CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 10-Aug-2017

Day Change Summary
	Previous	Current
	09-Aug-2017	10-Aug-2017	Change	Change %	Previous Week
Open	0.9078	0.9109	0.0031	0.3%	0.9057
High	0.9143	0.9178	0.0035	0.4%	0.9120
Low	0.9078	0.9091	0.0013	0.1%	0.9021
Close	0.9120	0.9166	0.0046	0.5%	0.9049
Range	0.0065	0.0087	0.0023	35.7%	0.0099
ATR	0.0066	0.0068	0.0002	2.3%	0.0000
Volume	188,640	171,370	-17,270	-9.2%	686,599

Daily Pivots for day following 10-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9407	0.9374	0.9214
R3	0.9320	0.9286	0.9190
R2	0.9232	0.9232	0.9182
R1	0.9199	0.9199	0.9174	0.9215
PP	0.9145	0.9145	0.9145	0.9153
S1	0.9111	0.9111	0.9157	0.9128
S2	0.9057	0.9057	0.9149
S3	0.8970	0.9024	0.9141
S4	0.8882	0.8936	0.9117

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	0.9178	0.9021	0.0157	1.7%	0.0064	0.7%	92%	True	False	141,662
10	0.9178	0.9003	0.0175	1.9%	0.0062	0.7%	93%	True	False	139,485
20	0.9178	0.8827	0.0351	3.8%	0.0069	0.8%	96%	True	False	137,991
40	0.9189	0.8761	0.0429	4.7%	0.0067	0.7%	95%	False	False	138,571
60	0.9228	0.8761	0.0468	5.1%	0.0071	0.8%	87%	False	False	97,100
80	0.9281	0.8761	0.0521	5.7%	0.0069	0.7%	78%	False	False	72,952
100	0.9308	0.8761	0.0548	6.0%	0.0069	0.8%	74%	False	False	58,404

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9550
2.618	0.9407
1.618	0.9320
1.000	0.9265
0.618	0.9232
HIGH	0.9178
0.618	0.9145
0.500	0.9134
0.382	0.9124
LOW	0.9091
0.618	0.9036
1.000	0.9003
1.618	0.8949
2.618	0.8861
4.250	0.8719

Fisher Pivots for day following 10-Aug-2017
Pivot	1 day	3 day
R1	0.9155	0.9146
PP	0.9145	0.9127
S1	0.9134	0.9108

Download as Excel Spreadsheet

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

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