CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 07-Feb-2017

Day Change Summary
	Previous	Current
	06-Feb-2017	07-Feb-2017	Change	Change %	Previous Week
Open	0.8890	0.8955	0.0065	0.7%	0.8717
High	0.8968	0.8971	0.0004	0.0%	0.8934
Low	0.8876	0.8892	0.0016	0.2%	0.8710
Close	0.8955	0.8925	-0.0030	-0.3%	0.8863
Range	0.0092	0.0080	-0.0012	-13.1%	0.0224
ATR	0.0112	0.0110	-0.0002	-2.1%	0.0000
Volume	140,220	128,187	-12,033	-8.6%	941,690

Daily Pivots for day following 07-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9168	0.9126	0.8969
R3	0.9088	0.9046	0.8947
R2	0.9009	0.9009	0.8940
R1	0.8967	0.8967	0.8932	0.8948
PP	0.8929	0.8929	0.8929	0.8920
S1	0.8887	0.8887	0.8918	0.8869
S2	0.8850	0.8850	0.8910
S3	0.8770	0.8808	0.8903
S4	0.8691	0.8728	0.8881

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	0.8971	0.8785	0.0186	2.1%	0.0094	1.0%	75%	True	False	158,733
10	0.8971	0.8679	0.0293	3.3%	0.0102	1.1%	84%	True	False	166,034
20	0.8971	0.8574	0.0398	4.5%	0.0113	1.3%	88%	True	False	186,147
40	0.8971	0.8454	0.0517	5.8%	0.0103	1.2%	91%	True	False	148,146
60	0.9576	0.8454	0.1122	12.6%	0.0106	1.2%	42%	False	False	99,837
80	0.9937	0.8454	0.1483	16.6%	0.0103	1.2%	32%	False	False	75,012
100	1.0066	0.8454	0.1612	18.1%	0.0100	1.1%	29%	False	False	60,042

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9309
2.618	0.9179
1.618	0.9100
1.000	0.9051
0.618	0.9020
HIGH	0.8971
0.618	0.8941
0.500	0.8931
0.382	0.8922
LOW	0.8892
0.618	0.8842
1.000	0.8812
1.618	0.8763
2.618	0.8683
4.250	0.8554

Fisher Pivots for day following 07-Feb-2017
Pivot	1 day	3 day
R1	0.8931	0.8915
PP	0.8929	0.8906
S1	0.8927	0.8896

Download as Excel Spreadsheet

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

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