CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 14-Sep-2017

Day Change Summary
	Previous	Current
	13-Sep-2017	14-Sep-2017	Change	Change %	Previous Week
Open	0.9081	0.9052	-0.0029	-0.3%	0.9119
High	0.9101	0.9086	-0.0015	-0.2%	0.9321
Low	0.9036	0.9006	-0.0030	-0.3%	0.9102
Close	0.9038	0.9046	0.0009	0.1%	0.9279
Range	0.0065	0.0080	0.0015	23.1%	0.0219
ATR	0.0085	0.0085	0.0000	-0.4%	0.0000
Volume	247,249	226,065	-21,184	-8.6%	1,003,200

Daily Pivots for day following 14-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9286	0.9246	0.9090
R3	0.9206	0.9166	0.9068
R2	0.9126	0.9126	0.9061
R1	0.9086	0.9086	0.9053	0.9066
PP	0.9046	0.9046	0.9046	0.9036
S1	0.9006	0.9006	0.9039	0.8986
S2	0.8966	0.8966	0.9031
S3	0.8886	0.8926	0.9024
S4	0.8806	0.8846	0.9002

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	0.9006	0.0315	3.5%	0.0089	1.0%	13%	False	True	235,048
10	0.9321	0.9006	0.0315	3.5%	0.0088	1.0%	13%	False	True	221,681
20	0.9321	0.9006	0.0315	3.5%	0.0081	0.9%	13%	False	True	187,674
40	0.9321	0.8917	0.0404	4.5%	0.0076	0.8%	32%	False	False	163,942
60	0.9321	0.8761	0.0561	6.2%	0.0072	0.8%	51%	False	False	156,125
80	0.9321	0.8761	0.0561	6.2%	0.0072	0.8%	51%	False	False	126,445
100	0.9321	0.8761	0.0561	6.2%	0.0072	0.8%	51%	False	False	101,264
120	0.9321	0.8761	0.0561	6.2%	0.0071	0.8%	51%	False	False	84,429

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9426
2.618	0.9295
1.618	0.9215
1.000	0.9166
0.618	0.9135
HIGH	0.9086
0.618	0.9055
0.500	0.9046
0.382	0.9037
LOW	0.9006
0.618	0.8957
1.000	0.8926
1.618	0.8877
2.618	0.8797
4.250	0.8666

Fisher Pivots for day following 14-Sep-2017
Pivot	1 day	3 day
R1	0.9046	0.9081
PP	0.9046	0.9069
S1	0.9046	0.9058

Download as Excel Spreadsheet

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

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