CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 31-Jan-2017

Day Change Summary
	Previous	Current
	30-Jan-2017	31-Jan-2017	Change	Change %	Previous Week
Open	0.8717	0.8802	0.0085	1.0%	0.8756
High	0.8826	0.8933	0.0108	1.2%	0.8901
Low	0.8710	0.8786	0.0076	0.9%	0.8679
Close	0.8808	0.8883	0.0075	0.9%	0.8704
Range	0.0116	0.0148	0.0032	27.7%	0.0223
ATR	0.0114	0.0116	0.0002	2.1%	0.0000
Volume	155,837	260,595	104,758	67.2%	816,596

Daily Pivots for day following 31-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9310	0.9244	0.8964
R3	0.9162	0.9096	0.8924
R2	0.9015	0.9015	0.8910
R1	0.8949	0.8949	0.8897	0.8982
PP	0.8867	0.8867	0.8867	0.8884
S1	0.8801	0.8801	0.8869	0.8834
S2	0.8720	0.8720	0.8856
S3	0.8572	0.8654	0.8842
S4	0.8425	0.8506	0.8802

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	0.8933	0.8679	0.0255	2.9%	0.0111	1.2%	80%	True	False	173,336
10	0.8933	0.8662	0.0271	3.1%	0.0114	1.3%	82%	True	False	176,843
20	0.8933	0.8454	0.0479	5.4%	0.0122	1.4%	90%	True	False	191,256
40	0.8933	0.8454	0.0479	5.4%	0.0102	1.1%	90%	True	False	129,249
60	0.9937	0.8454	0.1483	16.7%	0.0111	1.2%	29%	False	False	86,699
80	0.9937	0.8454	0.1483	16.7%	0.0103	1.2%	29%	False	False	65,110
100	1.0066	0.8454	0.1612	18.1%	0.0100	1.1%	27%	False	False	52,106

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 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9560
2.618	0.9319
1.618	0.9172
1.000	0.9081
0.618	0.9024
HIGH	0.8933
0.618	0.8877
0.500	0.8859
0.382	0.8842
LOW	0.8786
0.618	0.8694
1.000	0.8638
1.618	0.8547
2.618	0.8399
4.250	0.8159

Fisher Pivots for day following 31-Jan-2017
Pivot	1 day	3 day
R1	0.8875	0.8857
PP	0.8867	0.8832
S1	0.8859	0.8806

Download as Excel Spreadsheet

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

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