CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 13-Mar-2017

Day Change Summary
	Previous	Current
	10-Mar-2017	13-Mar-2017	Change	Change %	Previous Week
Open	0.8690	0.8713	0.0023	0.3%	0.8767
High	0.8730	0.8735	0.0005	0.1%	0.8807
Low	0.8658	0.8702	0.0045	0.5%	0.8658
Close	0.8710	0.8720	0.0010	0.1%	0.8710
Range	0.0072	0.0033	-0.0040	-54.9%	0.0150
ATR	0.0082	0.0078	-0.0004	-4.3%	0.0000
Volume	50,617	2,650	-47,967	-94.8%	741,814

Daily Pivots for day following 13-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8816	0.8800	0.8737
R3	0.8784	0.8768	0.8728
R2	0.8751	0.8751	0.8725
R1	0.8735	0.8735	0.8722	0.8743
PP	0.8719	0.8719	0.8719	0.8723
S1	0.8703	0.8703	0.8717	0.8711
S2	0.8686	0.8686	0.8714
S3	0.8654	0.8670	0.8711
S4	0.8621	0.8638	0.8702

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9173	0.9091	0.8792
R3	0.9024	0.8942	0.8751
R2	0.8874	0.8874	0.8737
R1	0.8792	0.8792	0.8724	0.8759
PP	0.8725	0.8725	0.8725	0.8708
S1	0.8643	0.8643	0.8696	0.8609
S2	0.8575	0.8575	0.8683
S3	0.8426	0.8493	0.8669
S4	0.8276	0.8344	0.8628

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8803	0.8658	0.0146	1.7%	0.0055	0.6%	43%	False	False	122,334
10	0.8957	0.8658	0.0299	3.4%	0.0066	0.8%	21%	False	False	147,126
20	0.8957	0.8658	0.0299	3.4%	0.0072	0.8%	21%	False	False	138,930
40	0.8971	0.8658	0.0314	3.6%	0.0089	1.0%	20%	False	False	156,167
60	0.8971	0.8454	0.0517	5.9%	0.0093	1.1%	51%	False	False	150,071
80	0.9329	0.8454	0.0875	10.0%	0.0096	1.1%	30%	False	False	114,973
100	0.9937	0.8454	0.1483	17.0%	0.0097	1.1%	18%	False	False	92,096
120	1.0066	0.8454	0.1612	18.5%	0.0096	1.1%	16%	False	False	76,782

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 120 trading days

Fibonacci Retracements and Extensions
4.250	0.8873
2.618	0.8820
1.618	0.8787
1.000	0.8767
0.618	0.8755
HIGH	0.8735
0.618	0.8722
0.500	0.8718
0.382	0.8714
LOW	0.8702
0.618	0.8682
1.000	0.8670
1.618	0.8649
2.618	0.8617
4.250	0.8564

Fisher Pivots for day following 13-Mar-2017
Pivot	1 day	3 day
R1	0.8719	0.8713
PP	0.8719	0.8707
S1	0.8718	0.8701

Download as Excel Spreadsheet

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

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