CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 03-Aug-2016

Day Change Summary
	Previous	Current
	02-Aug-2016	03-Aug-2016	Change	Change %	Previous Week
Open	0.9787	0.9927	0.0140	1.4%	0.9438
High	0.9949	0.9942	-0.0007	-0.1%	0.9823
Low	0.9740	0.9861	0.0121	1.2%	0.9388
Close	0.9927	0.9903	-0.0025	-0.2%	0.9820
Range	0.0209	0.0081	-0.0128	-61.2%	0.0436
ATR	0.0147	0.0142	-0.0005	-3.2%	0.0000
Volume	145,818	92,193	-53,625	-36.8%	750,596

Daily Pivots for day following 03-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0145	1.0105	0.9947
R3	1.0064	1.0024	0.9925
R2	0.9983	0.9983	0.9917
R1	0.9943	0.9943	0.9910	0.9922
PP	0.9902	0.9902	0.9902	0.9892
S1	0.9862	0.9862	0.9895	0.9841
S2	0.9821	0.9821	0.9888
S3	0.9740	0.9781	0.9880
S4	0.9659	0.9700	0.9858

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0983	1.0837	1.0059
R3	1.0548	1.0401	0.9939
R2	1.0112	1.0112	0.9899
R1	0.9966	0.9966	0.9859	1.0039
PP	0.9677	0.9677	0.9677	0.9713
S1	0.9530	0.9530	0.9780	0.9604
S2	0.9241	0.9241	0.9740
S3	0.8806	0.9095	0.9700
S4	0.8370	0.8659	0.9580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9949	0.9479	0.0470	4.7%	0.0156	1.6%	90%	False	False	143,212
10	0.9949	0.9323	0.0626	6.3%	0.0147	1.5%	93%	False	False	133,001
20	1.0025	0.9323	0.0702	7.1%	0.0142	1.4%	83%	False	False	131,116
40	1.0131	0.9323	0.0808	8.2%	0.0140	1.4%	72%	False	False	130,812
60	1.0131	0.9008	0.1123	11.3%	0.0122	1.2%	80%	False	False	89,258
80	1.0131	0.8987	0.1145	11.6%	0.0114	1.2%	80%	False	False	66,994
100	1.0131	0.8804	0.1327	13.4%	0.0106	1.1%	83%	False	False	53,610
120	1.0131	0.8796	0.1336	13.5%	0.0096	1.0%	83%	False	False	44,677

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0286
2.618	1.0154
1.618	1.0073
1.000	1.0023
0.618	0.9992
HIGH	0.9942
0.618	0.9911
0.500	0.9902
0.382	0.9892
LOW	0.9861
0.618	0.9811
1.000	0.9780
1.618	0.9730
2.618	0.9649
4.250	0.9517

Fisher Pivots for day following 03-Aug-2016
Pivot	1 day	3 day
R1	0.9902	0.9883
PP	0.9902	0.9864
S1	0.9902	0.9845

Download as Excel Spreadsheet

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

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