CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 27-Jun-2017

Day Change Summary
	Previous	Current
	26-Jun-2017	27-Jun-2017	Change	Change %	Previous Week
Open	0.9020	0.8972	-0.0048	-0.5%	0.9062
High	0.9027	0.9005	-0.0022	-0.2%	0.9064
Low	0.8966	0.8924	-0.0042	-0.5%	0.8982
Close	0.8971	0.8950	-0.0022	-0.2%	0.9022
Range	0.0061	0.0081	0.0020	33.1%	0.0082
ATR	0.0067	0.0068	0.0001	1.4%	0.0000
Volume	123,961	173,371	49,410	39.9%	522,127

Daily Pivots for day following 27-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9201	0.9156	0.8994
R3	0.9120	0.9075	0.8972
R2	0.9040	0.9040	0.8964
R1	0.8995	0.8995	0.8957	0.8977
PP	0.8959	0.8959	0.8959	0.8951
S1	0.8914	0.8914	0.8942	0.8897
S2	0.8879	0.8879	0.8935
S3	0.8798	0.8834	0.8927
S4	0.8718	0.8753	0.8905

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9268	0.9227	0.9067
R3	0.9186	0.9145	0.9044
R2	0.9104	0.9104	0.9037
R1	0.9063	0.9063	0.9029	0.9043
PP	0.9022	0.9022	0.9022	0.9012
S1	0.8981	0.8981	0.9014	0.8961
S2	0.8940	0.8940	0.9006
S3	0.8858	0.8899	0.8999
S4	0.8776	0.8817	0.8976

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9048	0.8924	0.0124	1.4%	0.0052	0.6%	21%	False	True	119,361
10	0.9228	0.8924	0.0304	3.4%	0.0070	0.8%	8%	False	True	119,112
20	0.9228	0.8924	0.0304	3.4%	0.0070	0.8%	8%	False	True	67,041
40	0.9228	0.8791	0.0437	4.9%	0.0070	0.8%	36%	False	False	33,874
60	0.9308	0.8791	0.0517	5.8%	0.0069	0.8%	31%	False	False	22,674
80	0.9308	0.8736	0.0572	6.4%	0.0067	0.8%	37%	False	False	17,031

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9347
2.618	0.9215
1.618	0.9135
1.000	0.9085
0.618	0.9054
HIGH	0.9005
0.618	0.8974
0.500	0.8964
0.382	0.8955
LOW	0.8924
0.618	0.8874
1.000	0.8844
1.618	0.8794
2.618	0.8713
4.250	0.8582

Fisher Pivots for day following 27-Jun-2017
Pivot	1 day	3 day
R1	0.8964	0.8977
PP	0.8959	0.8968
S1	0.8954	0.8959

Download as Excel Spreadsheet

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

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