CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 08-Sep-2017

Day Change Summary
	Previous	Current
	07-Sep-2017	08-Sep-2017	Change	Change %	Previous Week
Open	0.9159	0.9228	0.0069	0.8%	0.9119
High	0.9260	0.9321	0.0061	0.7%	0.9321
Low	0.9156	0.9221	0.0065	0.7%	0.9102
Close	0.9206	0.9279	0.0074	0.8%	0.9279
Range	0.0104	0.0101	-0.0004	-3.4%	0.0219
ATR	0.0080	0.0082	0.0003	3.2%	0.0000
Volume	229,295	283,226	53,931	23.5%	1,003,200

Daily Pivots for day following 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9575	0.9528	0.9334
R3	0.9475	0.9427	0.9307
R2	0.9374	0.9374	0.9297
R1	0.9327	0.9327	0.9288	0.9350
PP	0.9274	0.9274	0.9274	0.9286
S1	0.9226	0.9226	0.9270	0.9250
S2	0.9173	0.9173	0.9261
S3	0.9073	0.9126	0.9251
S4	0.8972	0.9025	0.9224

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9893	0.9805	0.9400
R3	0.9673	0.9586	0.9339
R2	0.9454	0.9454	0.9319
R1	0.9366	0.9366	0.9299	0.9410
PP	0.9234	0.9234	0.9234	0.9256
S1	0.9147	0.9147	0.9259	0.9191
S2	0.9015	0.9015	0.9239
S3	0.8795	0.8927	0.9219
S4	0.8576	0.8708	0.9158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9321	0.9055	0.0266	2.9%	0.0095	1.0%	84%	True	False	232,803
10	0.9321	0.9041	0.0280	3.0%	0.0085	0.9%	85%	True	False	197,198
20	0.9321	0.9026	0.0295	3.2%	0.0079	0.8%	86%	True	False	169,998
40	0.9321	0.8827	0.0494	5.3%	0.0074	0.8%	91%	True	False	153,994
60	0.9321	0.8761	0.0561	6.0%	0.0071	0.8%	92%	True	False	149,046
80	0.9321	0.8761	0.0561	6.0%	0.0073	0.8%	92%	True	False	115,324
100	0.9321	0.8761	0.0561	6.0%	0.0071	0.8%	92%	True	False	92,361
120	0.9321	0.8761	0.0561	6.0%	0.0071	0.8%	92%	True	False	77,003

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9749
2.618	0.9585
1.618	0.9484
1.000	0.9422
0.618	0.9384
HIGH	0.9321
0.618	0.9283
0.500	0.9271
0.382	0.9259
LOW	0.9221
0.618	0.9159
1.000	0.9120
1.618	0.9058
2.618	0.8958
4.250	0.8794

Fisher Pivots for day following 08-Sep-2017
Pivot	1 day	3 day
R1	0.9276	0.9264
PP	0.9274	0.9248
S1	0.9271	0.9233

Download as Excel Spreadsheet

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

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