CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 03-Feb-2017

Day Change Summary
	Previous	Current
	02-Feb-2017	03-Feb-2017	Change	Change %	Previous Week
Open	0.8838	0.8871	0.0033	0.4%	0.8717
High	0.8934	0.8913	-0.0021	-0.2%	0.8934
Low	0.8831	0.8821	-0.0010	-0.1%	0.8710
Close	0.8881	0.8863	-0.0018	-0.2%	0.8863
Range	0.0103	0.0093	-0.0011	-10.2%	0.0224
ATR	0.0114	0.0113	-0.0002	-1.4%	0.0000
Volume	172,156	182,404	10,248	6.0%	941,690

Daily Pivots for day following 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9143	0.9096	0.8914
R3	0.9051	0.9003	0.8888
R2	0.8958	0.8958	0.8880
R1	0.8911	0.8911	0.8871	0.8888
PP	0.8866	0.8866	0.8866	0.8854
S1	0.8818	0.8818	0.8855	0.8796
S2	0.8773	0.8773	0.8846
S3	0.8681	0.8726	0.8838
S4	0.8588	0.8633	0.8812

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9506	0.9408	0.8986
R3	0.9283	0.9185	0.8924
R2	0.9059	0.9059	0.8904
R1	0.8961	0.8961	0.8883	0.9010
PP	0.8836	0.8836	0.8836	0.8860
S1	0.8738	0.8738	0.8843	0.8787
S2	0.8612	0.8612	0.8822
S3	0.8389	0.8514	0.8802
S4	0.8165	0.8291	0.8740

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8934	0.8710	0.0224	2.5%	0.0112	1.3%	68%	False	False	188,338
10	0.8934	0.8679	0.0255	2.9%	0.0109	1.2%	72%	False	False	175,828
20	0.8934	0.8529	0.0405	4.6%	0.0119	1.3%	83%	False	False	189,637
40	0.8934	0.8454	0.0480	5.4%	0.0103	1.2%	85%	False	False	141,976
60	0.9937	0.8454	0.1483	16.7%	0.0112	1.3%	28%	False	False	95,401
80	0.9937	0.8454	0.1483	16.7%	0.0103	1.2%	28%	False	False	71,664
100	1.0066	0.8454	0.1612	18.2%	0.0100	1.1%	25%	False	False	57,359

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9306
2.618	0.9155
1.618	0.9063
1.000	0.9006
0.618	0.8970
HIGH	0.8913
0.618	0.8878
0.500	0.8867
0.382	0.8856
LOW	0.8821
0.618	0.8763
1.000	0.8728
1.618	0.8671
2.618	0.8578
4.250	0.8427

Fisher Pivots for day following 03-Feb-2017
Pivot	1 day	3 day
R1	0.8867	0.8862
PP	0.8866	0.8861
S1	0.8864	0.8859

Download as Excel Spreadsheet

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

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