CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 05-Sep-2017

Day Change Summary
	Previous	Current
	01-Sep-2017	05-Sep-2017	Change	Change %	Previous Week
Open	0.9100	0.9119	0.0019	0.2%	0.9159
High	0.9134	0.9212	0.0078	0.9%	0.9245
Low	0.9055	0.9102	0.0047	0.5%	0.9041
Close	0.9077	0.9210	0.0133	1.5%	0.9077
Range	0.0079	0.0110	0.0031	39.5%	0.0204
ATR	0.0073	0.0077	0.0004	6.1%	0.0000
Volume	160,818	283,502	122,684	76.3%	826,024

Daily Pivots for day following 05-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9503	0.9466	0.9270
R3	0.9393	0.9356	0.9240
R2	0.9284	0.9284	0.9230
R1	0.9247	0.9247	0.9220	0.9265
PP	0.9174	0.9174	0.9174	0.9184
S1	0.9137	0.9137	0.9199	0.9156
S2	0.9065	0.9065	0.9189
S3	0.8955	0.9028	0.9179
S4	0.8846	0.8918	0.9149

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%	0.0093	1.0%	83%	False	False	203,282
10	0.9245	0.9041	0.0204	2.2%	0.0077	0.8%	83%	False	False	162,720
20	0.9245	0.9026	0.0219	2.4%	0.0074	0.8%	84%	False	False	158,630
40	0.9245	0.8761	0.0484	5.3%	0.0072	0.8%	93%	False	False	146,577
60	0.9245	0.8761	0.0484	5.3%	0.0070	0.8%	93%	False	False	140,091
80	0.9245	0.8761	0.0484	5.3%	0.0071	0.8%	93%	False	False	106,395
100	0.9308	0.8761	0.0548	5.9%	0.0070	0.8%	82%	False	False	85,173
120	0.9308	0.8761	0.0548	5.9%	0.0070	0.8%	82%	False	False	71,006

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9677
2.618	0.9498
1.618	0.9389
1.000	0.9321
0.618	0.9279
HIGH	0.9212
0.618	0.9170
0.500	0.9157
0.382	0.9144
LOW	0.9102
0.618	0.9034
1.000	0.8993
1.618	0.8925
2.618	0.8815
4.250	0.8637

Fisher Pivots for day following 05-Sep-2017
Pivot	1 day	3 day
R1	0.9192	0.9182
PP	0.9174	0.9154
S1	0.9157	0.9126

Download as Excel Spreadsheet

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

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