CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 23-Aug-2016

Day Change Summary
	Previous	Current
	22-Aug-2016	23-Aug-2016	Change	Change %	Previous Week
Open	0.9942	0.9978	0.0037	0.4%	0.9888
High	0.9988	1.0015	0.0028	0.3%	1.0058
Low	0.9916	0.9970	0.0054	0.5%	0.9869
Close	0.9982	0.9987	0.0005	0.1%	0.9987
Range	0.0072	0.0046	-0.0026	-36.4%	0.0190
ATR	0.0113	0.0108	-0.0005	-4.3%	0.0000
Volume	83,114	76,057	-7,057	-8.5%	503,272

Daily Pivots for day following 23-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0127	1.0102	1.0012
R3	1.0081	1.0057	0.9999
R2	1.0036	1.0036	0.9995
R1	1.0011	1.0011	0.9991	1.0024
PP	0.9990	0.9990	0.9990	0.9997
S1	0.9966	0.9966	0.9982	0.9978
S2	0.9945	0.9945	0.9978
S3	0.9899	0.9920	0.9974
S4	0.9854	0.9875	0.9961

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0540	1.0453	1.0091
R3	1.0350	1.0263	1.0039
R2	1.0161	1.0161	1.0021
R1	1.0074	1.0074	1.0004	1.0117
PP	0.9971	0.9971	0.9971	0.9993
S1	0.9884	0.9884	0.9969	0.9928
S2	0.9782	0.9782	0.9952
S3	0.9592	0.9695	0.9934
S4	0.9403	0.9505	0.9882

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0046	0.9896	0.0151	1.5%	0.0075	0.8%	60%	False	False	94,073
10	1.0058	0.9790	0.0268	2.7%	0.0095	0.9%	73%	False	False	91,961
20	1.0058	0.9405	0.0654	6.5%	0.0112	1.1%	89%	False	False	105,806
40	1.0058	0.9323	0.0735	7.4%	0.0120	1.2%	90%	False	False	112,510
60	1.0131	0.9008	0.1123	11.2%	0.0126	1.3%	87%	False	False	109,791
80	1.0131	0.9008	0.1123	11.2%	0.0113	1.1%	87%	False	False	82,498
100	1.0131	0.8987	0.1145	11.5%	0.0109	1.1%	87%	False	False	66,035
120	1.0131	0.8804	0.1327	13.3%	0.0103	1.0%	89%	False	False	55,036

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 82 trading days

Fibonacci Retracements and Extensions
4.250	1.0208
2.618	1.0134
1.618	1.0089
1.000	1.0061
0.618	1.0043
HIGH	1.0015
0.618	0.9998
0.500	0.9992
0.382	0.9987
LOW	0.9970
0.618	0.9941
1.000	0.9924
1.618	0.9896
2.618	0.9850
4.250	0.9776

Fisher Pivots for day following 23-Aug-2016
Pivot	1 day	3 day
R1	0.9992	0.9981
PP	0.9990	0.9975
S1	0.9988	0.9969

Download as Excel Spreadsheet

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

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