CME Japanese Yen Future March 2017

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

Day Change Summary
	Previous	Current
	12-Jan-2017	13-Jan-2017	Change	Change %	Previous Week
Open	0.8681	0.8733	0.0052	0.6%	0.8558
High	0.8809	0.8777	-0.0032	-0.4%	0.8809
Low	0.8681	0.8679	-0.0003	0.0%	0.8529
Close	0.8737	0.8752	0.0015	0.2%	0.8752
Range	0.0128	0.0098	-0.0030	-23.1%	0.0280
ATR	0.0110	0.0109	-0.0001	-0.8%	0.0000
Volume	232,159	184,150	-48,009	-20.7%	1,011,671

Daily Pivots for day following 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9030	0.8989	0.8806
R3	0.8932	0.8891	0.8779
R2	0.8834	0.8834	0.8770
R1	0.8793	0.8793	0.8761	0.8813
PP	0.8736	0.8736	0.8736	0.8746
S1	0.8695	0.8695	0.8743	0.8715
S2	0.8638	0.8638	0.8734
S3	0.8540	0.8597	0.8725
S4	0.8442	0.8499	0.8698

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9536	0.9424	0.8906
R3	0.9256	0.9144	0.8829
R2	0.8976	0.8976	0.8803
R1	0.8864	0.8864	0.8778	0.8920
PP	0.8696	0.8696	0.8696	0.8724
S1	0.8584	0.8584	0.8726	0.8640
S2	0.8416	0.8416	0.8701
S3	0.8136	0.8304	0.8675
S4	0.7856	0.8024	0.8598

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%	0.0125	1.4%	80%	False	False	202,334
10	0.8809	0.8454	0.0355	4.1%	0.0123	1.4%	84%	False	False	186,020
20	0.8809	0.8454	0.0355	4.1%	0.0095	1.1%	84%	False	False	141,381
40	0.9260	0.8454	0.0806	9.2%	0.0102	1.2%	37%	False	False	78,367
60	0.9937	0.8454	0.1483	16.9%	0.0103	1.2%	20%	False	False	52,443
80	1.0066	0.8454	0.1612	18.4%	0.0100	1.1%	18%	False	False	39,390

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	0.0030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9193
2.618	0.9033
1.618	0.8935
1.000	0.8875
0.618	0.8837
HIGH	0.8777
0.618	0.8739
0.500	0.8728
0.382	0.8716
LOW	0.8679
0.618	0.8618
1.000	0.8581
1.618	0.8520
2.618	0.8422
4.250	0.8262

Fisher Pivots for day following 13-Jan-2017
Pivot	1 day	3 day
R1	0.8744	0.8732
PP	0.8736	0.8711
S1	0.8728	0.8691

Download as Excel Spreadsheet

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

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