CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 03-Oct-2017

Day Change Summary
	Previous	Current
	02-Oct-2017	03-Oct-2017	Change	Change %	Previous Week
Open	0.8916	0.8901	-0.0015	-0.2%	0.8950
High	0.8918	0.8907	-0.0012	-0.1%	0.9007
Low	0.8876	0.8864	-0.0012	-0.1%	0.8863
Close	0.8908	0.8885	-0.0023	-0.3%	0.8920
Range	0.0043	0.0043	0.0001	1.2%	0.0144
ATR	0.0077	0.0075	-0.0002	-3.1%	0.0000
Volume	156,927	149,215	-7,712	-4.9%	1,037,417

Daily Pivots for day following 03-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9014	0.8993	0.8909
R3	0.8971	0.8950	0.8897
R2	0.8928	0.8928	0.8893
R1	0.8907	0.8907	0.8889	0.8896
PP	0.8885	0.8885	0.8885	0.8880
S1	0.8864	0.8864	0.8881	0.8853
S2	0.8842	0.8842	0.8877
S3	0.8799	0.8821	0.8873
S4	0.8756	0.8778	0.8861

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	0.8945	0.8863	0.0082	0.9%	0.0057	0.6%	27%	False	False	191,137
10	0.9038	0.8863	0.0175	2.0%	0.0069	0.8%	13%	False	False	190,501
20	0.9360	0.8863	0.0497	5.6%	0.0078	0.9%	4%	False	False	138,562
40	0.9360	0.8863	0.0497	5.6%	0.0075	0.8%	4%	False	False	69,896
60	0.9360	0.8800	0.0560	6.3%	0.0072	0.8%	15%	False	False	46,658
80	0.9360	0.8800	0.0560	6.3%	0.0069	0.8%	15%	False	False	35,009

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9089
2.618	0.9019
1.618	0.8976
1.000	0.8950
0.618	0.8933
HIGH	0.8907
0.618	0.8890
0.500	0.8885
0.382	0.8880
LOW	0.8864
0.618	0.8837
1.000	0.8821
1.618	0.8794
2.618	0.8751
4.250	0.8681

Fisher Pivots for day following 03-Oct-2017
Pivot	1 day	3 day
R1	0.8885	0.8903
PP	0.8885	0.8897
S1	0.8885	0.8891

Download as Excel Spreadsheet

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

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