CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 18-Jul-2017

Day Change Summary
	Previous	Current
	17-Jul-2017	18-Jul-2017	Change	Change %	Previous Week
Open	0.8912	0.8903	-0.0010	-0.1%	0.8794
High	0.8927	0.8979	0.0052	0.6%	0.8933
Low	0.8884	0.8901	0.0017	0.2%	0.8761
Close	0.8904	0.8956	0.0052	0.6%	0.8908
Range	0.0044	0.0078	0.0035	79.3%	0.0172
ATR	0.0068	0.0068	0.0001	1.1%	0.0000
Volume	85,677	156,309	70,632	82.4%	664,268

Daily Pivots for day following 18-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9179	0.9146	0.8999
R3	0.9101	0.9068	0.8977
R2	0.9023	0.9023	0.8970
R1	0.8990	0.8990	0.8963	0.9006
PP	0.8945	0.8945	0.8945	0.8953
S1	0.8912	0.8912	0.8949	0.8928
S2	0.8867	0.8867	0.8942
S3	0.8789	0.8834	0.8935
S4	0.8711	0.8756	0.8913

Weekly Pivots for week ending 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9383	0.9318	0.9003
R3	0.9211	0.9146	0.8956
R2	0.9039	0.9039	0.8940
R1	0.8974	0.8974	0.8924	0.9006
PP	0.8867	0.8867	0.8867	0.8883
S1	0.8802	0.8802	0.8893	0.8834
S2	0.8695	0.8695	0.8877
S3	0.8523	0.8630	0.8861
S4	0.8351	0.8458	0.8814

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8979	0.8800	0.0179	2.0%	0.0072	0.8%	87%	True	False	131,287
10	0.8979	0.8761	0.0218	2.4%	0.0065	0.7%	90%	True	False	143,631
20	0.9048	0.8761	0.0287	3.2%	0.0063	0.7%	68%	False	False	140,946
40	0.9228	0.8761	0.0468	5.2%	0.0068	0.8%	42%	False	False	86,150
60	0.9228	0.8761	0.0468	5.2%	0.0069	0.8%	42%	False	False	57,619
80	0.9308	0.8761	0.0548	6.1%	0.0069	0.8%	36%	False	False	43,272

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9310
2.618	0.9183
1.618	0.9105
1.000	0.9057
0.618	0.9027
HIGH	0.8979
0.618	0.8949
0.500	0.8940
0.382	0.8930
LOW	0.8901
0.618	0.8852
1.000	0.8823
1.618	0.8774
2.618	0.8696
4.250	0.8569

Fisher Pivots for day following 18-Jul-2017
Pivot	1 day	3 day
R1	0.8951	0.8938
PP	0.8945	0.8921
S1	0.8940	0.8903

Download as Excel Spreadsheet

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

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