CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 31-Jul-2017

Day Change Summary
	Previous	Current
	28-Jul-2017	31-Jul-2017	Change	Change %	Previous Week
Open	0.9004	0.9057	0.0054	0.6%	0.9020
High	0.9066	0.9093	0.0027	0.3%	0.9066
Low	0.9003	0.9047	0.0045	0.5%	0.8933
Close	0.9061	0.9091	0.0031	0.3%	0.9061
Range	0.0063	0.0046	-0.0018	-27.8%	0.0133
ATR	0.0071	0.0069	-0.0002	-2.6%	0.0000
Volume	145,225	115,074	-30,151	-20.8%	715,801

Daily Pivots for day following 31-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9213	0.9198	0.9116
R3	0.9168	0.9152	0.9104
R2	0.9122	0.9122	0.9099
R1	0.9107	0.9107	0.9095	0.9115
PP	0.9077	0.9077	0.9077	0.9081
S1	0.9061	0.9061	0.9087	0.9069
S2	0.9031	0.9031	0.9083
S3	0.8986	0.9016	0.9078
S4	0.8940	0.8970	0.9066

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	0.9093	0.8933	0.0160	1.8%	0.0074	0.8%	99%	True	False	142,560
10	0.9093	0.8901	0.0192	2.1%	0.0072	0.8%	99%	True	False	139,949
20	0.9093	0.8761	0.0332	3.7%	0.0070	0.8%	100%	True	False	140,179
40	0.9228	0.8761	0.0468	5.1%	0.0069	0.8%	71%	False	False	116,793
60	0.9228	0.8761	0.0468	5.1%	0.0071	0.8%	71%	False	False	78,310
80	0.9308	0.8761	0.0548	6.0%	0.0070	0.8%	60%	False	False	58,802
100	0.9308	0.8736	0.0572	6.3%	0.0068	0.8%	62%	False	False	47,064

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9286
2.618	0.9212
1.618	0.9166
1.000	0.9138
0.618	0.9121
HIGH	0.9093
0.618	0.9075
0.500	0.9070
0.382	0.9064
LOW	0.9047
0.618	0.9019
1.000	0.9002
1.618	0.8973
2.618	0.8928
4.250	0.8854

Fisher Pivots for day following 31-Jul-2017
Pivot	1 day	3 day
R1	0.9084	0.9071
PP	0.9077	0.9051
S1	0.9070	0.9032

Download as Excel Spreadsheet

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

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