CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 25-Jul-2017

Day Change Summary
	Previous	Current
	24-Jul-2017	25-Jul-2017	Change	Change %	Previous Week
Open	0.9020	0.9017	-0.0003	0.0%	0.8912
High	0.9062	0.9044	-0.0018	-0.2%	0.9030
Low	0.9005	0.8953	-0.0052	-0.6%	0.8884
Close	0.9022	0.8958	-0.0064	-0.7%	0.9028
Range	0.0057	0.0091	0.0034	59.6%	0.0147
ATR	0.0068	0.0070	0.0002	2.4%	0.0000
Volume	118,074	139,165	21,091	17.9%	654,298

Daily Pivots for day following 25-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9258	0.9199	0.9008
R3	0.9167	0.9108	0.8983
R2	0.9076	0.9076	0.8975
R1	0.9017	0.9017	0.8966	0.9001
PP	0.8985	0.8985	0.8985	0.8977
S1	0.8926	0.8926	0.8950	0.8910
S2	0.8894	0.8894	0.8941
S3	0.8803	0.8835	0.8933
S4	0.8712	0.8744	0.8908

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9420	0.9370	0.9108
R3	0.9273	0.9224	0.9068
R2	0.9127	0.9127	0.9054
R1	0.9077	0.9077	0.9041	0.9102
PP	0.8980	0.8980	0.8980	0.8993
S1	0.8931	0.8931	0.9014	0.8956
S2	0.8834	0.8834	0.9001
S3	0.8687	0.8784	0.8987
S4	0.8541	0.8638	0.8947

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9062	0.8917	0.0145	1.6%	0.0073	0.8%	28%	False	False	133,910
10	0.9062	0.8800	0.0262	2.9%	0.0072	0.8%	60%	False	False	132,598
20	0.9062	0.8761	0.0301	3.4%	0.0070	0.8%	66%	False	False	147,195
40	0.9228	0.8761	0.0468	5.2%	0.0070	0.8%	42%	False	False	102,822
60	0.9228	0.8761	0.0468	5.2%	0.0070	0.8%	42%	False	False	68,760
80	0.9308	0.8761	0.0548	6.1%	0.0069	0.8%	36%	False	False	51,638

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9431
2.618	0.9282
1.618	0.9191
1.000	0.9135
0.618	0.9100
HIGH	0.9044
0.618	0.9009
0.500	0.8999
0.382	0.8988
LOW	0.8953
0.618	0.8897
1.000	0.8862
1.618	0.8806
2.618	0.8715
4.250	0.8566

Fisher Pivots for day following 25-Jul-2017
Pivot	1 day	3 day
R1	0.8999	0.9003
PP	0.8985	0.8988
S1	0.8972	0.8973

Download as Excel Spreadsheet

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

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