CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 15-Sep-2017

Day Change Summary
	Previous	Current
	14-Sep-2017	15-Sep-2017	Change	Change %	Previous Week
Open	0.9052	0.9071	0.0019	0.2%	0.9243
High	0.9086	0.9129	0.0043	0.5%	0.9248
Low	0.9006	0.8982	-0.0025	-0.3%	0.8982
Close	0.9046	0.9020	-0.0026	-0.3%	0.9020
Range	0.0080	0.0147	0.0067	83.8%	0.0267
ATR	0.0085	0.0089	0.0004	5.2%	0.0000
Volume	226,065	57,115	-168,950	-74.7%	949,129

Daily Pivots for day following 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9484	0.9399	0.9101
R3	0.9337	0.9252	0.9060
R2	0.9190	0.9190	0.9047
R1	0.9105	0.9105	0.9033	0.9074
PP	0.9043	0.9043	0.9043	0.9028
S1	0.8958	0.8958	0.9007	0.8927
S2	0.8896	0.8896	0.8993
S3	0.8749	0.8811	0.8980
S4	0.8602	0.8664	0.8939

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9883	0.9718	0.9167
R3	0.9616	0.9451	0.9093
R2	0.9350	0.9350	0.9069
R1	0.9185	0.9185	0.9044	0.9134
PP	0.9083	0.9083	0.9083	0.9058
S1	0.8918	0.8918	0.8996	0.8868
S2	0.8817	0.8817	0.8971
S3	0.8550	0.8652	0.8947
S4	0.8284	0.8385	0.8873

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9248	0.8982	0.0267	3.0%	0.0098	1.1%	14%	False	True	189,825
10	0.9321	0.8982	0.0340	3.8%	0.0096	1.1%	11%	False	True	211,314
20	0.9321	0.8982	0.0340	3.8%	0.0085	0.9%	11%	False	True	181,948
40	0.9321	0.8933	0.0388	4.3%	0.0077	0.9%	22%	False	False	161,103
60	0.9321	0.8761	0.0561	6.2%	0.0073	0.8%	46%	False	False	155,196
80	0.9321	0.8761	0.0561	6.2%	0.0073	0.8%	46%	False	False	127,156
100	0.9321	0.8761	0.0561	6.2%	0.0072	0.8%	46%	False	False	101,834
120	0.9321	0.8761	0.0561	6.2%	0.0072	0.8%	46%	False	False	84,904

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 84 trading days

Fibonacci Retracements and Extensions
4.250	0.9753
2.618	0.9513
1.618	0.9366
1.000	0.9276
0.618	0.9219
HIGH	0.9129
0.618	0.9072
0.500	0.9055
0.382	0.9038
LOW	0.8982
0.618	0.8891
1.000	0.8835
1.618	0.8744
2.618	0.8597
4.250	0.8357

Fisher Pivots for day following 15-Sep-2017
Pivot	1 day	3 day
R1	0.9055	0.9055
PP	0.9043	0.9043
S1	0.9032	0.9032

Download as Excel Spreadsheet

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

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