CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 28-Aug-2017

Day Change Summary
	Previous	Current
	25-Aug-2017	28-Aug-2017	Change	Change %	Previous Week
Open	0.9135	0.9159	0.0024	0.3%	0.9162
High	0.9174	0.9181	0.0007	0.1%	0.9216
Low	0.9112	0.9148	0.0036	0.4%	0.9112
Close	0.9162	0.9175	0.0014	0.1%	0.9162
Range	0.0062	0.0033	-0.0029	-46.3%	0.0104
ATR	0.0071	0.0068	-0.0003	-3.8%	0.0000
Volume	142,758	93,113	-49,645	-34.8%	647,461

Daily Pivots for day following 28-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9267	0.9254	0.9193
R3	0.9234	0.9221	0.9184
R2	0.9201	0.9201	0.9181
R1	0.9188	0.9188	0.9178	0.9194
PP	0.9168	0.9168	0.9168	0.9171
S1	0.9155	0.9155	0.9172	0.9161
S2	0.9135	0.9135	0.9169
S3	0.9102	0.9122	0.9166
S4	0.9069	0.9089	0.9157

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	0.9196	0.9112	0.0084	0.9%	0.0060	0.7%	75%	False	False	122,157
10	0.9220	0.9026	0.0194	2.1%	0.0071	0.8%	77%	False	False	139,160
20	0.9220	0.9021	0.0199	2.2%	0.0067	0.7%	78%	False	False	139,920
40	0.9220	0.8761	0.0459	5.0%	0.0068	0.7%	90%	False	False	140,049
60	0.9228	0.8761	0.0468	5.1%	0.0068	0.7%	89%	False	False	124,502
80	0.9228	0.8761	0.0468	5.1%	0.0070	0.8%	89%	False	False	93,713
100	0.9308	0.8761	0.0548	6.0%	0.0069	0.8%	76%	False	False	75,026
120	0.9308	0.8736	0.0572	6.2%	0.0068	0.7%	77%	False	False	62,540

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	0.0015
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9321
2.618	0.9267
1.618	0.9234
1.000	0.9214
0.618	0.9201
HIGH	0.9181
0.618	0.9168
0.500	0.9164
0.382	0.9160
LOW	0.9148
0.618	0.9127
1.000	0.9115
1.618	0.9094
2.618	0.9061
4.250	0.9007

Fisher Pivots for day following 28-Aug-2017
Pivot	1 day	3 day
R1	0.9171	0.9168
PP	0.9168	0.9161
S1	0.9164	0.9154

Download as Excel Spreadsheet

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

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