CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 03-Jan-2017

Day Change Summary
	Previous	Current
	30-Dec-2016	03-Jan-2017	Change	Change %	Previous Week
Open	0.8607	0.8556	-0.0051	-0.6%	0.8570
High	0.8645	0.8567	-0.0078	-0.9%	0.8645
Low	0.8560	0.8454	-0.0106	-1.2%	0.8520
Close	0.8597	0.8525	-0.0073	-0.8%	0.8597
Range	0.0085	0.0113	0.0028	32.4%	0.0125
ATR	0.0089	0.0093	0.0004	4.4%	0.0000
Volume	94,328	154,280	59,952	63.6%	322,967

Daily Pivots for day following 03-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8853	0.8801	0.8586
R3	0.8740	0.8689	0.8555
R2	0.8628	0.8628	0.8545
R1	0.8576	0.8576	0.8535	0.8546
PP	0.8515	0.8515	0.8515	0.8500
S1	0.8464	0.8464	0.8514	0.8433
S2	0.8403	0.8403	0.8504
S3	0.8290	0.8351	0.8494
S4	0.8178	0.8239	0.8463

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8961	0.8903	0.8665
R3	0.8836	0.8779	0.8631
R2	0.8712	0.8712	0.8620
R1	0.8654	0.8654	0.8608	0.8683
PP	0.8587	0.8587	0.8587	0.8602
S1	0.8530	0.8530	0.8586	0.8559
S2	0.8463	0.8463	0.8574
S3	0.8338	0.8405	0.8563
S4	0.8214	0.8281	0.8529

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8645	0.8454	0.0191	2.2%	0.0073	0.9%	37%	False	True	95,449
10	0.8645	0.8454	0.0191	2.2%	0.0070	0.8%	37%	False	True	96,179
20	0.8893	0.8454	0.0439	5.1%	0.0085	1.0%	16%	False	True	74,637
40	0.9937	0.8454	0.1483	17.4%	0.0106	1.2%	5%	False	True	38,260
60	0.9937	0.8454	0.1483	17.4%	0.0098	1.1%	5%	False	True	25,630
80	1.0066	0.8454	0.1612	18.9%	0.0095	1.1%	4%	False	True	19,247

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	0.0012
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9045
2.618	0.8861
1.618	0.8749
1.000	0.8679
0.618	0.8636
HIGH	0.8567
0.618	0.8524
0.500	0.8510
0.382	0.8497
LOW	0.8454
0.618	0.8384
1.000	0.8342
1.618	0.8272
2.618	0.8159
4.250	0.7976

Fisher Pivots for day following 03-Jan-2017
Pivot	1 day	3 day
R1	0.8520	0.8549
PP	0.8515	0.8541
S1	0.8510	0.8533

Download as Excel Spreadsheet

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

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