CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 05-Jul-2017

Day Change Summary
	Previous	Current
	03-Jul-2017	05-Jul-2017	Change	Change %	Previous Week
Open	0.8939	0.8847	-0.0092	-1.0%	0.9020
High	0.8942	0.8898	-0.0044	-0.5%	0.9027
Low	0.8841	0.8824	-0.0017	-0.2%	0.8884
Close	0.8845	0.8850	0.0005	0.1%	0.8910
Range	0.0101	0.0074	-0.0027	-26.7%	0.0143
ATR	0.0071	0.0071	0.0000	0.3%	0.0000
Volume	124,091	206,219	82,128	66.2%	837,924

Daily Pivots for day following 05-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9079	0.9039	0.8891
R3	0.9005	0.8965	0.8870
R2	0.8931	0.8931	0.8864
R1	0.8891	0.8891	0.8857	0.8911
PP	0.8857	0.8857	0.8857	0.8867
S1	0.8817	0.8817	0.8843	0.8837
S2	0.8783	0.8783	0.8836
S3	0.8709	0.8743	0.8830
S4	0.8635	0.8669	0.8809

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	0.8979	0.8824	0.0156	1.8%	0.0077	0.9%	17%	False	True	174,180
10	0.9048	0.8824	0.0224	2.5%	0.0064	0.7%	12%	False	True	146,770
20	0.9228	0.8824	0.0405	4.6%	0.0071	0.8%	7%	False	True	108,480
40	0.9228	0.8791	0.0437	4.9%	0.0072	0.8%	14%	False	False	55,624
60	0.9308	0.8791	0.0517	5.8%	0.0070	0.8%	11%	False	False	37,165
80	0.9308	0.8762	0.0546	6.2%	0.0069	0.8%	16%	False	False	27,911

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9212
2.618	0.9091
1.618	0.9017
1.000	0.8972
0.618	0.8943
HIGH	0.8898
0.618	0.8869
0.500	0.8861
0.382	0.8852
LOW	0.8824
0.618	0.8778
1.000	0.8750
1.618	0.8704
2.618	0.8630
4.250	0.8509

Fisher Pivots for day following 05-Jul-2017
Pivot	1 day	3 day
R1	0.8861	0.8901
PP	0.8857	0.8884
S1	0.8854	0.8867

Download as Excel Spreadsheet

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

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