CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 13-Jul-2017

Day Change Summary
	Previous	Current
	12-Jul-2017	13-Jul-2017	Change	Change %	Previous Week
Open	0.8801	0.8858	0.0057	0.6%	0.8939
High	0.8882	0.8884	0.0003	0.0%	0.8942
Low	0.8800	0.8832	0.0032	0.4%	0.8784
Close	0.8854	0.8855	0.0001	0.0%	0.8799
Range	0.0082	0.0052	-0.0030	-36.2%	0.0158
ATR	0.0068	0.0067	-0.0001	-1.7%	0.0000
Volume	150,657	123,686	-26,971	-17.9%	654,151

Daily Pivots for day following 13-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9013	0.8986	0.8883
R3	0.8961	0.8934	0.8869
R2	0.8909	0.8909	0.8864
R1	0.8882	0.8882	0.8859	0.8869
PP	0.8857	0.8857	0.8857	0.8851
S1	0.8830	0.8830	0.8850	0.8817
S2	0.8805	0.8805	0.8845
S3	0.8753	0.8778	0.8840
S4	0.8701	0.8726	0.8826

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	0.8884	0.8761	0.0124	1.4%	0.0061	0.7%	76%	True	False	141,368
10	0.8979	0.8761	0.0219	2.5%	0.0069	0.8%	43%	False	False	154,394
20	0.9189	0.8761	0.0429	4.8%	0.0065	0.7%	22%	False	False	139,150
40	0.9228	0.8761	0.0468	5.3%	0.0071	0.8%	20%	False	False	76,654
60	0.9281	0.8761	0.0521	5.9%	0.0068	0.8%	18%	False	False	51,272
80	0.9308	0.8761	0.0548	6.2%	0.0069	0.8%	17%	False	False	38,507

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9105
2.618	0.9020
1.618	0.8968
1.000	0.8936
0.618	0.8916
HIGH	0.8884
0.618	0.8864
0.500	0.8858
0.382	0.8852
LOW	0.8832
0.618	0.8800
1.000	0.8780
1.618	0.8748
2.618	0.8696
4.250	0.8611

Fisher Pivots for day following 13-Jul-2017
Pivot	1 day	3 day
R1	0.8858	0.8844
PP	0.8857	0.8833
S1	0.8856	0.8822

Download as Excel Spreadsheet

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

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