CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 06-Jul-2017

Day Change Summary
	Previous	Current
	05-Jul-2017	06-Jul-2017	Change	Change %	Previous Week
Open	0.8847	0.8861	0.0014	0.2%	0.9020
High	0.8898	0.8885	-0.0013	-0.1%	0.9027
Low	0.8824	0.8840	0.0017	0.2%	0.8884
Close	0.8850	0.8856	0.0006	0.1%	0.8910
Range	0.0074	0.0045	-0.0029	-39.2%	0.0143
ATR	0.0071	0.0069	-0.0002	-2.6%	0.0000
Volume	206,219	141,162	-65,057	-31.5%	837,924

Daily Pivots for day following 06-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8995	0.8971	0.8881
R3	0.8950	0.8926	0.8868
R2	0.8905	0.8905	0.8864
R1	0.8881	0.8881	0.8860	0.8871
PP	0.8860	0.8860	0.8860	0.8855
S1	0.8836	0.8836	0.8852	0.8826
S2	0.8815	0.8815	0.8848
S3	0.8770	0.8791	0.8844
S4	0.8725	0.8746	0.8831

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%	0.0076	0.9%	21%	False	False	167,421
10	0.9048	0.8824	0.0224	2.5%	0.0063	0.7%	15%	False	False	149,600
20	0.9228	0.8824	0.0405	4.6%	0.0070	0.8%	8%	False	False	115,142
40	0.9228	0.8791	0.0437	4.9%	0.0071	0.8%	15%	False	False	59,146
60	0.9308	0.8791	0.0517	5.8%	0.0070	0.8%	13%	False	False	39,517
80	0.9308	0.8762	0.0546	6.2%	0.0069	0.8%	17%	False	False	29,675

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9076
2.618	0.9003
1.618	0.8958
1.000	0.8930
0.618	0.8913
HIGH	0.8885
0.618	0.8868
0.500	0.8863
0.382	0.8857
LOW	0.8840
0.618	0.8812
1.000	0.8795
1.618	0.8767
2.618	0.8722
4.250	0.8649

Fisher Pivots for day following 06-Jul-2017
Pivot	1 day	3 day
R1	0.8863	0.8883
PP	0.8860	0.8874
S1	0.8858	0.8865

Download as Excel Spreadsheet

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

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