CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 01-Sep-2017

Day Change Summary
	Previous	Current
	31-Aug-2017	01-Sep-2017	Change	Change %	Previous Week
Open	0.9075	0.9100	0.0025	0.3%	0.9159
High	0.9107	0.9134	0.0027	0.3%	0.9245
Low	0.9041	0.9055	0.0014	0.2%	0.9041
Close	0.9099	0.9077	-0.0022	-0.2%	0.9077
Range	0.0066	0.0079	0.0013	18.9%	0.0204
ATR	0.0073	0.0073	0.0000	0.6%	0.0000
Volume	160,783	160,818	35	0.0%	826,024

Daily Pivots for day following 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9324	0.9279	0.9120
R3	0.9245	0.9200	0.9098
R2	0.9167	0.9167	0.9091
R1	0.9122	0.9122	0.9084	0.9105
PP	0.9088	0.9088	0.9088	0.9080
S1	0.9043	0.9043	0.9069	0.9027
S2	0.9010	0.9010	0.9062
S3	0.8931	0.8965	0.9055
S4	0.8853	0.8886	0.9033

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9731	0.9607	0.9188
R3	0.9528	0.9404	0.9132
R2	0.9324	0.9324	0.9114
R1	0.9200	0.9200	0.9095	0.9161
PP	0.9121	0.9121	0.9121	0.9101
S1	0.8997	0.8997	0.9058	0.8957
S2	0.8917	0.8917	0.9039
S3	0.8714	0.8793	0.9021
S4	0.8510	0.8590	0.8965

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%	0.0078	0.9%	17%	False	False	165,204
10	0.9245	0.9041	0.0204	2.2%	0.0072	0.8%	17%	False	False	147,348
20	0.9245	0.9026	0.0219	2.4%	0.0070	0.8%	23%	False	False	147,989
40	0.9245	0.8761	0.0484	5.3%	0.0070	0.8%	65%	False	False	142,018
60	0.9245	0.8761	0.0484	5.3%	0.0070	0.8%	65%	False	False	135,940
80	0.9245	0.8761	0.0484	5.3%	0.0071	0.8%	65%	False	False	102,864
100	0.9308	0.8761	0.0548	6.0%	0.0069	0.8%	58%	False	False	82,341
120	0.9308	0.8761	0.0548	6.0%	0.0070	0.8%	58%	False	False	68,645

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9467
2.618	0.9339
1.618	0.9261
1.000	0.9212
0.618	0.9182
HIGH	0.9134
0.618	0.9104
0.500	0.9094
0.382	0.9085
LOW	0.9055
0.618	0.9006
1.000	0.8977
1.618	0.8928
2.618	0.8849
4.250	0.8721

Fisher Pivots for day following 01-Sep-2017
Pivot	1 day	3 day
R1	0.9094	0.9089
PP	0.9088	0.9085
S1	0.9082	0.9081

Download as Excel Spreadsheet

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

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