CME Japanese Yen Future December 2017

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

Day Change Summary
	Previous	Current
	13-Sep-2017	14-Sep-2017	Change	Change %	Previous Week
Open	0.9115	0.9086	-0.0030	-0.3%	0.9162
High	0.9138	0.9124	-0.0015	-0.2%	0.9360
Low	0.9073	0.9043	-0.0030	-0.3%	0.9142
Close	0.9075	0.9083	0.0009	0.1%	0.9318
Range	0.0066	0.0081	0.0015	22.0%	0.0218
ATR	0.0084	0.0084	0.0000	-0.3%	0.0000
Volume	115,480	101,184	-14,296	-12.4%	28,991

Daily Pivots for day following 14-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9325	0.9284	0.9127
R3	0.9244	0.9204	0.9105
R2	0.9164	0.9164	0.9098
R1	0.9123	0.9123	0.9090	0.9103
PP	0.9083	0.9083	0.9083	0.9073
S1	0.9043	0.9043	0.9076	0.9023
S2	0.9003	0.9003	0.9068
S3	0.8922	0.8962	0.9061
S4	0.8842	0.8882	0.9039

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9927	0.9840	0.9437
R3	0.9709	0.9622	0.9377
R2	0.9491	0.9491	0.9357
R1	0.9404	0.9404	0.9337	0.9448
PP	0.9273	0.9273	0.9273	0.9295
S1	0.9186	0.9186	0.9298	0.9230
S2	0.9055	0.9055	0.9278
S3	0.8837	0.8968	0.9258
S4	0.8619	0.8750	0.9198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9360	0.9043	0.0317	3.5%	0.0089	1.0%	13%	False	True	66,344
10	0.9360	0.9043	0.0317	3.5%	0.0088	1.0%	13%	False	True	35,082
20	0.9360	0.9043	0.0317	3.5%	0.0080	0.9%	13%	False	True	18,134
40	0.9360	0.8957	0.0403	4.4%	0.0073	0.8%	31%	False	False	9,267
60	0.9360	0.8800	0.0560	6.2%	0.0069	0.8%	51%	False	False	6,206

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9466
2.618	0.9334
1.618	0.9254
1.000	0.9204
0.618	0.9173
HIGH	0.9124
0.618	0.9093
0.500	0.9083
0.382	0.9074
LOW	0.9043
0.618	0.8993
1.000	0.8963
1.618	0.8913
2.618	0.8832
4.250	0.8701

Fisher Pivots for day following 14-Sep-2017
Pivot	1 day	3 day
R1	0.9083	0.9119
PP	0.9083	0.9107
S1	0.9083	0.9095

Download as Excel Spreadsheet

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

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