CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 09-Feb-2017

Day Change Summary
	Previous	Current
	08-Feb-2017	09-Feb-2017	Change	Change %	Previous Week
Open	0.8911	0.8948	0.0037	0.4%	0.8717
High	0.8967	0.8949	-0.0018	-0.2%	0.8934
Low	0.8894	0.8829	-0.0065	-0.7%	0.8710
Close	0.8930	0.8834	-0.0097	-1.1%	0.8863
Range	0.0074	0.0120	0.0047	63.3%	0.0224
ATR	0.0107	0.0108	0.0001	0.8%	0.0000
Volume	129,738	150,652	20,914	16.1%	941,690

Daily Pivots for day following 09-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9231	0.9152	0.8900
R3	0.9111	0.9032	0.8867
R2	0.8991	0.8991	0.8856
R1	0.8912	0.8912	0.8845	0.8891
PP	0.8871	0.8871	0.8871	0.8860
S1	0.8792	0.8792	0.8823	0.8771
S2	0.8751	0.8751	0.8812
S3	0.8631	0.8672	0.8801
S4	0.8511	0.8552	0.8768

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9506	0.9408	0.8986
R3	0.9283	0.9185	0.8924
R2	0.9059	0.9059	0.8904
R1	0.8961	0.8961	0.8883	0.9010
PP	0.8836	0.8836	0.8836	0.8860
S1	0.8738	0.8738	0.8843	0.8787
S2	0.8612	0.8612	0.8822
S3	0.8389	0.8514	0.8802
S4	0.8165	0.8291	0.8740

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8971	0.8821	0.0151	1.7%	0.0091	1.0%	9%	False	False	146,240
10	0.8971	0.8679	0.0293	3.3%	0.0100	1.1%	53%	False	False	162,737
20	0.8971	0.8662	0.0309	3.5%	0.0109	1.2%	56%	False	False	177,480
40	0.8971	0.8454	0.0517	5.9%	0.0103	1.2%	73%	False	False	153,116
60	0.9418	0.8454	0.0964	10.9%	0.0105	1.2%	39%	False	False	104,491
80	0.9937	0.8454	0.1483	16.8%	0.0103	1.2%	26%	False	False	78,509
100	1.0066	0.8454	0.1612	18.2%	0.0101	1.1%	24%	False	False	62,846

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9459
2.618	0.9263
1.618	0.9143
1.000	0.9069
0.618	0.9023
HIGH	0.8949
0.618	0.8903
0.500	0.8889
0.382	0.8875
LOW	0.8829
0.618	0.8755
1.000	0.8709
1.618	0.8635
2.618	0.8515
4.250	0.8319

Fisher Pivots for day following 09-Feb-2017
Pivot	1 day	3 day
R1	0.8889	0.8900
PP	0.8871	0.8878
S1	0.8852	0.8856

Download as Excel Spreadsheet

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

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