CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 05-Mar-2018

Day Change Summary
	Previous	Current
	02-Mar-2018	05-Mar-2018	Change	Change %	Previous Week
Open	0.9430	0.9477	0.0047	0.5%	0.9355
High	0.9510	0.9500	-0.0010	-0.1%	0.9510
Low	0.9415	0.9420	0.0006	0.1%	0.9298
Close	0.9482	0.9423	-0.0060	-0.6%	0.9482
Range	0.0096	0.0080	-0.0016	-16.2%	0.0213
ATR	0.0082	0.0082	0.0000	-0.2%	0.0000
Volume	197,422	111,492	-85,930	-43.5%	735,025

Daily Pivots for day following 05-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9688	0.9635	0.9467
R3	0.9608	0.9555	0.9445
R2	0.9528	0.9528	0.9437
R1	0.9475	0.9475	0.9430	0.9461
PP	0.9448	0.9448	0.9448	0.9441
S1	0.9395	0.9395	0.9415	0.9381
S2	0.9368	0.9368	0.9408
S3	0.9288	0.9315	0.9401
S4	0.9208	0.9235	0.9379

Weekly Pivots for week ending 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0067	0.9987	0.9599
R3	0.9855	0.9775	0.9540
R2	0.9642	0.9642	0.9521
R1	0.9562	0.9562	0.9501	0.9602
PP	0.9430	0.9430	0.9430	0.9450
S1	0.9350	0.9350	0.9463	0.9390
S2	0.9217	0.9217	0.9443
S3	0.9005	0.9137	0.9424
S4	0.8792	0.8925	0.9365

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9510	0.9298	0.0213	2.3%	0.0086	0.9%	59%	False	False	148,684
10	0.9510	0.9282	0.0229	2.4%	0.0082	0.9%	62%	False	False	137,848
20	0.9510	0.9088	0.0423	4.5%	0.0086	0.9%	79%	False	False	178,394
40	0.9510	0.8850	0.0661	7.0%	0.0081	0.9%	87%	False	False	177,448
60	0.9510	0.8841	0.0670	7.1%	0.0069	0.7%	87%	False	False	144,022
80	0.9510	0.8811	0.0699	7.4%	0.0066	0.7%	87%	False	False	108,513
100	0.9510	0.8783	0.0728	7.7%	0.0063	0.7%	88%	False	False	86,859
120	0.9510	0.8783	0.0728	7.7%	0.0062	0.7%	88%	False	False	72,412

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9840
2.618	0.9709
1.618	0.9629
1.000	0.9580
0.618	0.9549
HIGH	0.9500
0.618	0.9469
0.500	0.9460
0.382	0.9451
LOW	0.9420
0.618	0.9371
1.000	0.9340
1.618	0.9291
2.618	0.9211
4.250	0.9080

Fisher Pivots for day following 05-Mar-2018
Pivot	1 day	3 day
R1	0.9460	0.9423
PP	0.9448	0.9423
S1	0.9435	0.9423

Download as Excel Spreadsheet

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

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