	0.8892	0.8871
S1	0.8886	0.8866

Download as Excel Spreadsheet

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

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