CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 25-Aug-2017

Day Change Summary
	Previous	Current
	24-Aug-2017	25-Aug-2017	Change	Change %	Previous Week
Open	0.9186	0.9135	-0.0051	-0.6%	0.9162
High	0.9196	0.9174	-0.0023	-0.2%	0.9216
Low	0.9132	0.9112	-0.0020	-0.2%	0.9112
Close	0.9141	0.9162	0.0021	0.2%	0.9162
Range	0.0064	0.0062	-0.0003	-3.9%	0.0104
ATR	0.0071	0.0071	-0.0001	-1.0%	0.0000
Volume	122,923	142,758	19,835	16.1%	647,461

Daily Pivots for day following 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9334	0.9309	0.9195
R3	0.9272	0.9248	0.9178
R2	0.9211	0.9211	0.9173
R1	0.9186	0.9186	0.9167	0.9198
PP	0.9149	0.9149	0.9149	0.9155
S1	0.9125	0.9125	0.9156	0.9137
S2	0.9088	0.9088	0.9150
S3	0.9026	0.9063	0.9145
S4	0.8965	0.9002	0.9128

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9475	0.9422	0.9219
R3	0.9371	0.9318	0.9190
R2	0.9267	0.9267	0.9181
R1	0.9214	0.9214	0.9171	0.9189
PP	0.9163	0.9163	0.9163	0.9150
S1	0.9110	0.9110	0.9152	0.9085
S2	0.9059	0.9059	0.9142
S3	0.8955	0.9006	0.9133
S4	0.8851	0.8902	0.9104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9216	0.9112	0.0104	1.1%	0.0067	0.7%	48%	False	True	129,492
10	0.9220	0.9026	0.0194	2.1%	0.0073	0.8%	70%	False	False	141,326
20	0.9220	0.9021	0.0199	2.2%	0.0068	0.7%	71%	False	False	141,018
40	0.9220	0.8761	0.0459	5.0%	0.0069	0.8%	87%	False	False	141,794
60	0.9228	0.8761	0.0468	5.1%	0.0070	0.8%	86%	False	False	123,050
80	0.9228	0.8761	0.0468	5.1%	0.0070	0.8%	86%	False	False	92,553
100	0.9308	0.8761	0.0548	6.0%	0.0069	0.8%	73%	False	False	74,096
120	0.9308	0.8736	0.0572	6.2%	0.0069	0.7%	74%	False	False	61,766

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	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9435
2.618	0.9335
1.618	0.9273
1.000	0.9235
0.618	0.9212
HIGH	0.9174
0.618	0.9150
0.500	0.9143
0.382	0.9135
LOW	0.9112
0.618	0.9074
1.000	0.9051
1.618	0.9012
2.618	0.8951
4.250	0.8851

Fisher Pivots for day following 25-Aug-2017
Pivot	1 day	3 day
R1	0.9155	0.9159
PP	0.9149	0.9157
S1	0.9143	0.9154

Download as Excel Spreadsheet

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

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