CME Japanese Yen Future December 2017

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

Day Change Summary
	Previous	Current
	17-Aug-2017	18-Aug-2017	Change	Change %	Previous Week
Open	0.9133	0.9191	0.0059	0.6%	0.9205
High	0.9189	0.9260	0.0072	0.8%	0.9260
Low	0.9113	0.9178	0.0065	0.7%	0.9068
Close	0.9170	0.9207	0.0037	0.4%	0.9207
Range	0.0076	0.0083	0.0007	9.3%	0.0193
ATR	0.0069	0.0070	0.0002	2.3%	0.0000
Volume	1,437	1,796	359	25.0%	4,636

Daily Pivots for day following 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9462	0.9417	0.9252
R3	0.9380	0.9334	0.9229
R2	0.9297	0.9297	0.9222
R1	0.9252	0.9252	0.9214	0.9275
PP	0.9215	0.9215	0.9215	0.9226
S1	0.9169	0.9169	0.9199	0.9192
S2	0.9132	0.9132	0.9191
S3	0.9050	0.9087	0.9184
S4	0.8967	0.9004	0.9161

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9756	0.9674	0.9312
R3	0.9563	0.9481	0.9259
R2	0.9371	0.9371	0.9242
R1	0.9289	0.9289	0.9224	0.9330
PP	0.9178	0.9178	0.9178	0.9199
S1	0.9096	0.9096	0.9189	0.9137
S2	0.8986	0.8986	0.9171
S3	0.8793	0.8904	0.9154
S4	0.8601	0.8711	0.9101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9260	0.9068	0.0193	2.1%	0.0075	0.8%	72%	True	False	927
10	0.9260	0.9068	0.0193	2.1%	0.0063	0.7%	72%	True	False	856
20	0.9260	0.8975	0.0285	3.1%	0.0066	0.7%	81%	True	False	543
40	0.9260	0.8800	0.0460	5.0%	0.0065	0.7%	88%	True	False	321

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9611
2.618	0.9476
1.618	0.9393
1.000	0.9343
0.618	0.9311
HIGH	0.9260
0.618	0.9228
0.500	0.9219
0.382	0.9209
LOW	0.9178
0.618	0.9127
1.000	0.9095
1.618	0.9044
2.618	0.8962
4.250	0.8827

Fisher Pivots for day following 18-Aug-2017
Pivot	1 day	3 day
R1	0.9219	0.9192
PP	0.9215	0.9178
S1	0.9211	0.9164

Download as Excel Spreadsheet

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

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