CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 27-Sep-2017

Day Change Summary
	Previous	Current
	26-Sep-2017	27-Sep-2017	Change	Change %	Previous Week
Open	0.8986	0.8945	-0.0041	-0.5%	0.9034
High	0.9004	0.8945	-0.0059	-0.7%	0.9046
Low	0.8925	0.8863	-0.0062	-0.7%	0.8906
Close	0.8951	0.8905	-0.0046	-0.5%	0.8959
Range	0.0079	0.0082	0.0003	3.8%	0.0141
ATR	0.0083	0.0083	0.0000	0.4%	0.0000
Volume	186,929	255,467	68,538	36.7%	854,970

Daily Pivots for day following 27-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9150	0.9109	0.8950
R3	0.9068	0.9027	0.8927
R2	0.8986	0.8986	0.8920
R1	0.8945	0.8945	0.8912	0.8925
PP	0.8904	0.8904	0.8904	0.8894
S1	0.8863	0.8863	0.8897	0.8843
S2	0.8822	0.8822	0.8889
S3	0.8740	0.8781	0.8882
S4	0.8658	0.8699	0.8859

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	0.9007	0.8863	0.0144	1.6%	0.0073	0.8%	29%	False	True	202,308
10	0.9166	0.8863	0.0303	3.4%	0.0082	0.9%	14%	False	True	182,886
20	0.9360	0.8863	0.0497	5.6%	0.0084	0.9%	8%	False	True	104,034
40	0.9360	0.8863	0.0497	5.6%	0.0076	0.9%	8%	False	True	52,407
60	0.9360	0.8800	0.0560	6.3%	0.0073	0.8%	19%	False	False	34,992
80	0.9360	0.8800	0.0560	6.3%	0.0070	0.8%	19%	False	False	26,257

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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9294
2.618	0.9160
1.618	0.9078
1.000	0.9027
0.618	0.8996
HIGH	0.8945
0.618	0.8914
0.500	0.8904
0.382	0.8894
LOW	0.8863
0.618	0.8812
1.000	0.8781
1.618	0.8730
2.618	0.8648
4.250	0.8515

Fisher Pivots for day following 27-Sep-2017
Pivot	1 day	3 day
R1	0.8904	0.8935
PP	0.8904	0.8925
S1	0.8904	0.8915

Download as Excel Spreadsheet

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

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