CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 30-Jun-2017

Day Change Summary
	Previous	Current
	29-Jun-2017	30-Jun-2017	Change	Change %	Previous Week
Open	0.8934	0.8945	0.0011	0.1%	0.9020
High	0.8974	0.8979	0.0006	0.1%	0.9027
Low	0.8884	0.8908	0.0024	0.3%	0.8884
Close	0.8953	0.8910	-0.0043	-0.5%	0.8910
Range	0.0090	0.0071	-0.0019	-20.7%	0.0143
ATR	0.0068	0.0068	0.0000	0.3%	0.0000
Volume	202,744	162,891	-39,853	-19.7%	837,924

Daily Pivots for day following 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9145	0.9099	0.8949
R3	0.9074	0.9028	0.8930
R2	0.9003	0.9003	0.8923
R1	0.8957	0.8957	0.8917	0.8945
PP	0.8932	0.8932	0.8932	0.8926
S1	0.8886	0.8886	0.8903	0.8874
S2	0.8861	0.8861	0.8897
S3	0.8790	0.8815	0.8890
S4	0.8719	0.8744	0.8871

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9368	0.9281	0.8988
R3	0.9225	0.9139	0.8949
R2	0.9083	0.9083	0.8936
R1	0.8996	0.8996	0.8923	0.8968
PP	0.8940	0.8940	0.8940	0.8926
S1	0.8854	0.8854	0.8897	0.8826
S2	0.8798	0.8798	0.8884
S3	0.8655	0.8711	0.8871
S4	0.8513	0.8569	0.8832

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9027	0.8884	0.0143	1.6%	0.0070	0.8%	18%	False	False	167,584
10	0.9064	0.8884	0.0180	2.0%	0.0057	0.6%	14%	False	False	136,005
20	0.9228	0.8884	0.0344	3.9%	0.0069	0.8%	8%	False	False	93,407
40	0.9228	0.8791	0.0437	4.9%	0.0071	0.8%	27%	False	False	47,376
60	0.9308	0.8791	0.0517	5.8%	0.0070	0.8%	23%	False	False	31,676
80	0.9308	0.8736	0.0572	6.4%	0.0068	0.8%	30%	False	False	23,785

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9281
2.618	0.9165
1.618	0.9094
1.000	0.9050
0.618	0.9023
HIGH	0.8979
0.618	0.8952
0.500	0.8944
0.382	0.8935
LOW	0.8908
0.618	0.8864
1.000	0.8837
1.618	0.8793
2.618	0.8722
4.250	0.8606

Fisher Pivots for day following 30-Jun-2017
Pivot	1 day	3 day
R1	0.8944	0.8932
PP	0.8932	0.8924
S1	0.8921	0.8917

Download as Excel Spreadsheet

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

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