CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 27-Jul-2017

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	0.8959	0.9018	0.0060	0.7%	0.8912
High	0.9025	0.9047	0.0022	0.2%	0.9030
Low	0.8933	0.8971	0.0038	0.4%	0.8884
Close	0.9004	0.9021	0.0017	0.2%	0.9028
Range	0.0092	0.0076	-0.0016	-17.4%	0.0147
ATR	0.0071	0.0072	0.0000	0.4%	0.0000
Volume	147,671	165,666	17,995	12.2%	654,298

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9241	0.9207	0.9063
R3	0.9165	0.9131	0.9042
R2	0.9089	0.9089	0.9035
R1	0.9055	0.9055	0.9028	0.9072
PP	0.9013	0.9013	0.9013	0.9021
S1	0.8979	0.8979	0.9014	0.8996
S2	0.8937	0.8937	0.9007
S3	0.8861	0.8903	0.9000
S4	0.8785	0.8827	0.8979

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	0.8933	0.0129	1.4%	0.0080	0.9%	68%	False	False	140,040
10	0.9062	0.8827	0.0235	2.6%	0.0076	0.8%	83%	False	False	136,498
20	0.9062	0.8761	0.0301	3.3%	0.0072	0.8%	87%	False	False	145,446
40	0.9228	0.8761	0.0468	5.2%	0.0071	0.8%	56%	False	False	110,526
60	0.9228	0.8761	0.0468	5.2%	0.0071	0.8%	56%	False	False	73,980
80	0.9308	0.8761	0.0548	6.1%	0.0070	0.8%	48%	False	False	55,553
100	0.9308	0.8736	0.0572	6.3%	0.0068	0.8%	50%	False	False	44,463

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	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9370
2.618	0.9245
1.618	0.9169
1.000	0.9123
0.618	0.9093
HIGH	0.9047
0.618	0.9017
0.500	0.9009
0.382	0.9000
LOW	0.8971
0.618	0.8924
1.000	0.8895
1.618	0.8848
2.618	0.8772
4.250	0.8648

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	0.9017	0.9011
PP	0.9013	0.9000
S1	0.9009	0.8990

Download as Excel Spreadsheet

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

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