CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 11-Jul-2017

Day Change Summary
	Previous	Current
	10-Jul-2017	11-Jul-2017	Change	Change %	Previous Week
Open	0.8794	0.8794	0.0001	0.0%	0.8939
High	0.8805	0.8821	0.0016	0.2%	0.8942
Low	0.8775	0.8761	-0.0014	-0.2%	0.8784
Close	0.8795	0.8811	0.0017	0.2%	0.8799
Range	0.0030	0.0060	0.0030	100.0%	0.0158
ATR	0.0067	0.0067	-0.0001	-0.8%	0.0000
Volume	101,149	148,669	47,520	47.0%	654,151

Daily Pivots for day following 11-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8977	0.8954	0.8844
R3	0.8917	0.8894	0.8828
R2	0.8857	0.8857	0.8822
R1	0.8834	0.8834	0.8817	0.8846
PP	0.8797	0.8797	0.8797	0.8803
S1	0.8774	0.8774	0.8806	0.8786
S2	0.8737	0.8737	0.8800
S3	0.8677	0.8714	0.8795
S4	0.8617	0.8654	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	0.8898	0.8761	0.0137	1.6%	0.0059	0.7%	37%	False	True	155,975
10	0.9005	0.8761	0.0244	2.8%	0.0068	0.8%	21%	False	True	161,793
20	0.9228	0.8761	0.0468	5.3%	0.0067	0.8%	11%	False	True	133,600
40	0.9228	0.8761	0.0468	5.3%	0.0071	0.8%	11%	False	True	69,907
60	0.9308	0.8761	0.0548	6.2%	0.0069	0.8%	9%	False	True	46,711
80	0.9308	0.8761	0.0548	6.2%	0.0069	0.8%	9%	False	True	35,078

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9076
2.618	0.8978
1.618	0.8918
1.000	0.8881
0.618	0.8858
HIGH	0.8821
0.618	0.8798
0.500	0.8791
0.382	0.8783
LOW	0.8761
0.618	0.8723
1.000	0.8701
1.618	0.8663
2.618	0.8603
4.250	0.8506

Fisher Pivots for day following 11-Jul-2017
Pivot	1 day	3 day
R1	0.8804	0.8814
PP	0.8797	0.8813
S1	0.8791	0.8812

Download as Excel Spreadsheet

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

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