CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 04-Oct-2017

Day Change Summary
	Previous	Current
	03-Oct-2017	04-Oct-2017	Change	Change %	Previous Week
Open	0.8901	0.8886	-0.0015	-0.2%	0.8950
High	0.8907	0.8932	0.0026	0.3%	0.9007
Low	0.8864	0.8883	0.0020	0.2%	0.8863
Close	0.8885	0.8898	0.0013	0.1%	0.8920
Range	0.0043	0.0049	0.0006	14.0%	0.0144
ATR	0.0075	0.0073	-0.0002	-2.5%	0.0000
Volume	149,215	153,989	4,774	3.2%	1,037,417

Daily Pivots for day following 04-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9051	0.9024	0.8925
R3	0.9002	0.8975	0.8911
R2	0.8953	0.8953	0.8907
R1	0.8926	0.8926	0.8902	0.8940
PP	0.8904	0.8904	0.8904	0.8911
S1	0.8877	0.8877	0.8894	0.8891
S2	0.8855	0.8855	0.8889
S3	0.8806	0.8828	0.8885
S4	0.8757	0.8779	0.8871

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	0.8943	0.8864	0.0080	0.9%	0.0051	0.6%	43%	False	False	170,842
10	0.9007	0.8863	0.0144	1.6%	0.0062	0.7%	24%	False	False	186,575
20	0.9360	0.8863	0.0497	5.6%	0.0077	0.9%	7%	False	False	146,094
40	0.9360	0.8863	0.0497	5.6%	0.0075	0.8%	7%	False	False	73,735
60	0.9360	0.8841	0.0519	5.8%	0.0072	0.8%	11%	False	False	49,224
80	0.9360	0.8800	0.0560	6.3%	0.0069	0.8%	18%	False	False	36,934

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9140
2.618	0.9060
1.618	0.9011
1.000	0.8981
0.618	0.8962
HIGH	0.8932
0.618	0.8913
0.500	0.8908
0.382	0.8902
LOW	0.8883
0.618	0.8853
1.000	0.8834
1.618	0.8804
2.618	0.8755
4.250	0.8675

Fisher Pivots for day following 04-Oct-2017
Pivot	1 day	3 day
R1	0.8908	0.8898
PP	0.8904	0.8898
S1	0.8901	0.8898

Download as Excel Spreadsheet

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

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