CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 02-Oct-2017

Day Change Summary
	Previous	Current
	29-Sep-2017	02-Oct-2017	Change	Change %	Previous Week
Open	0.8933	0.8916	-0.0017	-0.2%	0.8950
High	0.8943	0.8918	-0.0025	-0.3%	0.9007
Low	0.8901	0.8876	-0.0025	-0.3%	0.8863
Close	0.8920	0.8908	-0.0013	-0.1%	0.8920
Range	0.0043	0.0043	0.0000	0.0%	0.0144
ATR	0.0080	0.0077	-0.0003	-3.2%	0.0000
Volume	200,720	156,927	-43,793	-21.8%	1,037,417

Daily Pivots for day following 02-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9028	0.9010	0.8931
R3	0.8985	0.8968	0.8919
R2	0.8943	0.8943	0.8915
R1	0.8925	0.8925	0.8911	0.8913
PP	0.8900	0.8900	0.8900	0.8894
S1	0.8883	0.8883	0.8904	0.8870
S2	0.8858	0.8858	0.8900
S3	0.8815	0.8840	0.8896
S4	0.8773	0.8798	0.8884

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	0.9004	0.8863	0.0141	1.6%	0.0064	0.7%	32%	False	False	198,680
10	0.9038	0.8863	0.0175	2.0%	0.0070	0.8%	25%	False	False	192,187
20	0.9360	0.8863	0.0497	5.6%	0.0082	0.9%	9%	False	False	131,312
40	0.9360	0.8863	0.0497	5.6%	0.0074	0.8%	9%	False	False	66,167
60	0.9360	0.8800	0.0560	6.3%	0.0072	0.8%	19%	False	False	44,172
80	0.9360	0.8800	0.0560	6.3%	0.0070	0.8%	19%	False	False	33,144

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018

Fibonacci Retracements and Extensions
4.250	0.9099
2.618	0.9029
1.618	0.8987
1.000	0.8961
0.618	0.8944
HIGH	0.8918
0.618	0.8902
0.500	0.8897
0.382	0.8892
LOW	0.8876
0.618	0.8849
1.000	0.8833
1.618	0.8807
2.618	0.8764
4.250	0.8695

Fisher Pivots for day following 02-Oct-2017
Pivot	1 day	3 day
R1	0.8904	0.8906
PP	0.8900	0.8905
S1	0.8897	0.8904

Download as Excel Spreadsheet

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

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