CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 07-Aug-2017

Day Change Summary
	Previous	Current
	04-Aug-2017	07-Aug-2017	Change	Change %	Previous Week
Open	0.9109	0.9047	-0.0062	-0.7%	0.9057
High	0.9120	0.9054	-0.0066	-0.7%	0.9120
Low	0.9021	0.9032	0.0011	0.1%	0.9021
Close	0.9049	0.9047	-0.0003	0.0%	0.9049
Range	0.0099	0.0023	-0.0077	-77.4%	0.0099
ATR	0.0071	0.0067	-0.0003	-4.9%	0.0000
Volume	145,285	70,687	-74,598	-51.3%	686,599

Daily Pivots for day following 07-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9112	0.9102	0.9059
R3	0.9089	0.9079	0.9053
R2	0.9067	0.9067	0.9051
R1	0.9057	0.9057	0.9049	0.9050
PP	0.9044	0.9044	0.9044	0.9041
S1	0.9034	0.9034	0.9044	0.9028
S2	0.9022	0.9022	0.9042
S3	0.8999	0.9012	0.9040
S4	0.8977	0.8989	0.9034

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%	0.0063	0.7%	26%	False	False	128,442
10	0.9120	0.8933	0.0187	2.1%	0.0068	0.8%	61%	False	False	135,501
20	0.9120	0.8761	0.0360	4.0%	0.0069	0.8%	79%	False	False	134,525
40	0.9228	0.8761	0.0468	5.2%	0.0068	0.8%	61%	False	False	130,821
60	0.9228	0.8761	0.0468	5.2%	0.0070	0.8%	61%	False	False	88,984
80	0.9308	0.8761	0.0548	6.1%	0.0069	0.8%	52%	False	False	66,808
100	0.9308	0.8761	0.0548	6.1%	0.0069	0.8%	52%	False	False	53,482

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.9150
2.618	0.9113
1.618	0.9090
1.000	0.9077
0.618	0.9068
HIGH	0.9054
0.618	0.9045
0.500	0.9043
0.382	0.9040
LOW	0.9032
0.618	0.9018
1.000	0.9009
1.618	0.8995
2.618	0.8973
4.250	0.8936

Fisher Pivots for day following 07-Aug-2017
Pivot	1 day	3 day
R1	0.9045	0.9071
PP	0.9044	0.9063
S1	0.9043	0.9055

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

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