CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 18-Aug-2017

Day Change Summary
	Previous	Current
	17-Aug-2017	18-Aug-2017	Change	Change %	Previous Week
Open	0.9095	0.9148	0.0053	0.6%	0.9179
High	0.9149	0.9220	0.0071	0.8%	0.9220
Low	0.9072	0.9136	0.0064	0.7%	0.9026
Close	0.9129	0.9166	0.0037	0.4%	0.9166
Range	0.0077	0.0084	0.0007	9.1%	0.0194
ATR	0.0071	0.0072	0.0001	2.0%	0.0000
Volume	171,623	213,160	41,537	24.2%	765,806

Daily Pivots for day following 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9426	0.9380	0.9212
R3	0.9342	0.9296	0.9189
R2	0.9258	0.9258	0.9181
R1	0.9212	0.9212	0.9173	0.9235
PP	0.9174	0.9174	0.9174	0.9185
S1	0.9128	0.9128	0.9158	0.9151
S2	0.9090	0.9090	0.9150
S3	0.9006	0.9044	0.9142
S4	0.8922	0.8960	0.9119

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9718	0.9635	0.9272
R3	0.9524	0.9442	0.9219
R2	0.9331	0.9331	0.9201
R1	0.9248	0.9248	0.9183	0.9193
PP	0.9137	0.9137	0.9137	0.9109
S1	0.9055	0.9055	0.9148	0.8999
S2	0.8944	0.8944	0.9130
S3	0.8750	0.8861	0.9112
S4	0.8557	0.8668	0.9059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9220	0.9026	0.0194	2.1%	0.0080	0.9%	72%	True	False	153,161
10	0.9220	0.9026	0.0194	2.1%	0.0068	0.7%	72%	True	False	148,630
20	0.9220	0.8933	0.0287	3.1%	0.0070	0.8%	81%	True	False	144,435
40	0.9220	0.8761	0.0459	5.0%	0.0068	0.7%	88%	True	False	144,410
60	0.9228	0.8761	0.0468	5.1%	0.0069	0.8%	87%	False	False	112,435
80	0.9228	0.8761	0.0468	5.1%	0.0069	0.8%	87%	False	False	84,466
100	0.9308	0.8761	0.0548	6.0%	0.0069	0.8%	74%	False	False	67,626

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9577
2.618	0.9439
1.618	0.9355
1.000	0.9304
0.618	0.9271
HIGH	0.9220
0.618	0.9187
0.500	0.9178
0.382	0.9168
LOW	0.9136
0.618	0.9084
1.000	0.9052
1.618	0.9000
2.618	0.8916
4.250	0.8779

Fisher Pivots for day following 18-Aug-2017
Pivot	1 day	3 day
R1	0.9178	0.9151
PP	0.9174	0.9137
S1	0.9170	0.9123

Download as Excel Spreadsheet

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

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