CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 29-Aug-2017

Day Change Summary
	Previous	Current
	28-Aug-2017	29-Aug-2017	Change	Change %	Previous Week
Open	0.9159	0.9192	0.0033	0.4%	0.9162
High	0.9181	0.9245	0.0064	0.7%	0.9216
Low	0.9148	0.9107	-0.0041	-0.4%	0.9112
Close	0.9175	0.9123	-0.0052	-0.6%	0.9162
Range	0.0033	0.0138	0.0105	318.2%	0.0104
ATR	0.0068	0.0073	0.0005	7.4%	0.0000
Volume	93,113	253,936	160,823	172.7%	647,461

Daily Pivots for day following 29-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9572	0.9486	0.9199
R3	0.9434	0.9348	0.9161
R2	0.9296	0.9296	0.9148
R1	0.9210	0.9210	0.9136	0.9184
PP	0.9158	0.9158	0.9158	0.9145
S1	0.9072	0.9072	0.9110	0.9046
S2	0.9020	0.9020	0.9098
S3	0.8882	0.8934	0.9085
S4	0.8744	0.8796	0.9047

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	0.9245	0.9107	0.0138	1.5%	0.0075	0.8%	12%	True	True	149,018
10	0.9245	0.9026	0.0219	2.4%	0.0074	0.8%	44%	True	False	151,261
20	0.9245	0.9021	0.0224	2.4%	0.0071	0.8%	46%	True	False	145,269
40	0.9245	0.8761	0.0484	5.3%	0.0069	0.8%	75%	True	False	143,296
60	0.9245	0.8761	0.0484	5.3%	0.0070	0.8%	75%	True	False	128,702
80	0.9245	0.8761	0.0484	5.3%	0.0071	0.8%	75%	True	False	96,884
100	0.9308	0.8761	0.0548	6.0%	0.0070	0.8%	66%	False	False	77,562
120	0.9308	0.8736	0.0572	6.3%	0.0069	0.8%	68%	False	False	64,654

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	0.9831
2.618	0.9606
1.618	0.9468
1.000	0.9383
0.618	0.9330
HIGH	0.9245
0.618	0.9192
0.500	0.9176
0.382	0.9159
LOW	0.9107
0.618	0.9021
1.000	0.8969
1.618	0.8883
2.618	0.8745
4.250	0.8520

Fisher Pivots for day following 29-Aug-2017
Pivot	1 day	3 day
R1	0.9176	0.9176
PP	0.9158	0.9158
S1	0.9141	0.9141

Download as Excel Spreadsheet

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

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