CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 07-Sep-2017

Day Change Summary
	Previous	Current
	06-Sep-2017	07-Sep-2017	Change	Change %	Previous Week
Open	0.9243	0.9199	-0.0044	-0.5%	0.9203
High	0.9265	0.9298	0.0034	0.4%	0.9286
Low	0.9186	0.9196	0.0010	0.1%	0.9081
Close	0.9192	0.9245	0.0053	0.6%	0.9116
Range	0.0079	0.0103	0.0024	29.7%	0.0205
ATR	0.0076	0.0078	0.0002	2.8%	0.0000
Volume	3,362	8,276	4,914	146.2%	8,419

Daily Pivots for day following 07-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9554	0.9502	0.9301
R3	0.9451	0.9399	0.9273
R2	0.9349	0.9349	0.9263
R1	0.9297	0.9297	0.9254	0.9323
PP	0.9246	0.9246	0.9246	0.9259
S1	0.9194	0.9194	0.9235	0.9220
S2	0.9144	0.9144	0.9226
S3	0.9041	0.9092	0.9216
S4	0.8939	0.8989	0.9188

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9774	0.9650	0.9228
R3	0.9570	0.9445	0.9172
R2	0.9365	0.9365	0.9153
R1	0.9241	0.9241	0.9135	0.9201
PP	0.9161	0.9161	0.9161	0.9141
S1	0.9036	0.9036	0.9097	0.8996
S2	0.8956	0.8956	0.9079
S3	0.8752	0.8832	0.9060
S4	0.8547	0.8627	0.9004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9298	0.9081	0.0217	2.3%	0.0086	0.9%	75%	True	False	3,820
10	0.9298	0.9081	0.0217	2.3%	0.0080	0.9%	75%	True	False	2,616
20	0.9298	0.9068	0.0231	2.5%	0.0076	0.8%	77%	True	False	1,756
40	0.9298	0.8867	0.0432	4.7%	0.0070	0.8%	88%	True	False	994
60	0.9298	0.8800	0.0498	5.4%	0.0068	0.7%	89%	True	False	685

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9734
2.618	0.9566
1.618	0.9464
1.000	0.9401
0.618	0.9361
HIGH	0.9298
0.618	0.9259
0.500	0.9247
0.382	0.9235
LOW	0.9196
0.618	0.9132
1.000	0.9093
1.618	0.9030
2.618	0.8927
4.250	0.8760

Fisher Pivots for day following 07-Sep-2017
Pivot	1 day	3 day
R1	0.9247	0.9236
PP	0.9246	0.9228
S1	0.9245	0.9220

Download as Excel Spreadsheet

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

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