CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 10-Jan-2017

Day Change Summary
	Previous	Current
	09-Jan-2017	10-Jan-2017	Change	Change %	Previous Week
Open	0.8558	0.8647	0.0090	1.0%	0.8556
High	0.8645	0.8701	0.0057	0.7%	0.8712
Low	0.8529	0.8614	0.0086	1.0%	0.8454
Close	0.8638	0.8658	0.0021	0.2%	0.8567
Range	0.0116	0.0087	-0.0029	-25.0%	0.0258
ATR	0.0103	0.0102	-0.0001	-1.1%	0.0000
Volume	141,624	172,113	30,489	21.5%	754,203

Daily Pivots for day following 10-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8919	0.8875	0.8706
R3	0.8832	0.8788	0.8682
R2	0.8745	0.8745	0.8674
R1	0.8701	0.8701	0.8666	0.8723
PP	0.8658	0.8658	0.8658	0.8669
S1	0.8614	0.8614	0.8650	0.8636
S2	0.8571	0.8571	0.8642
S3	0.8484	0.8527	0.8634
S4	0.8397	0.8440	0.8610

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9352	0.9217	0.8708
R3	0.9094	0.8959	0.8637
R2	0.8836	0.8836	0.8614
R1	0.8701	0.8701	0.8590	0.8768
PP	0.8578	0.8578	0.8578	0.8611
S1	0.8443	0.8443	0.8543	0.8510
S2	0.8320	0.8320	0.8519
S3	0.8062	0.8185	0.8496
S4	0.7804	0.7927	0.8425

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8712	0.8485	0.0228	2.6%	0.0121	1.4%	76%	False	False	182,732
10	0.8712	0.8454	0.0258	3.0%	0.0097	1.1%	79%	False	False	139,090
20	0.8752	0.8454	0.0298	3.4%	0.0091	1.1%	69%	False	False	117,540
40	0.9481	0.8454	0.1027	11.9%	0.0100	1.2%	20%	False	False	60,965
60	0.9937	0.8454	0.1483	17.1%	0.0099	1.1%	14%	False	False	40,829
80	1.0066	0.8454	0.1612	18.6%	0.0097	1.1%	13%	False	False	30,668

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9071
2.618	0.8929
1.618	0.8842
1.000	0.8788
0.618	0.8755
HIGH	0.8701
0.618	0.8668
0.500	0.8658
0.382	0.8647
LOW	0.8614
0.618	0.8560
1.000	0.8527
1.618	0.8473
2.618	0.8386
4.250	0.8244

Fisher Pivots for day following 10-Jan-2017
Pivot	1 day	3 day
R1	0.8658	0.8645
PP	0.8658	0.8633
S1	0.8658	0.8620

Download as Excel Spreadsheet

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

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