CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 18-Sep-2017

Day Change Summary
	Previous	Current
	15-Sep-2017	18-Sep-2017	Change	Change %	Previous Week
Open	0.9071	0.9001	-0.0070	-0.8%	0.9243
High	0.9129	0.9009	-0.0120	-1.3%	0.9248
Low	0.8982	0.8969	-0.0013	-0.1%	0.8982
Close	0.9020	0.8977	-0.0044	-0.5%	0.9020
Range	0.0147	0.0040	-0.0108	-73.1%	0.0267
ATR	0.0089	0.0086	-0.0003	-3.1%	0.0000
Volume	57,115	1,819	-55,296	-96.8%	949,129

Daily Pivots for day following 18-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9103	0.9079	0.8998
R3	0.9064	0.9040	0.8987
R2	0.9024	0.9024	0.8984
R1	0.9000	0.9000	0.8980	0.8993
PP	0.8985	0.8985	0.8985	0.8981
S1	0.8961	0.8961	0.8973	0.8953
S2	0.8945	0.8945	0.8969
S3	0.8906	0.8921	0.8966
S4	0.8866	0.8882	0.8955

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	0.9156	0.8969	0.0187	2.1%	0.0083	0.9%	4%	False	True	152,632
10	0.9321	0.8969	0.0352	3.9%	0.0092	1.0%	2%	False	True	195,414
20	0.9321	0.8969	0.0352	3.9%	0.0082	0.9%	2%	False	True	171,381
40	0.9321	0.8933	0.0388	4.3%	0.0076	0.8%	11%	False	False	157,908
60	0.9321	0.8761	0.0561	6.2%	0.0073	0.8%	39%	False	False	153,401
80	0.9321	0.8761	0.0561	6.2%	0.0073	0.8%	39%	False	False	127,172
100	0.9321	0.8761	0.0561	6.2%	0.0072	0.8%	39%	False	False	101,849
120	0.9321	0.8761	0.0561	6.2%	0.0071	0.8%	39%	False	False	84,919

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0018
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9176
2.618	0.9112
1.618	0.9072
1.000	0.9048
0.618	0.9033
HIGH	0.9009
0.618	0.8993
0.500	0.8989
0.382	0.8984
LOW	0.8969
0.618	0.8945
1.000	0.8930
1.618	0.8905
2.618	0.8866
4.250	0.8801

Fisher Pivots for day following 18-Sep-2017
Pivot	1 day	3 day
R1	0.8989	0.9049
PP	0.8985	0.9025
S1	0.8981	0.9001

Download as Excel Spreadsheet

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

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