CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 29-Jun-2017

Day Change Summary
	Previous	Current
	28-Jun-2017	29-Jun-2017	Change	Change %	Previous Week
Open	0.8939	0.8934	-0.0005	-0.1%	0.9062
High	0.8974	0.8974	0.0000	0.0%	0.9064
Low	0.8926	0.8884	-0.0042	-0.5%	0.8982
Close	0.8939	0.8953	0.0014	0.2%	0.9022
Range	0.0047	0.0090	0.0042	90.4%	0.0082
ATR	0.0066	0.0068	0.0002	2.5%	0.0000
Volume	174,957	202,744	27,787	15.9%	522,127

Daily Pivots for day following 29-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9205	0.9168	0.9002
R3	0.9116	0.9079	0.8977
R2	0.9026	0.9026	0.8969
R1	0.8989	0.8989	0.8961	0.9008
PP	0.8937	0.8937	0.8937	0.8946
S1	0.8900	0.8900	0.8944	0.8918
S2	0.8847	0.8847	0.8936
S3	0.8758	0.8810	0.8928
S4	0.8668	0.8721	0.8903

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	0.9031	0.8884	0.0147	1.6%	0.0060	0.7%	47%	False	True	150,423
10	0.9076	0.8884	0.0192	2.1%	0.0057	0.6%	36%	False	True	134,970
20	0.9228	0.8884	0.0344	3.8%	0.0071	0.8%	20%	False	True	85,562
40	0.9228	0.8791	0.0437	4.9%	0.0071	0.8%	37%	False	False	43,312
60	0.9308	0.8791	0.0517	5.8%	0.0070	0.8%	31%	False	False	28,964
80	0.9308	0.8736	0.0572	6.4%	0.0068	0.8%	38%	False	False	21,752

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	0.0016
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9354
2.618	0.9208
1.618	0.9118
1.000	0.9063
0.618	0.9029
HIGH	0.8974
0.618	0.8939
0.500	0.8929
0.382	0.8918
LOW	0.8884
0.618	0.8829
1.000	0.8795
1.618	0.8739
2.618	0.8650
4.250	0.8504

Fisher Pivots for day following 29-Jun-2017
Pivot	1 day	3 day
R1	0.8945	0.8950
PP	0.8937	0.8947
S1	0.8929	0.8944

Download as Excel Spreadsheet

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

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