CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 10-Jul-2017

Day Change Summary
	Previous	Current
	07-Jul-2017	10-Jul-2017	Change	Change %	Previous Week
Open	0.8863	0.8794	-0.0070	-0.8%	0.8939
High	0.8868	0.8805	-0.0063	-0.7%	0.8942
Low	0.8784	0.8775	-0.0010	-0.1%	0.8784
Close	0.8799	0.8795	-0.0005	-0.1%	0.8799
Range	0.0084	0.0030	-0.0054	-64.1%	0.0158
ATR	0.0070	0.0067	-0.0003	-4.1%	0.0000
Volume	182,679	101,149	-81,530	-44.6%	654,151

Daily Pivots for day following 10-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8881	0.8868	0.8811
R3	0.8851	0.8838	0.8803
R2	0.8821	0.8821	0.8800
R1	0.8808	0.8808	0.8797	0.8815
PP	0.8791	0.8791	0.8791	0.8795
S1	0.8778	0.8778	0.8792	0.8785
S2	0.8761	0.8761	0.8789
S3	0.8731	0.8748	0.8786
S4	0.8701	0.8718	0.8778

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	0.8942	0.8775	0.0167	1.9%	0.0067	0.8%	12%	False	True	151,060
10	0.9027	0.8775	0.0252	2.9%	0.0068	0.8%	8%	False	True	159,322
20	0.9228	0.8775	0.0454	5.2%	0.0067	0.8%	4%	False	True	127,118
40	0.9228	0.8775	0.0454	5.2%	0.0071	0.8%	4%	False	True	66,213
60	0.9308	0.8775	0.0534	6.1%	0.0069	0.8%	4%	False	True	44,236
80	0.9308	0.8775	0.0534	6.1%	0.0069	0.8%	4%	False	True	33,221

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8932
2.618	0.8883
1.618	0.8853
1.000	0.8835
0.618	0.8823
HIGH	0.8805
0.618	0.8793
0.500	0.8790
0.382	0.8786
LOW	0.8775
0.618	0.8756
1.000	0.8745
1.618	0.8726
2.618	0.8696
4.250	0.8647

Fisher Pivots for day following 10-Jul-2017
Pivot	1 day	3 day
R1	0.8793	0.8830
PP	0.8791	0.8818
S1	0.8790	0.8806

Download as Excel Spreadsheet

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

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