CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 22-Sep-2017

Day Change Summary
	Previous	Current
	21-Sep-2017	22-Sep-2017	Change	Change %	Previous Week
Open	0.8940	0.8928	-0.0013	-0.1%	0.9034
High	0.8953	0.8991	0.0038	0.4%	0.9046
Low	0.8906	0.8919	0.0013	0.1%	0.8906
Close	0.8917	0.8959	0.0042	0.5%	0.8959
Range	0.0047	0.0072	0.0025	53.2%	0.0141
ATR	0.0084	0.0083	-0.0001	-0.9%	0.0000
Volume	196,498	171,707	-24,791	-12.6%	854,970

Daily Pivots for day following 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9172	0.9137	0.8998
R3	0.9100	0.9065	0.8978
R2	0.9028	0.9028	0.8972
R1	0.8993	0.8993	0.8965	0.9011
PP	0.8956	0.8956	0.8956	0.8965
S1	0.8921	0.8921	0.8952	0.8939
S2	0.8884	0.8884	0.8945
S3	0.8812	0.8849	0.8939
S4	0.8740	0.8777	0.8919

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9392	0.9316	0.9036
R3	0.9251	0.9175	0.8997
R2	0.9111	0.9111	0.8984
R1	0.9035	0.9035	0.8971	0.9002
PP	0.8970	0.8970	0.8970	0.8954
S1	0.8894	0.8894	0.8946	0.8862
S2	0.8830	0.8830	0.8933
S3	0.8689	0.8754	0.8920
S4	0.8549	0.8613	0.8881

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9046	0.8906	0.0141	1.6%	0.0069	0.8%	38%	False	False	170,994
10	0.9286	0.8906	0.0381	4.2%	0.0084	0.9%	14%	False	False	140,291
20	0.9360	0.8906	0.0454	5.1%	0.0084	0.9%	12%	False	False	72,049
40	0.9360	0.8906	0.0454	5.1%	0.0074	0.8%	12%	False	False	36,347
60	0.9360	0.8800	0.0560	6.2%	0.0073	0.8%	28%	False	False	24,274
80	0.9360	0.8800	0.0560	6.2%	0.0068	0.8%	28%	False	False	18,215

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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9297
2.618	0.9179
1.618	0.9107
1.000	0.9063
0.618	0.9035
HIGH	0.8991
0.618	0.8963
0.500	0.8955
0.382	0.8946
LOW	0.8919
0.618	0.8874
1.000	0.8847
1.618	0.8802
2.618	0.8730
4.250	0.8613

Fisher Pivots for day following 22-Sep-2017
Pivot	1 day	3 day
R1	0.8957	0.8972
PP	0.8956	0.8967
S1	0.8955	0.8963

Download as Excel Spreadsheet

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

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