CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 26-Feb-2018

Day Change Summary
	Previous	Current
	23-Feb-2018	26-Feb-2018	Change	Change %	Previous Week
Open	0.9379	0.9355	-0.0024	-0.3%	0.9424
High	0.9401	0.9412	0.0012	0.1%	0.9441
Low	0.9346	0.9348	0.0002	0.0%	0.9282
Close	0.9381	0.9365	-0.0016	-0.2%	0.9381
Range	0.0055	0.0065	0.0010	18.3%	0.0159
ATR	0.0081	0.0080	-0.0001	-1.5%	0.0000
Volume	91,728	103,093	11,365	12.4%	531,963

Daily Pivots for day following 26-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9568	0.9531	0.9400
R3	0.9504	0.9467	0.9383
R2	0.9439	0.9439	0.9377
R1	0.9402	0.9402	0.9371	0.9421
PP	0.9375	0.9375	0.9375	0.9384
S1	0.9338	0.9338	0.9359	0.9356
S2	0.9310	0.9310	0.9353
S3	0.9246	0.9273	0.9347
S4	0.9181	0.9209	0.9330

Weekly Pivots for week ending 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9845	0.9772	0.9468
R3	0.9686	0.9613	0.9425
R2	0.9527	0.9527	0.9410
R1	0.9454	0.9454	0.9396	0.9411
PP	0.9368	0.9368	0.9368	0.9346
S1	0.9295	0.9295	0.9366	0.9252
S2	0.9209	0.9209	0.9352
S3	0.9050	0.9136	0.9337
S4	0.8891	0.8977	0.9294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9441	0.9282	0.0159	1.7%	0.0077	0.8%	53%	False	False	127,011
10	0.9490	0.9202	0.0289	3.1%	0.0081	0.9%	57%	False	False	149,289
20	0.9490	0.9073	0.0417	4.5%	0.0082	0.9%	70%	False	False	183,662
40	0.9490	0.8850	0.0641	6.8%	0.0076	0.8%	80%	False	False	170,499
60	0.9490	0.8841	0.0650	6.9%	0.0067	0.7%	81%	False	False	132,189
80	0.9490	0.8783	0.0708	7.6%	0.0064	0.7%	82%	False	False	99,244
100	0.9490	0.8783	0.0708	7.6%	0.0061	0.6%	82%	False	False	79,450
120	0.9490	0.8783	0.0708	7.6%	0.0062	0.7%	82%	False	False	66,220

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9686
2.618	0.9581
1.618	0.9516
1.000	0.9477
0.618	0.9452
HIGH	0.9412
0.618	0.9387
0.500	0.9380
0.382	0.9372
LOW	0.9348
0.618	0.9308
1.000	0.9283
1.618	0.9243
2.618	0.9179
4.250	0.9073

Fisher Pivots for day following 26-Feb-2018
Pivot	1 day	3 day
R1	0.9380	0.9361
PP	0.9375	0.9356
S1	0.9370	0.9352

Download as Excel Spreadsheet

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

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