CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	0.9720	0.9730	0.0010	0.1%	0.9857
High	0.9747	0.9770	0.0023	0.2%	0.9874
Low	0.9660	0.9630	-0.0030	-0.3%	0.9630
Close	0.9722	0.9665	-0.0057	-0.6%	0.9665
Range	0.0088	0.0140	0.0053	60.6%	0.0244
ATR	0.0097	0.0100	0.0003	3.2%	0.0000
Volume	4,082	4,236	154	3.8%	14,913

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0110	1.0028	0.9742
R3	0.9969	0.9887	0.9703
R2	0.9829	0.9829	0.9690
R1	0.9747	0.9747	0.9677	0.9717
PP	0.9688	0.9688	0.9688	0.9674
S1	0.9606	0.9606	0.9652	0.9577
S2	0.9548	0.9548	0.9639
S3	0.9407	0.9466	0.9626
S4	0.9267	0.9325	0.9587

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0455	1.0304	0.9799
R3	1.0211	1.0060	0.9732
R2	0.9967	0.9967	0.9709
R1	0.9816	0.9816	0.9687	0.9769
PP	0.9723	0.9723	0.9723	0.9700
S1	0.9572	0.9572	0.9642	0.9525
S2	0.9479	0.9479	0.9620
S3	0.9235	0.9328	0.9597
S4	0.8991	0.9084	0.9530

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9874	0.9630	0.0244	2.5%	0.0095	1.0%	14%	False	True	2,982
10	1.0055	0.9630	0.0425	4.4%	0.0085	0.9%	8%	False	True	1,894
20	1.0098	0.9630	0.0468	4.8%	0.0090	0.9%	7%	False	True	1,196
40	1.0098	0.9360	0.0738	7.6%	0.0113	1.2%	41%	False	False	800
60	1.0117	0.9360	0.0757	7.8%	0.0113	1.2%	40%	False	False	581
80	1.0117	0.9055	0.1062	11.0%	0.0095	1.0%	57%	False	False	447
100	1.0117	0.9035	0.1082	11.2%	0.0085	0.9%	58%	False	False	358
120	1.0117	0.8912	0.1205	12.5%	0.0073	0.8%	62%	False	False	299

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0368
2.618	1.0138
1.618	0.9998
1.000	0.9911
0.618	0.9857
HIGH	0.9770
0.618	0.9717
0.500	0.9700
0.382	0.9684
LOW	0.9630
0.618	0.9543
1.000	0.9490
1.618	0.9403
2.618	0.9262
4.250	0.9033

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	0.9700	0.9700
PP	0.9688	0.9688
S1	0.9676	0.9676

Download as Excel Spreadsheet

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

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