CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 13-Feb-2017

Day Change Summary
	Previous	Current
	10-Feb-2017	13-Feb-2017	Change	Change %	Previous Week
Open	0.8834	0.8806	-0.0029	-0.3%	0.8890
High	0.8868	0.8823	-0.0046	-0.5%	0.8971
Low	0.8789	0.8766	-0.0024	-0.3%	0.8789
Close	0.8826	0.8807	-0.0019	-0.2%	0.8826
Range	0.0079	0.0057	-0.0022	-27.8%	0.0182
ATR	0.0106	0.0103	-0.0003	-3.1%	0.0000
Volume	150,651	103,808	-46,843	-31.1%	699,448

Daily Pivots for day following 13-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8969	0.8945	0.8838
R3	0.8912	0.8888	0.8823
R2	0.8855	0.8855	0.8817
R1	0.8831	0.8831	0.8812	0.8843
PP	0.8798	0.8798	0.8798	0.8804
S1	0.8774	0.8774	0.8802	0.8786
S2	0.8741	0.8741	0.8797
S3	0.8684	0.8717	0.8791
S4	0.8627	0.8660	0.8776

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	0.8766	0.0206	2.3%	0.0082	0.9%	20%	False	True	132,607
10	0.8971	0.8766	0.0206	2.3%	0.0095	1.1%	20%	False	True	158,910
20	0.8971	0.8662	0.0309	3.5%	0.0104	1.2%	47%	False	False	169,388
40	0.8971	0.8454	0.0517	5.9%	0.0100	1.1%	68%	False	False	155,384
60	0.9260	0.8454	0.0806	9.2%	0.0103	1.2%	44%	False	False	108,707
80	0.9937	0.8454	0.1483	16.8%	0.0104	1.2%	24%	False	False	81,679
100	1.0066	0.8454	0.1612	18.3%	0.0101	1.1%	22%	False	False	65,389

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.9065
2.618	0.8972
1.618	0.8915
1.000	0.8880
0.618	0.8858
HIGH	0.8823
0.618	0.8801
0.500	0.8794
0.382	0.8787
LOW	0.8766
0.618	0.8730
1.000	0.8709
1.618	0.8673
2.618	0.8616
4.250	0.8523

Fisher Pivots for day following 13-Feb-2017
Pivot	1 day	3 day
R1	0.8803	0.8857
PP	0.8798	0.8841
S1	0.8794	0.8824

Download as Excel Spreadsheet

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

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