CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 24-Aug-2017

Day Change Summary
	Previous	Current
	23-Aug-2017	24-Aug-2017	Change	Change %	Previous Week
Open	0.9136	0.9186	0.0051	0.6%	0.9179
High	0.9192	0.9196	0.0005	0.0%	0.9220
Low	0.9115	0.9132	0.0017	0.2%	0.9026
Close	0.9184	0.9141	-0.0043	-0.5%	0.9166
Range	0.0077	0.0064	-0.0013	-16.3%	0.0194
ATR	0.0072	0.0071	-0.0001	-0.8%	0.0000
Volume	132,361	122,923	-9,438	-7.1%	765,806

Daily Pivots for day following 24-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9348	0.9309	0.9176
R3	0.9284	0.9245	0.9159
R2	0.9220	0.9220	0.9153
R1	0.9181	0.9181	0.9147	0.9169
PP	0.9156	0.9156	0.9156	0.9150
S1	0.9117	0.9117	0.9135	0.9105
S2	0.9092	0.9092	0.9129
S3	0.9028	0.9053	0.9123
S4	0.8964	0.8989	0.9106

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	0.9115	0.0105	1.1%	0.0071	0.8%	25%	False	False	143,572
10	0.9220	0.9026	0.0194	2.1%	0.0073	0.8%	59%	False	False	142,798
20	0.9220	0.9003	0.0217	2.4%	0.0068	0.7%	64%	False	False	141,141
40	0.9220	0.8761	0.0459	5.0%	0.0070	0.8%	83%	False	False	143,294
60	0.9228	0.8761	0.0468	5.1%	0.0070	0.8%	81%	False	False	120,731
80	0.9228	0.8761	0.0468	5.1%	0.0070	0.8%	81%	False	False	90,770
100	0.9308	0.8761	0.0548	6.0%	0.0069	0.8%	69%	False	False	72,671
120	0.9308	0.8736	0.0572	6.3%	0.0068	0.7%	71%	False	False	60,576

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9468
2.618	0.9364
1.618	0.9300
1.000	0.9260
0.618	0.9236
HIGH	0.9196
0.618	0.9172
0.500	0.9164
0.382	0.9156
LOW	0.9132
0.618	0.9092
1.000	0.9068
1.618	0.9028
2.618	0.8964
4.250	0.8860

Fisher Pivots for day following 24-Aug-2017
Pivot	1 day	3 day
R1	0.9164	0.9156
PP	0.9156	0.9151
S1	0.9149	0.9146

Download as Excel Spreadsheet

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

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