CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 30-Jan-2017

Day Change Summary
	Previous	Current
	27-Jan-2017	30-Jan-2017	Change	Change %	Previous Week
Open	0.8745	0.8717	-0.0029	-0.3%	0.8756
High	0.8754	0.8826	0.0072	0.8%	0.8901
Low	0.8679	0.8710	0.0032	0.4%	0.8679
Close	0.8704	0.8808	0.0104	1.2%	0.8704
Range	0.0076	0.0116	0.0040	53.0%	0.0223
ATR	0.0113	0.0114	0.0001	0.5%	0.0000
Volume	136,891	155,837	18,946	13.8%	816,596

Daily Pivots for day following 30-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9128	0.9083	0.8872
R3	0.9012	0.8968	0.8840
R2	0.8897	0.8897	0.8829
R1	0.8852	0.8852	0.8819	0.8874
PP	0.8781	0.8781	0.8781	0.8792
S1	0.8737	0.8737	0.8797	0.8759
S2	0.8666	0.8666	0.8787
S3	0.8550	0.8621	0.8776
S4	0.8435	0.8506	0.8744

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9429	0.9289	0.8826
R3	0.9206	0.9066	0.8765
R2	0.8984	0.8984	0.8745
R1	0.8844	0.8844	0.8724	0.8803
PP	0.8761	0.8761	0.8761	0.8741
S1	0.8621	0.8621	0.8684	0.8580
S2	0.8539	0.8539	0.8663
S3	0.8316	0.8399	0.8643
S4	0.8094	0.8176	0.8582

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8901	0.8679	0.0223	2.5%	0.0103	1.2%	58%	False	False	151,448
10	0.8901	0.8662	0.0239	2.7%	0.0114	1.3%	61%	False	False	179,865
20	0.8901	0.8454	0.0447	5.1%	0.0118	1.3%	79%	False	False	182,942
40	0.8901	0.8454	0.0447	5.1%	0.0100	1.1%	79%	False	False	122,866
60	0.9937	0.8454	0.1483	16.8%	0.0110	1.2%	24%	False	False	82,369
80	0.9937	0.8454	0.1483	16.8%	0.0102	1.2%	24%	False	False	61,858
100	1.0066	0.8454	0.1612	18.3%	0.0099	1.1%	22%	False	False	49,500

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9316
2.618	0.9128
1.618	0.9012
1.000	0.8941
0.618	0.8897
HIGH	0.8826
0.618	0.8781
0.500	0.8768
0.382	0.8754
LOW	0.8710
0.618	0.8639
1.000	0.8595
1.618	0.8523
2.618	0.8408
4.250	0.8219

Fisher Pivots for day following 30-Jan-2017
Pivot	1 day	3 day
R1	0.8795	0.8795
PP	0.8781	0.8782
S1	0.8768	0.8769

Download as Excel Spreadsheet

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

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