CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 04-Aug-2017

Day Change Summary
	Previous	Current
	03-Aug-2017	04-Aug-2017	Change	Change %	Previous Week
Open	0.9046	0.9109	0.0063	0.7%	0.9057
High	0.9120	0.9120	0.0000	0.0%	0.9120
Low	0.9040	0.9021	-0.0019	-0.2%	0.9021
Close	0.9105	0.9049	-0.0056	-0.6%	0.9049
Range	0.0081	0.0099	0.0019	23.6%	0.0099
ATR	0.0069	0.0071	0.0002	3.2%	0.0000
Volume	141,292	145,285	3,993	2.8%	686,599

Daily Pivots for day following 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9362	0.9305	0.9104
R3	0.9262	0.9205	0.9076
R2	0.9163	0.9163	0.9067
R1	0.9106	0.9106	0.9058	0.9085
PP	0.9063	0.9063	0.9063	0.9053
S1	0.9007	0.9007	0.9040	0.8985
S2	0.8964	0.8964	0.9031
S3	0.8865	0.8907	0.9022
S4	0.8765	0.8808	0.8994

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9362	0.9305	0.9104
R3	0.9262	0.9205	0.9076
R2	0.9163	0.9163	0.9067
R1	0.9106	0.9106	0.9058	0.9085
PP	0.9063	0.9063	0.9063	0.9053
S1	0.9007	0.9007	0.9040	0.8985
S2	0.8964	0.8964	0.9031
S3	0.8865	0.8907	0.9022
S4	0.8765	0.8808	0.8994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9120	0.9021	0.0099	1.1%	0.0068	0.7%	28%	True	True	137,319
10	0.9120	0.8933	0.0187	2.1%	0.0072	0.8%	62%	True	False	140,240
20	0.9120	0.8761	0.0360	4.0%	0.0069	0.8%	80%	True	False	136,048
40	0.9228	0.8761	0.0468	5.2%	0.0069	0.8%	62%	False	False	129,915
60	0.9228	0.8761	0.0468	5.2%	0.0071	0.8%	62%	False	False	87,822
80	0.9308	0.8761	0.0548	6.1%	0.0069	0.8%	53%	False	False	65,929
100	0.9308	0.8761	0.0548	6.1%	0.0070	0.8%	53%	False	False	52,776

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9543
2.618	0.9381
1.618	0.9281
1.000	0.9220
0.618	0.9182
HIGH	0.9120
0.618	0.9082
0.500	0.9071
0.382	0.9059
LOW	0.9021
0.618	0.8960
1.000	0.8922
1.618	0.8860
2.618	0.8761
4.250	0.8598

Fisher Pivots for day following 04-Aug-2017
Pivot	1 day	3 day
R1	0.9071	0.9071
PP	0.9063	0.9063
S1	0.9056	0.9056

Download as Excel Spreadsheet

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

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