CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 26-Jul-2017

Day Change Summary
	Previous	Current
	25-Jul-2017	26-Jul-2017	Change	Change %	Previous Week
Open	0.9017	0.8959	-0.0059	-0.6%	0.8912
High	0.9044	0.9025	-0.0019	-0.2%	0.9030
Low	0.8953	0.8933	-0.0020	-0.2%	0.8884
Close	0.8958	0.9004	0.0046	0.5%	0.9028
Range	0.0091	0.0092	0.0001	1.1%	0.0147
ATR	0.0070	0.0071	0.0002	2.3%	0.0000
Volume	139,165	147,671	8,506	6.1%	654,298

Daily Pivots for day following 26-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9263	0.9226	0.9055
R3	0.9171	0.9134	0.9029
R2	0.9079	0.9079	0.9021
R1	0.9042	0.9042	0.9012	0.9061
PP	0.8987	0.8987	0.8987	0.8997
S1	0.8950	0.8950	0.8996	0.8969
S2	0.8895	0.8895	0.8987
S3	0.8803	0.8858	0.8979
S4	0.8711	0.8766	0.8953

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%	0.0080	0.9%	60%	False	False	141,044
10	0.9062	0.8827	0.0235	2.6%	0.0073	0.8%	75%	False	False	132,300
20	0.9062	0.8761	0.0301	3.3%	0.0071	0.8%	81%	False	False	145,910
40	0.9228	0.8761	0.0468	5.2%	0.0070	0.8%	52%	False	False	106,476
60	0.9228	0.8761	0.0468	5.2%	0.0070	0.8%	52%	False	False	71,220
80	0.9308	0.8761	0.0548	6.1%	0.0069	0.8%	44%	False	False	53,483
100	0.9308	0.8736	0.0572	6.4%	0.0068	0.8%	47%	False	False	42,807

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	0.0020
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9416
2.618	0.9266
1.618	0.9174
1.000	0.9117
0.618	0.9082
HIGH	0.9025
0.618	0.8990
0.500	0.8979
0.382	0.8968
LOW	0.8933
0.618	0.8876
1.000	0.8841
1.618	0.8784
2.618	0.8692
4.250	0.8542

Fisher Pivots for day following 26-Jul-2017
Pivot	1 day	3 day
R1	0.8996	0.9002
PP	0.8987	0.9000
S1	0.8979	0.8997

Download as Excel Spreadsheet

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

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