CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 01-Aug-2017

Day Change Summary
	Previous	Current
	31-Jul-2017	01-Aug-2017	Change	Change %	Previous Week
Open	0.9057	0.9090	0.0033	0.4%	0.9020
High	0.9093	0.9116	0.0024	0.3%	0.9066
Low	0.9047	0.9061	0.0014	0.1%	0.8933
Close	0.9091	0.9085	-0.0006	-0.1%	0.9061
Range	0.0046	0.0056	0.0010	22.0%	0.0133
ATR	0.0069	0.0068	-0.0001	-1.4%	0.0000
Volume	115,074	146,946	31,872	27.7%	715,801

Daily Pivots for day following 01-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9254	0.9225	0.9116
R3	0.9198	0.9169	0.9100
R2	0.9143	0.9143	0.9095
R1	0.9114	0.9114	0.9090	0.9101
PP	0.9087	0.9087	0.9087	0.9081
S1	0.9058	0.9058	0.9080	0.9045
S2	0.9032	0.9032	0.9075
S3	0.8976	0.9003	0.9070
S4	0.8921	0.8947	0.9054

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	0.9116	0.8933	0.0183	2.0%	0.0066	0.7%	83%	True	False	144,116
10	0.9116	0.8917	0.0199	2.2%	0.0070	0.8%	84%	True	False	139,013
20	0.9116	0.8761	0.0356	3.9%	0.0067	0.7%	91%	True	False	141,322
40	0.9228	0.8761	0.0468	5.1%	0.0070	0.8%	69%	False	False	120,419
60	0.9228	0.8761	0.0468	5.1%	0.0071	0.8%	69%	False	False	80,755
80	0.9308	0.8761	0.0548	6.0%	0.0069	0.8%	59%	False	False	60,635
100	0.9308	0.8736	0.0572	6.3%	0.0069	0.8%	61%	False	False	48,531

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9352
2.618	0.9261
1.618	0.9206
1.000	0.9172
0.618	0.9150
HIGH	0.9116
0.618	0.9095
0.500	0.9088
0.382	0.9082
LOW	0.9061
0.618	0.9026
1.000	0.9005
1.618	0.8971
2.618	0.8915
4.250	0.8825

Fisher Pivots for day following 01-Aug-2017
Pivot	1 day	3 day
R1	0.9088	0.9076
PP	0.9087	0.9068
S1	0.9086	0.9059

Download as Excel Spreadsheet

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

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