CME Japanese Yen Future December 2017

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

Day Change Summary
	Previous	Current
	11-Aug-2017	14-Aug-2017	Change	Change %	Previous Week
Open	0.9219	0.9205	-0.0014	-0.2%	0.9086
High	0.9251	0.9207	-0.0044	-0.5%	0.9251
Low	0.9197	0.9163	-0.0034	-0.4%	0.9072
Close	0.9231	0.9179	-0.0053	-0.6%	0.9231
Range	0.0054	0.0045	-0.0010	-17.6%	0.0179
ATR	0.0065	0.0065	0.0000	0.4%	0.0000
Volume	1,571	451	-1,120	-71.3%	3,926

Daily Pivots for day following 14-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9316	0.9292	0.9203
R3	0.9272	0.9247	0.9191
R2	0.9227	0.9227	0.9187
R1	0.9203	0.9203	0.9183	0.9193
PP	0.9183	0.9183	0.9183	0.9178
S1	0.9158	0.9158	0.9174	0.9148
S2	0.9138	0.9138	0.9170
S3	0.9094	0.9114	0.9166
S4	0.9049	0.9069	0.9154

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	0.9079	0.0172	1.9%	0.0056	0.6%	58%	False	False	864
10	0.9251	0.9062	0.0189	2.1%	0.0059	0.6%	62%	False	False	508
20	0.9251	0.8940	0.0311	3.4%	0.0064	0.7%	77%	False	False	384
40	0.9251	0.8800	0.0451	4.9%	0.0061	0.7%	84%	False	False	219

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9396
2.618	0.9324
1.618	0.9279
1.000	0.9252
0.618	0.9235
HIGH	0.9207
0.618	0.9190
0.500	0.9185
0.382	0.9179
LOW	0.9163
0.618	0.9135
1.000	0.9118
1.618	0.9090
2.618	0.9046
4.250	0.8973

Fisher Pivots for day following 14-Aug-2017
Pivot	1 day	3 day
R1	0.9185	0.9191
PP	0.9183	0.9187
S1	0.9181	0.9183

Download as Excel Spreadsheet

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

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