CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 07-Sep-2017

Day Change Summary
	Previous	Current
	06-Sep-2017	07-Sep-2017	Change	Change %	Previous Week
Open	0.9203	0.9159	-0.0044	-0.5%	0.9159
High	0.9226	0.9260	0.0035	0.4%	0.9245
Low	0.9145	0.9156	0.0011	0.1%	0.9041
Close	0.9152	0.9206	0.0054	0.6%	0.9077
Range	0.0081	0.0104	0.0024	29.2%	0.0204
ATR	0.0078	0.0080	0.0002	2.8%	0.0000
Volume	207,177	229,295	22,118	10.7%	826,024

Daily Pivots for day following 07-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9519	0.9466	0.9263
R3	0.9415	0.9362	0.9234
R2	0.9311	0.9311	0.9225
R1	0.9258	0.9258	0.9215	0.9285
PP	0.9207	0.9207	0.9207	0.9220
S1	0.9154	0.9154	0.9196	0.9181
S2	0.9103	0.9103	0.9186
S3	0.8999	0.9050	0.9177
S4	0.8895	0.8946	0.9148

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	0.9260	0.9041	0.0219	2.4%	0.0088	1.0%	75%	True	False	208,315
10	0.9260	0.9041	0.0219	2.4%	0.0081	0.9%	75%	True	False	181,167
20	0.9260	0.9026	0.0234	2.5%	0.0078	0.8%	77%	True	False	164,405
40	0.9260	0.8827	0.0433	4.7%	0.0073	0.8%	87%	True	False	150,006
60	0.9260	0.8761	0.0500	5.4%	0.0071	0.8%	89%	True	False	146,443
80	0.9260	0.8761	0.0500	5.4%	0.0072	0.8%	89%	True	False	111,790
100	0.9292	0.8761	0.0531	5.8%	0.0070	0.8%	84%	False	False	89,529
120	0.9308	0.8761	0.0548	5.9%	0.0070	0.8%	81%	False	False	74,642

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9702
2.618	0.9532
1.618	0.9428
1.000	0.9364
0.618	0.9324
HIGH	0.9260
0.618	0.9220
0.500	0.9208
0.382	0.9196
LOW	0.9156
0.618	0.9092
1.000	0.9052
1.618	0.8988
2.618	0.8884
4.250	0.8714

Fisher Pivots for day following 07-Sep-2017
Pivot	1 day	3 day
R1	0.9208	0.9197
PP	0.9207	0.9189
S1	0.9206	0.9181

Download as Excel Spreadsheet

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

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