CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 10-Feb-2017

Day Change Summary
	Previous	Current
	09-Feb-2017	10-Feb-2017	Change	Change %	Previous Week
Open	0.8948	0.8834	-0.0114	-1.3%	0.8890
High	0.8949	0.8868	-0.0081	-0.9%	0.8971
Low	0.8829	0.8789	-0.0040	-0.5%	0.8789
Close	0.8834	0.8826	-0.0008	-0.1%	0.8826
Range	0.0120	0.0079	-0.0041	-34.2%	0.0182
ATR	0.0108	0.0106	-0.0002	-1.9%	0.0000
Volume	150,652	150,651	-1	0.0%	699,448

Daily Pivots for day following 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9065	0.9024	0.8869
R3	0.8986	0.8945	0.8847
R2	0.8907	0.8907	0.8840
R1	0.8866	0.8866	0.8833	0.8847
PP	0.8828	0.8828	0.8828	0.8818
S1	0.8787	0.8787	0.8818	0.8768
S2	0.8749	0.8749	0.8811
S3	0.8670	0.8708	0.8804
S4	0.8591	0.8629	0.8782

Weekly Pivots for week ending 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9408	0.9299	0.8926
R3	0.9226	0.9117	0.8876
R2	0.9044	0.9044	0.8859
R1	0.8935	0.8935	0.8842	0.8898
PP	0.8862	0.8862	0.8862	0.8844
S1	0.8753	0.8753	0.8809	0.8716
S2	0.8680	0.8680	0.8792
S3	0.8498	0.8571	0.8775
S4	0.8316	0.8389	0.8725

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8971	0.8789	0.0182	2.1%	0.0089	1.0%	20%	False	True	139,889
10	0.8971	0.8710	0.0261	3.0%	0.0100	1.1%	44%	False	False	164,113
20	0.8971	0.8662	0.0309	3.5%	0.0106	1.2%	53%	False	False	173,405
40	0.8971	0.8454	0.0517	5.9%	0.0103	1.2%	72%	False	False	155,641
60	0.9329	0.8454	0.0875	9.9%	0.0104	1.2%	42%	False	False	106,987
80	0.9937	0.8454	0.1483	16.8%	0.0103	1.2%	25%	False	False	80,388
100	1.0066	0.8454	0.1612	18.3%	0.0101	1.1%	23%	False	False	64,352

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9204
2.618	0.9075
1.618	0.8996
1.000	0.8947
0.618	0.8917
HIGH	0.8868
0.618	0.8838
0.500	0.8829
0.382	0.8819
LOW	0.8789
0.618	0.8740
1.000	0.8710
1.618	0.8661
2.618	0.8582
4.250	0.8453

Fisher Pivots for day following 10-Feb-2017
Pivot	1 day	3 day
R1	0.8829	0.8878
PP	0.8828	0.8861
S1	0.8827	0.8843

Download as Excel Spreadsheet

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

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