CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 08-Aug-2017

Day Change Summary
	Previous	Current
	07-Aug-2017	08-Aug-2017	Change	Change %	Previous Week
Open	0.9047	0.9043	-0.0005	0.0%	0.9057
High	0.9054	0.9087	0.0033	0.4%	0.9120
Low	0.9032	0.9038	0.0007	0.1%	0.9021
Close	0.9047	0.9072	0.0025	0.3%	0.9049
Range	0.0023	0.0049	0.0026	115.6%	0.0099
ATR	0.0067	0.0066	-0.0001	-2.0%	0.0000
Volume	70,687	132,332	61,645	87.2%	686,599

Daily Pivots for day following 08-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9211	0.9190	0.9098
R3	0.9162	0.9141	0.9085
R2	0.9114	0.9114	0.9080
R1	0.9093	0.9093	0.9076	0.9103
PP	0.9065	0.9065	0.9065	0.9071
S1	0.9044	0.9044	0.9067	0.9055
S2	0.9017	0.9017	0.9063
S3	0.8968	0.8996	0.9058
S4	0.8920	0.8947	0.9045

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%	0.0062	0.7%	51%	False	False	125,519
10	0.9120	0.8933	0.0187	2.1%	0.0064	0.7%	74%	False	False	134,818
20	0.9120	0.8800	0.0320	3.5%	0.0068	0.8%	85%	False	False	133,708
40	0.9228	0.8761	0.0468	5.2%	0.0068	0.7%	67%	False	False	133,654
60	0.9228	0.8761	0.0468	5.2%	0.0070	0.8%	67%	False	False	91,174
80	0.9308	0.8761	0.0548	6.0%	0.0069	0.8%	57%	False	False	68,461
100	0.9308	0.8761	0.0548	6.0%	0.0069	0.8%	57%	False	False	54,804

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9293
2.618	0.9213
1.618	0.9165
1.000	0.9135
0.618	0.9116
HIGH	0.9087
0.618	0.9068
0.500	0.9062
0.382	0.9057
LOW	0.9038
0.618	0.9008
1.000	0.8990
1.618	0.8960
2.618	0.8911
4.250	0.8832

Fisher Pivots for day following 08-Aug-2017
Pivot	1 day	3 day
R1	0.9068	0.9071
PP	0.9065	0.9071
S1	0.9062	0.9071

Download as Excel Spreadsheet

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

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