CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 12-Mar-2018

Day Change Summary
	Previous	Current
	09-Mar-2018	12-Mar-2018	Change	Change %	Previous Week
Open	0.9414	0.9371	-0.0043	-0.5%	0.9477
High	0.9416	0.9412	-0.0004	0.0%	0.9500
Low	0.9346	0.9350	0.0005	0.0%	0.9346
Close	0.9371	0.9406	0.0035	0.4%	0.9371
Range	0.0070	0.0062	-0.0008	-11.4%	0.0155
ATR	0.0076	0.0075	-0.0001	-1.3%	0.0000
Volume	146,647	140,394	-6,253	-4.3%	632,772

Daily Pivots for day following 12-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9575	0.9553	0.9440
R3	0.9513	0.9491	0.9423
R2	0.9451	0.9451	0.9417
R1	0.9429	0.9429	0.9412	0.9440
PP	0.9389	0.9389	0.9389	0.9395
S1	0.9367	0.9367	0.9400	0.9378
S2	0.9327	0.9327	0.9395
S3	0.9265	0.9305	0.9389
S4	0.9203	0.9243	0.9372

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9869	0.9775	0.9456
R3	0.9715	0.9620	0.9413
R2	0.9560	0.9560	0.9399
R1	0.9466	0.9466	0.9385	0.9436
PP	0.9406	0.9406	0.9406	0.9391
S1	0.9311	0.9311	0.9357	0.9281
S2	0.9251	0.9251	0.9343
S3	0.9097	0.9157	0.9329
S4	0.8942	0.9002	0.9286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9490	0.9346	0.0144	1.5%	0.0059	0.6%	42%	False	False	132,334
10	0.9510	0.9298	0.0213	2.3%	0.0072	0.8%	51%	False	False	140,509
20	0.9510	0.9202	0.0309	3.3%	0.0077	0.8%	66%	False	False	144,899
40	0.9510	0.8982	0.0528	5.6%	0.0080	0.8%	80%	False	False	173,122
60	0.9510	0.8847	0.0663	7.0%	0.0070	0.7%	84%	False	False	152,662
80	0.9510	0.8841	0.0670	7.1%	0.0067	0.7%	84%	False	False	116,772
100	0.9510	0.8783	0.0728	7.7%	0.0064	0.7%	86%	False	False	93,470
120	0.9510	0.8783	0.0728	7.7%	0.0062	0.7%	86%	False	False	77,923

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9676
2.618	0.9574
1.618	0.9512
1.000	0.9474
0.618	0.9450
HIGH	0.9412
0.618	0.9388
0.500	0.9381
0.382	0.9374
LOW	0.9350
0.618	0.9312
1.000	0.9288
1.618	0.9250
2.618	0.9188
4.250	0.9087

Fisher Pivots for day following 12-Mar-2018
Pivot	1 day	3 day
R1	0.9398	0.9403
PP	0.9389	0.9400
S1	0.9381	0.9397

Download as Excel Spreadsheet

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

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