CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 28-Jul-2017

Day Change Summary
	Previous	Current
	27-Jul-2017	28-Jul-2017	Change	Change %	Previous Week
Open	0.9018	0.9004	-0.0015	-0.2%	0.9020
High	0.9047	0.9066	0.0019	0.2%	0.9066
Low	0.8971	0.9003	0.0032	0.4%	0.8933
Close	0.9021	0.9061	0.0040	0.4%	0.9061
Range	0.0076	0.0063	-0.0013	-17.1%	0.0133
ATR	0.0072	0.0071	-0.0001	-0.9%	0.0000
Volume	165,666	145,225	-20,441	-12.3%	715,801

Daily Pivots for day following 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9232	0.9209	0.9095
R3	0.9169	0.9146	0.9078
R2	0.9106	0.9106	0.9072
R1	0.9083	0.9083	0.9066	0.9095
PP	0.9043	0.9043	0.9043	0.9049
S1	0.9020	0.9020	0.9055	0.9032
S2	0.8980	0.8980	0.9049
S3	0.8917	0.8957	0.9043
S4	0.8854	0.8894	0.9026

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9417	0.9371	0.9133
R3	0.9285	0.9239	0.9097
R2	0.9152	0.9152	0.9085
R1	0.9106	0.9106	0.9073	0.9129
PP	0.9020	0.9020	0.9020	0.9031
S1	0.8974	0.8974	0.9048	0.8997
S2	0.8887	0.8887	0.9036
S3	0.8755	0.8841	0.9024
S4	0.8622	0.8709	0.8988

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9066	0.8933	0.0133	1.5%	0.0076	0.8%	96%	True	False	143,160
10	0.9066	0.8884	0.0182	2.0%	0.0072	0.8%	97%	True	False	137,009
20	0.9066	0.8761	0.0305	3.4%	0.0071	0.8%	98%	True	False	142,570
40	0.9228	0.8761	0.0468	5.2%	0.0071	0.8%	64%	False	False	114,066
60	0.9228	0.8761	0.0468	5.2%	0.0071	0.8%	64%	False	False	76,398
80	0.9308	0.8761	0.0548	6.0%	0.0070	0.8%	55%	False	False	57,366
100	0.9308	0.8736	0.0572	6.3%	0.0069	0.8%	57%	False	False	45,916

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9333
2.618	0.9230
1.618	0.9167
1.000	0.9129
0.618	0.9104
HIGH	0.9066
0.618	0.9041
0.500	0.9034
0.382	0.9027
LOW	0.9003
0.618	0.8964
1.000	0.8940
1.618	0.8901
2.618	0.8838
4.250	0.8735

Fisher Pivots for day following 28-Jul-2017
Pivot	1 day	3 day
R1	0.9052	0.9040
PP	0.9043	0.9020
S1	0.9034	0.8999

Download as Excel Spreadsheet

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

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