CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 08-Feb-2017

Day Change Summary
	Previous	Current
	07-Feb-2017	08-Feb-2017	Change	Change %	Previous Week
Open	0.8955	0.8911	-0.0044	-0.5%	0.8717
High	0.8971	0.8967	-0.0004	0.0%	0.8934
Low	0.8892	0.8894	0.0002	0.0%	0.8710
Close	0.8925	0.8930	0.0005	0.1%	0.8863
Range	0.0080	0.0074	-0.0006	-7.5%	0.0224
ATR	0.0110	0.0107	-0.0003	-2.4%	0.0000
Volume	128,187	129,738	1,551	1.2%	941,690

Daily Pivots for day following 08-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9151	0.9114	0.8970
R3	0.9077	0.9040	0.8950
R2	0.9004	0.9004	0.8943
R1	0.8967	0.8967	0.8937	0.8985
PP	0.8930	0.8930	0.8930	0.8939
S1	0.8893	0.8893	0.8923	0.8912
S2	0.8857	0.8857	0.8917
S3	0.8783	0.8820	0.8910
S4	0.8710	0.8746	0.8890

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	0.8821	0.0151	1.7%	0.0088	1.0%	73%	False	False	150,541
10	0.8971	0.8679	0.0293	3.3%	0.0102	1.1%	86%	False	False	163,451
20	0.8971	0.8574	0.0398	4.5%	0.0113	1.3%	90%	False	False	184,029
40	0.8971	0.8454	0.0517	5.8%	0.0102	1.1%	92%	False	False	150,785
60	0.9481	0.8454	0.1027	11.5%	0.0105	1.2%	46%	False	False	101,986
80	0.9937	0.8454	0.1483	16.6%	0.0103	1.1%	32%	False	False	76,629
100	1.0066	0.8454	0.1612	18.1%	0.0100	1.1%	30%	False	False	61,340

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.9279
2.618	0.9159
1.618	0.9086
1.000	0.9041
0.618	0.9012
HIGH	0.8967
0.618	0.8939
0.500	0.8930
0.382	0.8922
LOW	0.8894
0.618	0.8848
1.000	0.8820
1.618	0.8775
2.618	0.8701
4.250	0.8581

Fisher Pivots for day following 08-Feb-2017
Pivot	1 day	3 day
R1	0.8930	0.8928
PP	0.8930	0.8926
S1	0.8930	0.8924

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

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