CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	0.9998	1.0056	0.0058	0.6%	0.9891
High	1.0050	1.0066	0.0016	0.2%	1.0066
Low	0.9969	0.9978	0.0009	0.1%	0.9808
Close	1.0040	1.0048	0.0008	0.1%	0.9969
Range	0.0081	0.0089	0.0008	9.3%	0.0258
ATR	0.0093	0.0093	0.0000	-0.3%	0.0000
Volume	34	83	49	144.1%	395

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0296	1.0260	1.0096
R3	1.0207	1.0172	1.0072
R2	1.0119	1.0119	1.0064
R1	1.0083	1.0083	1.0056	1.0057
PP	1.0030	1.0030	1.0030	1.0017
S1	0.9995	0.9995	1.0039	0.9968
S2	0.9942	0.9942	1.0031
S3	0.9853	0.9906	1.0023
S4	0.9765	0.9818	0.9999

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0722	1.0603	1.0110
R3	1.0464	1.0345	1.0039
R2	1.0206	1.0206	1.0016
R1	1.0087	1.0087	0.9992	1.0146
PP	0.9948	0.9948	0.9948	0.9977
S1	0.9829	0.9829	0.9945	0.9888
S2	0.9690	0.9690	0.9921
S3	0.9432	0.9571	0.9898
S4	0.9174	0.9313	0.9827

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0066	0.9808	0.0258	2.6%	0.0108	1.1%	93%	True	False	80
10	1.0066	0.9766	0.0301	3.0%	0.0084	0.8%	94%	True	False	57
20	1.0066	0.9676	0.0390	3.9%	0.0092	0.9%	95%	True	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0442
2.618	1.0298
1.618	1.0209
1.000	1.0155
0.618	1.0121
HIGH	1.0066
0.618	1.0032
0.500	1.0022
0.382	1.0011
LOW	0.9978
0.618	0.9923
1.000	0.9889
1.618	0.9834
2.618	0.9746
4.250	0.9601

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	1.0039	1.0035
PP	1.0030	1.0023
S1	1.0022	1.0010

Download as Excel Spreadsheet

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

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