CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 11-Aug-2017

Day Change Summary
	Previous	Current
	10-Aug-2017	11-Aug-2017	Change	Change %	Previous Week
Open	0.9141	0.9219	0.0078	0.9%	0.9086
High	0.9217	0.9251	0.0034	0.4%	0.9251
Low	0.9131	0.9197	0.0066	0.7%	0.9072
Close	0.9206	0.9231	0.0025	0.3%	0.9231
Range	0.0086	0.0054	-0.0032	-37.2%	0.0179
ATR	0.0066	0.0065	-0.0001	-1.3%	0.0000
Volume	1,174	1,571	397	33.8%	3,926

Daily Pivots for day following 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9388	0.9364	0.9261
R3	0.9334	0.9310	0.9246
R2	0.9280	0.9280	0.9241
R1	0.9256	0.9256	0.9236	0.9268
PP	0.9226	0.9226	0.9226	0.9232
S1	0.9202	0.9202	0.9226	0.9214
S2	0.9172	0.9172	0.9221
S3	0.9118	0.9148	0.9216
S4	0.9064	0.9094	0.9201

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9720	0.9654	0.9329
R3	0.9542	0.9476	0.9280
R2	0.9363	0.9363	0.9264
R1	0.9297	0.9297	0.9247	0.9330
PP	0.9185	0.9185	0.9185	0.9201
S1	0.9119	0.9119	0.9215	0.9152
S2	0.9006	0.9006	0.9198
S3	0.8828	0.8940	0.9182
S4	0.8649	0.8762	0.9133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9251	0.9072	0.0179	1.9%	0.0051	0.6%	89%	True	False	785
10	0.9251	0.9062	0.0189	2.0%	0.0059	0.6%	90%	True	False	477
20	0.9251	0.8924	0.0327	3.5%	0.0064	0.7%	94%	True	False	364
40	0.9251	0.8800	0.0451	4.9%	0.0061	0.7%	96%	True	False	209

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9480
2.618	0.9392
1.618	0.9338
1.000	0.9305
0.618	0.9284
HIGH	0.9251
0.618	0.9230
0.500	0.9224
0.382	0.9217
LOW	0.9197
0.618	0.9163
1.000	0.9143
1.618	0.9109
2.618	0.9055
4.250	0.8967

Fisher Pivots for day following 11-Aug-2017
Pivot	1 day	3 day
R1	0.9229	0.9218
PP	0.9226	0.9204
S1	0.9224	0.9191

Download as Excel Spreadsheet

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

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