CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 06-Sep-2017

Day Change Summary
	Previous	Current
	05-Sep-2017	06-Sep-2017	Change	Change %	Previous Week
Open	0.9119	0.9203	0.0084	0.9%	0.9159
High	0.9212	0.9226	0.0014	0.2%	0.9245
Low	0.9102	0.9145	0.0043	0.5%	0.9041
Close	0.9210	0.9152	-0.0058	-0.6%	0.9077
Range	0.0110	0.0081	-0.0029	-26.5%	0.0204
ATR	0.0077	0.0078	0.0000	0.3%	0.0000
Volume	283,502	207,177	-76,325	-26.9%	826,024

Daily Pivots for day following 06-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9416	0.9364	0.9196
R3	0.9335	0.9284	0.9174
R2	0.9255	0.9255	0.9166
R1	0.9203	0.9203	0.9159	0.9189
PP	0.9174	0.9174	0.9174	0.9167
S1	0.9123	0.9123	0.9144	0.9108
S2	0.9094	0.9094	0.9137
S3	0.9013	0.9042	0.9129
S4	0.8933	0.8962	0.9107

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	0.9226	0.9041	0.0185	2.0%	0.0082	0.9%	60%	True	False	193,930
10	0.9245	0.9041	0.0204	2.2%	0.0078	0.9%	54%	False	False	171,474
20	0.9245	0.9026	0.0219	2.4%	0.0076	0.8%	57%	False	False	162,372
40	0.9245	0.8800	0.0445	4.9%	0.0072	0.8%	79%	False	False	148,040
60	0.9245	0.8761	0.0484	5.3%	0.0070	0.8%	81%	False	False	143,227
80	0.9245	0.8761	0.0484	5.3%	0.0071	0.8%	81%	False	False	108,974
100	0.9308	0.8761	0.0548	6.0%	0.0070	0.8%	71%	False	False	87,243
120	0.9308	0.8761	0.0548	6.0%	0.0070	0.8%	71%	False	False	72,732

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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9568
2.618	0.9436
1.618	0.9356
1.000	0.9306
0.618	0.9275
HIGH	0.9226
0.618	0.9195
0.500	0.9185
0.382	0.9176
LOW	0.9145
0.618	0.9095
1.000	0.9065
1.618	0.9015
2.618	0.8934
4.250	0.8803

Fisher Pivots for day following 06-Sep-2017
Pivot	1 day	3 day
R1	0.9185	0.9148
PP	0.9174	0.9144
S1	0.9163	0.9140

Download as Excel Spreadsheet

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

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