CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 07-Jul-2017

Day Change Summary
	Previous	Current
	06-Jul-2017	07-Jul-2017	Change	Change %	Previous Week
Open	0.8861	0.8863	0.0003	0.0%	0.8939
High	0.8885	0.8868	-0.0018	-0.2%	0.8942
Low	0.8840	0.8784	-0.0056	-0.6%	0.8784
Close	0.8856	0.8799	-0.0057	-0.6%	0.8799
Range	0.0045	0.0084	0.0039	85.6%	0.0158
ATR	0.0069	0.0070	0.0001	1.5%	0.0000
Volume	141,162	182,679	41,517	29.4%	654,151

Daily Pivots for day following 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9067	0.9017	0.8845
R3	0.8984	0.8933	0.8822
R2	0.8900	0.8900	0.8814
R1	0.8850	0.8850	0.8807	0.8833
PP	0.8817	0.8817	0.8817	0.8809
S1	0.8766	0.8766	0.8791	0.8750
S2	0.8733	0.8733	0.8784
S3	0.8650	0.8683	0.8776
S4	0.8566	0.8599	0.8753

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9314	0.9214	0.8886
R3	0.9157	0.9057	0.8842
R2	0.8999	0.8999	0.8828
R1	0.8899	0.8899	0.8813	0.8870
PP	0.8842	0.8842	0.8842	0.8827
S1	0.8742	0.8742	0.8785	0.8713
S2	0.8684	0.8684	0.8770
S3	0.8527	0.8584	0.8756
S4	0.8369	0.8427	0.8712

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8979	0.8784	0.0195	2.2%	0.0075	0.9%	8%	False	True	163,408
10	0.9031	0.8784	0.0247	2.8%	0.0067	0.8%	6%	False	True	156,915
20	0.9228	0.8784	0.0444	5.0%	0.0070	0.8%	3%	False	True	123,782
40	0.9228	0.8784	0.0444	5.0%	0.0072	0.8%	3%	False	True	63,709
60	0.9308	0.8784	0.0524	6.0%	0.0069	0.8%	3%	False	True	42,556
80	0.9308	0.8784	0.0524	6.0%	0.0070	0.8%	3%	False	True	31,958

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9222
2.618	0.9086
1.618	0.9003
1.000	0.8951
0.618	0.8919
HIGH	0.8868
0.618	0.8836
0.500	0.8826
0.382	0.8816
LOW	0.8784
0.618	0.8732
1.000	0.8701
1.618	0.8649
2.618	0.8565
4.250	0.8429

Fisher Pivots for day following 07-Jul-2017
Pivot	1 day	3 day
R1	0.8826	0.8841
PP	0.8817	0.8827
S1	0.8808	0.8813

Download as Excel Spreadsheet

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

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