CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 01-Feb-2017

Day Change Summary
	Previous	Current
	31-Jan-2017	01-Feb-2017	Change	Change %	Previous Week
Open	0.8802	0.8885	0.0083	0.9%	0.8756
High	0.8933	0.8887	-0.0047	-0.5%	0.8901
Low	0.8786	0.8785	-0.0001	0.0%	0.8679
Close	0.8883	0.8857	-0.0026	-0.3%	0.8704
Range	0.0148	0.0102	-0.0046	-31.2%	0.0223
ATR	0.0116	0.0115	-0.0001	-0.9%	0.0000
Volume	260,595	170,698	-89,897	-34.5%	816,596

Daily Pivots for day following 01-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9147	0.9104	0.8913
R3	0.9046	0.9002	0.8885
R2	0.8944	0.8944	0.8876
R1	0.8901	0.8901	0.8866	0.8872
PP	0.8843	0.8843	0.8843	0.8828
S1	0.8799	0.8799	0.8848	0.8770
S2	0.8741	0.8741	0.8838
S3	0.8640	0.8698	0.8829
S4	0.8538	0.8596	0.8801

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%	0.0116	1.3%	70%	False	False	176,362
10	0.8933	0.8662	0.0271	3.1%	0.0108	1.2%	72%	False	False	179,063
20	0.8933	0.8485	0.0449	5.1%	0.0121	1.4%	83%	False	False	192,076
40	0.8933	0.8454	0.0479	5.4%	0.0103	1.2%	84%	False	False	133,357
60	0.9937	0.8454	0.1483	16.7%	0.0111	1.3%	27%	False	False	89,532
80	0.9937	0.8454	0.1483	16.7%	0.0103	1.2%	27%	False	False	67,242
100	1.0066	0.8454	0.1612	18.2%	0.0100	1.1%	25%	False	False	53,813

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9318
2.618	0.9152
1.618	0.9051
1.000	0.8988
0.618	0.8949
HIGH	0.8887
0.618	0.8848
0.500	0.8836
0.382	0.8824
LOW	0.8785
0.618	0.8722
1.000	0.8684
1.618	0.8621
2.618	0.8519
4.250	0.8354

Fisher Pivots for day following 01-Feb-2017
Pivot	1 day	3 day
R1	0.8850	0.8845
PP	0.8843	0.8833
S1	0.8836	0.8822

Download as Excel Spreadsheet

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

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