CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 02-Feb-2017

Day Change Summary
	Previous	Current
	01-Feb-2017	02-Feb-2017	Change	Change %	Previous Week
Open	0.8885	0.8838	-0.0047	-0.5%	0.8756
High	0.8887	0.8934	0.0047	0.5%	0.8901
Low	0.8785	0.8831	0.0046	0.5%	0.8679
Close	0.8857	0.8881	0.0024	0.3%	0.8704
Range	0.0102	0.0103	0.0002	1.5%	0.0223
ATR	0.0115	0.0114	-0.0001	-0.8%	0.0000
Volume	170,698	172,156	1,458	0.9%	816,596

Daily Pivots for day following 02-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9191	0.9139	0.8938
R3	0.9088	0.9036	0.8909
R2	0.8985	0.8985	0.8900
R1	0.8933	0.8933	0.8890	0.8959
PP	0.8882	0.8882	0.8882	0.8895
S1	0.8830	0.8830	0.8872	0.8856
S2	0.8779	0.8779	0.8862
S3	0.8676	0.8727	0.8853
S4	0.8573	0.8624	0.8824

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	0.8934	0.8679	0.0255	2.9%	0.0109	1.2%	79%	True	False	179,235
10	0.8934	0.8679	0.0255	2.9%	0.0109	1.2%	79%	True	False	177,200
20	0.8934	0.8529	0.0405	4.6%	0.0122	1.4%	87%	True	False	193,846
40	0.8934	0.8454	0.0480	5.4%	0.0102	1.1%	89%	True	False	137,510
60	0.9937	0.8454	0.1483	16.7%	0.0112	1.3%	29%	False	False	92,374
80	0.9937	0.8454	0.1483	16.7%	0.0103	1.2%	29%	False	False	69,389
100	1.0066	0.8454	0.1612	18.2%	0.0100	1.1%	26%	False	False	55,535

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	0.9371
2.618	0.9203
1.618	0.9100
1.000	0.9037
0.618	0.8997
HIGH	0.8934
0.618	0.8894
0.500	0.8882
0.382	0.8870
LOW	0.8831
0.618	0.8767
1.000	0.8728
1.618	0.8664
2.618	0.8561
4.250	0.8393

Fisher Pivots for day following 02-Feb-2017
Pivot	1 day	3 day
R1	0.8882	0.8874
PP	0.8882	0.8867
S1	0.8881	0.8859

Download as Excel Spreadsheet

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

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