CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 31-Aug-2017

Day Change Summary
	Previous	Current
	30-Aug-2017	31-Aug-2017	Change	Change %	Previous Week
Open	0.9126	0.9075	-0.0051	-0.6%	0.9162
High	0.9136	0.9107	-0.0029	-0.3%	0.9216
Low	0.9062	0.9041	-0.0021	-0.2%	0.9112
Close	0.9069	0.9099	0.0030	0.3%	0.9162
Range	0.0075	0.0066	-0.0009	-11.4%	0.0104
ATR	0.0073	0.0073	-0.0001	-0.7%	0.0000
Volume	157,374	160,783	3,409	2.2%	647,461

Daily Pivots for day following 31-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9280	0.9255	0.9135
R3	0.9214	0.9189	0.9117
R2	0.9148	0.9148	0.9111
R1	0.9123	0.9123	0.9105	0.9136
PP	0.9082	0.9082	0.9082	0.9088
S1	0.9057	0.9057	0.9092	0.9070
S2	0.9016	0.9016	0.9086
S3	0.8950	0.8991	0.9080
S4	0.8884	0.8925	0.9062

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	0.9041	0.0204	2.2%	0.0075	0.8%	28%	False	True	161,592
10	0.9245	0.9041	0.0204	2.2%	0.0073	0.8%	28%	False	True	152,582
20	0.9245	0.9021	0.0224	2.5%	0.0071	0.8%	35%	False	False	147,212
40	0.9245	0.8761	0.0484	5.3%	0.0070	0.8%	70%	False	False	142,565
60	0.9245	0.8761	0.0484	5.3%	0.0070	0.8%	70%	False	False	133,424
80	0.9245	0.8761	0.0484	5.3%	0.0070	0.8%	70%	False	False	100,855
100	0.9308	0.8761	0.0548	6.0%	0.0070	0.8%	62%	False	False	80,736
120	0.9308	0.8761	0.0548	6.0%	0.0070	0.8%	62%	False	False	67,305

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9388
2.618	0.9280
1.618	0.9214
1.000	0.9173
0.618	0.9148
HIGH	0.9107
0.618	0.9082
0.500	0.9074
0.382	0.9066
LOW	0.9041
0.618	0.9000
1.000	0.8975
1.618	0.8934
2.618	0.8868
4.250	0.8761

Fisher Pivots for day following 31-Aug-2017
Pivot	1 day	3 day
R1	0.9090	0.9143
PP	0.9082	0.9128
S1	0.9074	0.9113

Download as Excel Spreadsheet

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

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