CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 19-Jul-2017

Day Change Summary
	Previous	Current
	18-Jul-2017	19-Jul-2017	Change	Change %	Previous Week
Open	0.8903	0.8950	0.0048	0.5%	0.8794
High	0.8979	0.8988	0.0010	0.1%	0.8933
Low	0.8901	0.8935	0.0034	0.4%	0.8761
Close	0.8956	0.8970	0.0014	0.2%	0.8908
Range	0.0078	0.0054	-0.0025	-31.4%	0.0172
ATR	0.0068	0.0067	-0.0001	-1.5%	0.0000
Volume	156,309	112,002	-44,307	-28.3%	664,268

Daily Pivots for day following 19-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9125	0.9101	0.8999
R3	0.9071	0.9047	0.8984
R2	0.9018	0.9018	0.8979
R1	0.8994	0.8994	0.8974	0.9006
PP	0.8964	0.8964	0.8964	0.8970
S1	0.8940	0.8940	0.8965	0.8952
S2	0.8911	0.8911	0.8960
S3	0.8857	0.8887	0.8955
S4	0.8804	0.8833	0.8940

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	0.8988	0.8827	0.0161	1.8%	0.0067	0.7%	89%	True	False	123,556
10	0.8988	0.8761	0.0228	2.5%	0.0063	0.7%	92%	True	False	134,209
20	0.9048	0.8761	0.0287	3.2%	0.0064	0.7%	73%	False	False	140,490
40	0.9228	0.8761	0.0468	5.2%	0.0068	0.8%	45%	False	False	88,948
60	0.9228	0.8761	0.0468	5.2%	0.0069	0.8%	45%	False	False	59,479
80	0.9308	0.8761	0.0548	6.1%	0.0069	0.8%	38%	False	False	44,672

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9215
2.618	0.9128
1.618	0.9075
1.000	0.9042
0.618	0.9021
HIGH	0.8988
0.618	0.8968
0.500	0.8961
0.382	0.8955
LOW	0.8935
0.618	0.8901
1.000	0.8881
1.618	0.8848
2.618	0.8794
4.250	0.8707

Fisher Pivots for day following 19-Jul-2017
Pivot	1 day	3 day
R1	0.8967	0.8958
PP	0.8964	0.8947
S1	0.8961	0.8936

Download as Excel Spreadsheet

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

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