CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 03-Aug-2017

Day Change Summary
	Previous	Current
	02-Aug-2017	03-Aug-2017	Change	Change %	Previous Week
Open	0.9077	0.9046	-0.0031	-0.3%	0.9020
High	0.9086	0.9120	0.0035	0.4%	0.9066
Low	0.9028	0.9040	0.0012	0.1%	0.8933
Close	0.9062	0.9105	0.0043	0.5%	0.9061
Range	0.0058	0.0081	0.0023	40.0%	0.0133
ATR	0.0068	0.0069	0.0001	1.4%	0.0000
Volume	138,002	141,292	3,290	2.4%	715,801

Daily Pivots for day following 03-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9330	0.9298	0.9149
R3	0.9249	0.9217	0.9127
R2	0.9169	0.9169	0.9119
R1	0.9137	0.9137	0.9112	0.9153
PP	0.9088	0.9088	0.9088	0.9096
S1	0.9056	0.9056	0.9097	0.9072
S2	0.9008	0.9008	0.9090
S3	0.8927	0.8976	0.9082
S4	0.8847	0.8895	0.9060

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	0.9120	0.9003	0.0118	1.3%	0.0060	0.7%	87%	True	False	137,307
10	0.9120	0.8933	0.0187	2.1%	0.0070	0.8%	92%	True	False	138,674
20	0.9120	0.8761	0.0360	3.9%	0.0068	0.8%	96%	True	False	137,918
40	0.9228	0.8761	0.0468	5.1%	0.0069	0.8%	74%	False	False	126,530
60	0.9228	0.8761	0.0468	5.1%	0.0070	0.8%	74%	False	False	85,403
80	0.9308	0.8761	0.0548	6.0%	0.0069	0.8%	63%	False	False	64,117
100	0.9308	0.8761	0.0548	6.0%	0.0069	0.8%	63%	False	False	51,324

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9462
2.618	0.9331
1.618	0.9250
1.000	0.9201
0.618	0.9170
HIGH	0.9120
0.618	0.9089
0.500	0.9080
0.382	0.9070
LOW	0.9040
0.618	0.8990
1.000	0.8959
1.618	0.8909
2.618	0.8829
4.250	0.8697

Fisher Pivots for day following 03-Aug-2017
Pivot	1 day	3 day
R1	0.9096	0.9094
PP	0.9088	0.9084
S1	0.9080	0.9074

Download as Excel Spreadsheet

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

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