CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 08-Sep-2016

Day Change Summary
	Previous	Current
	07-Sep-2016	08-Sep-2016	Change	Change %	Previous Week
Open	0.9798	0.9834	0.0036	0.4%	0.9816
High	0.9885	0.9863	-0.0022	-0.2%	0.9834
Low	0.9792	0.9748	-0.0044	-0.4%	0.9590
Close	0.9829	0.9760	-0.0070	-0.7%	0.9625
Range	0.0093	0.0115	0.0022	23.8%	0.0245
ATR	0.0110	0.0110	0.0000	0.3%	0.0000
Volume	128,132	139,384	11,252	8.8%	630,923

Daily Pivots for day following 08-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0134	1.0061	0.9822
R3	1.0019	0.9947	0.9791
R2	0.9905	0.9905	0.9780
R1	0.9832	0.9832	0.9770	0.9811
PP	0.9790	0.9790	0.9790	0.9780
S1	0.9718	0.9718	0.9749	0.9697
S2	0.9676	0.9676	0.9739
S3	0.9561	0.9603	0.9728
S4	0.9447	0.9489	0.9697

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0416	1.0265	0.9759
R3	1.0172	1.0021	0.9692
R2	0.9927	0.9927	0.9670
R1	0.9776	0.9776	0.9647	0.9730
PP	0.9683	0.9683	0.9683	0.9660
S1	0.9532	0.9532	0.9603	0.9485
S2	0.9438	0.9438	0.9580
S3	0.9194	0.9287	0.9558
S4	0.8949	0.9043	0.9491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9885	0.9590	0.0295	3.0%	0.0131	1.3%	58%	False	False	158,932
10	1.0001	0.9590	0.0412	4.2%	0.0112	1.2%	41%	False	False	135,514
20	1.0058	0.9590	0.0469	4.8%	0.0101	1.0%	36%	False	False	113,291
40	1.0058	0.9323	0.0735	7.5%	0.0113	1.2%	59%	False	False	115,370
60	1.0131	0.9323	0.0808	8.3%	0.0128	1.3%	54%	False	False	122,132
80	1.0131	0.9008	0.1123	11.5%	0.0118	1.2%	67%	False	False	100,371
100	1.0131	0.8987	0.1145	11.7%	0.0112	1.2%	68%	False	False	80,347
120	1.0131	0.8840	0.1291	13.2%	0.0105	1.1%	71%	False	False	66,974

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0349
2.618	1.0162
1.618	1.0048
1.000	0.9977
0.618	0.9933
HIGH	0.9863
0.618	0.9819
0.500	0.9805
0.382	0.9792
LOW	0.9748
0.618	0.9677
1.000	0.9634
1.618	0.9563
2.618	0.9448
4.250	0.9261

Fisher Pivots for day following 08-Sep-2016
Pivot	1 day	3 day
R1	0.9805	0.9754
PP	0.9790	0.9749
S1	0.9775	0.9744

Download as Excel Spreadsheet

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

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