CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 20-Jul-2017

Day Change Summary
	Previous	Current
	19-Jul-2017	20-Jul-2017	Change	Change %	Previous Week
Open	0.8950	0.8959	0.0009	0.1%	0.8794
High	0.8988	0.8993	0.0005	0.1%	0.8933
Low	0.8935	0.8917	-0.0018	-0.2%	0.8761
Close	0.8970	0.8953	-0.0017	-0.2%	0.8908
Range	0.0054	0.0076	0.0023	42.1%	0.0172
ATR	0.0067	0.0068	0.0001	0.9%	0.0000
Volume	112,002	170,684	58,682	52.4%	664,268

Daily Pivots for day following 20-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9182	0.9143	0.8994
R3	0.9106	0.9067	0.8973
R2	0.9030	0.9030	0.8966
R1	0.8991	0.8991	0.8959	0.8973
PP	0.8954	0.8954	0.8954	0.8945
S1	0.8915	0.8915	0.8946	0.8897
S2	0.8878	0.8878	0.8939
S3	0.8802	0.8839	0.8932
S4	0.8726	0.8763	0.8911

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	0.8993	0.8827	0.0166	1.9%	0.0071	0.8%	76%	True	False	132,955
10	0.8993	0.8761	0.0233	2.6%	0.0066	0.7%	83%	True	False	137,161
20	0.9048	0.8761	0.0287	3.2%	0.0065	0.7%	67%	False	False	143,381
40	0.9228	0.8761	0.0468	5.2%	0.0068	0.8%	41%	False	False	93,208
60	0.9228	0.8761	0.0468	5.2%	0.0068	0.8%	41%	False	False	62,321
80	0.9308	0.8761	0.0548	6.1%	0.0069	0.8%	35%	False	False	46,804

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9316
2.618	0.9192
1.618	0.9116
1.000	0.9069
0.618	0.9040
HIGH	0.8993
0.618	0.8964
0.500	0.8955
0.382	0.8946
LOW	0.8917
0.618	0.8870
1.000	0.8841
1.618	0.8794
2.618	0.8718
4.250	0.8594

Fisher Pivots for day following 20-Jul-2017
Pivot	1 day	3 day
R1	0.8955	0.8951
PP	0.8954	0.8949
S1	0.8953	0.8947

Download as Excel Spreadsheet

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

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