CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 29-Sep-2017

Day Change Summary
	Previous	Current
	28-Sep-2017	29-Sep-2017	Change	Change %	Previous Week
Open	0.8897	0.8933	0.0036	0.4%	0.8950
High	0.8940	0.8943	0.0003	0.0%	0.9007
Low	0.8865	0.8901	0.0036	0.4%	0.8863
Close	0.8928	0.8920	-0.0008	-0.1%	0.8920
Range	0.0076	0.0043	-0.0033	-43.7%	0.0144
ATR	0.0083	0.0080	-0.0003	-3.5%	0.0000
Volume	193,360	200,720	7,360	3.8%	1,037,417

Daily Pivots for day following 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9049	0.9027	0.8943
R3	0.9006	0.8984	0.8932
R2	0.8964	0.8964	0.8928
R1	0.8942	0.8942	0.8924	0.8932
PP	0.8921	0.8921	0.8921	0.8916
S1	0.8899	0.8899	0.8916	0.8889
S2	0.8879	0.8879	0.8912
S3	0.8836	0.8857	0.8908
S4	0.8794	0.8814	0.8897

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9360	0.9284	0.8999
R3	0.9217	0.9140	0.8959
R2	0.9073	0.9073	0.8946
R1	0.8997	0.8997	0.8933	0.8963
PP	0.8930	0.8930	0.8930	0.8913
S1	0.8853	0.8853	0.8907	0.8820
S2	0.8786	0.8786	0.8894
S3	0.8643	0.8710	0.8881
S4	0.8499	0.8566	0.8841

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%	40%	False	False	207,483
10	0.9046	0.8863	0.0183	2.1%	0.0071	0.8%	31%	False	False	189,238
20	0.9360	0.8863	0.0497	5.6%	0.0083	0.9%	11%	False	False	123,515
40	0.9360	0.8863	0.0497	5.6%	0.0076	0.8%	11%	False	False	62,250
60	0.9360	0.8800	0.0560	6.3%	0.0073	0.8%	21%	False	False	41,557
80	0.9360	0.8800	0.0560	6.3%	0.0070	0.8%	21%	False	False	31,183

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.9124
2.618	0.9054
1.618	0.9012
1.000	0.8986
0.618	0.8969
HIGH	0.8943
0.618	0.8927
0.500	0.8922
0.382	0.8917
LOW	0.8901
0.618	0.8874
1.000	0.8858
1.618	0.8832
2.618	0.8789
4.250	0.8720

Fisher Pivots for day following 29-Sep-2017
Pivot	1 day	3 day
R1	0.8922	0.8915
PP	0.8921	0.8909
S1	0.8921	0.8904

Download as Excel Spreadsheet

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

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