CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 16-Feb-2017

Day Change Summary
	Previous	Current
	15-Feb-2017	16-Feb-2017	Change	Change %	Previous Week
Open	0.8754	0.8757	0.0003	0.0%	0.8890
High	0.8790	0.8850	0.0061	0.7%	0.8971
Low	0.8705	0.8754	0.0050	0.6%	0.8789
Close	0.8758	0.8846	0.0088	1.0%	0.8826
Range	0.0085	0.0096	0.0011	12.9%	0.0182
ATR	0.0101	0.0101	0.0000	-0.4%	0.0000
Volume	142,784	135,495	-7,289	-5.1%	699,448

Daily Pivots for day following 16-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9105	0.9071	0.8898
R3	0.9009	0.8975	0.8872
R2	0.8913	0.8913	0.8863
R1	0.8879	0.8879	0.8854	0.8896
PP	0.8817	0.8817	0.8817	0.8825
S1	0.8783	0.8783	0.8837	0.8800
S2	0.8721	0.8721	0.8828
S3	0.8625	0.8687	0.8819
S4	0.8529	0.8591	0.8793

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	0.8868	0.8705	0.0164	1.8%	0.0083	0.9%	86%	False	False	137,652
10	0.8971	0.8705	0.0267	3.0%	0.0087	1.0%	53%	False	False	141,946
20	0.8971	0.8679	0.0293	3.3%	0.0098	1.1%	57%	False	False	159,573
40	0.8971	0.8454	0.0517	5.8%	0.0100	1.1%	76%	False	False	156,546
60	0.9116	0.8454	0.0662	7.5%	0.0102	1.2%	59%	False	False	115,902
80	0.9937	0.8454	0.1483	16.8%	0.0105	1.2%	26%	False	False	87,090
100	1.0066	0.8454	0.1612	18.2%	0.0100	1.1%	24%	False	False	69,724

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9258
2.618	0.9101
1.618	0.9005
1.000	0.8946
0.618	0.8909
HIGH	0.8850
0.618	0.8813
0.500	0.8802
0.382	0.8791
LOW	0.8754
0.618	0.8695
1.000	0.8658
1.618	0.8599
2.618	0.8503
4.250	0.8346

Fisher Pivots for day following 16-Feb-2017
Pivot	1 day	3 day
R1	0.8831	0.8823
PP	0.8817	0.8800
S1	0.8802	0.8777

Download as Excel Spreadsheet

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

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