CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 12-Jan-2017

Day Change Summary
	Previous	Current
	11-Jan-2017	12-Jan-2017	Change	Change %	Previous Week
Open	0.8653	0.8681	0.0028	0.3%	0.8556
High	0.8772	0.8809	0.0037	0.4%	0.8712
Low	0.8574	0.8681	0.0108	1.3%	0.8454
Close	0.8683	0.8737	0.0055	0.6%	0.8567
Range	0.0199	0.0128	-0.0071	-35.8%	0.0258
ATR	0.0109	0.0110	0.0001	1.2%	0.0000
Volume	281,625	232,159	-49,466	-17.6%	754,203

Daily Pivots for day following 12-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9125	0.9058	0.8807
R3	0.8997	0.8931	0.8772
R2	0.8870	0.8870	0.8760
R1	0.8803	0.8803	0.8749	0.8837
PP	0.8742	0.8742	0.8742	0.8759
S1	0.8676	0.8676	0.8725	0.8709
S2	0.8615	0.8615	0.8714
S3	0.8487	0.8548	0.8702
S4	0.8360	0.8421	0.8667

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	0.8809	0.8529	0.0280	3.2%	0.0137	1.6%	74%	True	False	204,819
10	0.8809	0.8454	0.0355	4.1%	0.0120	1.4%	80%	True	False	178,913
20	0.8809	0.8454	0.0355	4.1%	0.0100	1.1%	80%	True	False	137,878
40	0.9329	0.8454	0.0875	10.0%	0.0103	1.2%	32%	False	False	73,778
60	0.9937	0.8454	0.1483	17.0%	0.0103	1.2%	19%	False	False	49,383
80	1.0066	0.8454	0.1612	18.5%	0.0100	1.1%	18%	False	False	37,089

Crabel Price Patterns
NR	True
NR4	False
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	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9350
2.618	0.9142
1.618	0.9015
1.000	0.8936
0.618	0.8887
HIGH	0.8809
0.618	0.8760
0.500	0.8745
0.382	0.8730
LOW	0.8681
0.618	0.8602
1.000	0.8554
1.618	0.8475
2.618	0.8347
4.250	0.8139

Fisher Pivots for day following 12-Jan-2017
Pivot	1 day	3 day
R1	0.8745	0.8722
PP	0.8742	0.8706
S1	0.8740	0.8691

Download as Excel Spreadsheet

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

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