CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 22-Feb-2017

Day Change Summary
	Previous	Current
	21-Feb-2017	22-Feb-2017	Change	Change %	Previous Week
Open	0.8860	0.8800	-0.0060	-0.7%	0.8806
High	0.8871	0.8862	-0.0009	-0.1%	0.8886
Low	0.8794	0.8797	0.0003	0.0%	0.8705
Close	0.8810	0.8845	0.0035	0.4%	0.8860
Range	0.0078	0.0066	-0.0012	-15.5%	0.0181
ATR	0.0097	0.0095	-0.0002	-2.3%	0.0000
Volume	131,710	142,763	11,053	8.4%	654,303

Daily Pivots for day following 22-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9031	0.9003	0.8881
R3	0.8965	0.8938	0.8863
R2	0.8900	0.8900	0.8857
R1	0.8872	0.8872	0.8851	0.8886
PP	0.8834	0.8834	0.8834	0.8841
S1	0.8807	0.8807	0.8838	0.8821
S2	0.8769	0.8769	0.8832
S3	0.8703	0.8741	0.8826
S4	0.8638	0.8676	0.8808

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9360	0.9291	0.8959
R3	0.9179	0.9110	0.8909
R2	0.8998	0.8998	0.8893
R1	0.8929	0.8929	0.8876	0.8963
PP	0.8817	0.8817	0.8817	0.8834
S1	0.8748	0.8748	0.8843	0.8782
S2	0.8636	0.8636	0.8826
S3	0.8455	0.8567	0.8810
S4	0.8274	0.8386	0.8760

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8886	0.8705	0.0181	2.0%	0.0079	0.9%	77%	False	False	133,889
10	0.8967	0.8705	0.0263	3.0%	0.0082	0.9%	53%	False	False	135,981
20	0.8971	0.8679	0.0293	3.3%	0.0092	1.0%	57%	False	False	151,008
40	0.8971	0.8454	0.0517	5.8%	0.0100	1.1%	76%	False	False	158,537
60	0.9028	0.8454	0.0574	6.5%	0.0100	1.1%	68%	False	False	122,379
80	0.9937	0.8454	0.1483	16.8%	0.0105	1.2%	26%	False	False	91,972
100	1.0002	0.8454	0.1548	17.5%	0.0100	1.1%	25%	False	False	73,634
120	1.0066	0.8454	0.1612	18.2%	0.0098	1.1%	24%	False	False	61,368

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9140
2.618	0.9033
1.618	0.8968
1.000	0.8928
0.618	0.8902
HIGH	0.8862
0.618	0.8837
0.500	0.8829
0.382	0.8822
LOW	0.8797
0.618	0.8756
1.000	0.8731
1.618	0.8691
2.618	0.8625
4.250	0.8518

Fisher Pivots for day following 22-Feb-2017
Pivot	1 day	3 day
R1	0.8839	0.8843
PP	0.8834	0.8841
S1	0.8829	0.8840

Download as Excel Spreadsheet

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

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