CME Japanese Yen Future December 2017

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

Day Change Summary
	Previous	Current
	14-Aug-2017	15-Aug-2017	Change	Change %	Previous Week
Open	0.9205	0.9171	-0.0034	-0.4%	0.9086
High	0.9207	0.9174	-0.0034	-0.4%	0.9251
Low	0.9163	0.9076	-0.0087	-0.9%	0.9072
Close	0.9179	0.9098	-0.0081	-0.9%	0.9231
Range	0.0045	0.0098	0.0053	119.1%	0.0179
ATR	0.0065	0.0068	0.0003	4.1%	0.0000
Volume	451	576	125	27.7%	3,926

Daily Pivots for day following 15-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9408	0.9351	0.9152
R3	0.9311	0.9253	0.9125
R2	0.9213	0.9213	0.9116
R1	0.9156	0.9156	0.9107	0.9136
PP	0.9116	0.9116	0.9116	0.9106
S1	0.9058	0.9058	0.9089	0.9038
S2	0.9018	0.9018	0.9080
S3	0.8921	0.8961	0.9071
S4	0.8823	0.8863	0.9044

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	0.9076	0.0175	1.9%	0.0066	0.7%	13%	False	True	890
10	0.9251	0.9062	0.0189	2.1%	0.0063	0.7%	19%	False	False	555
20	0.9251	0.8957	0.0294	3.2%	0.0065	0.7%	48%	False	False	394
40	0.9251	0.8800	0.0451	5.0%	0.0063	0.7%	66%	False	False	233

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9588
2.618	0.9429
1.618	0.9331
1.000	0.9271
0.618	0.9234
HIGH	0.9174
0.618	0.9136
0.500	0.9125
0.382	0.9113
LOW	0.9076
0.618	0.9016
1.000	0.8979
1.618	0.8918
2.618	0.8821
4.250	0.8662

Fisher Pivots for day following 15-Aug-2017
Pivot	1 day	3 day
R1	0.9125	0.9163
PP	0.9116	0.9142
S1	0.9107	0.9120

Download as Excel Spreadsheet

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

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