CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 23-Feb-2017

Day Change Summary
	Previous	Current
	22-Feb-2017	23-Feb-2017	Change	Change %	Previous Week
Open	0.8800	0.8828	0.0028	0.3%	0.8806
High	0.8862	0.8889	0.0027	0.3%	0.8886
Low	0.8797	0.8818	0.0021	0.2%	0.8705
Close	0.8845	0.8873	0.0029	0.3%	0.8860
Range	0.0066	0.0072	0.0006	9.2%	0.0181
ATR	0.0095	0.0093	-0.0002	-1.8%	0.0000
Volume	142,763	118,353	-24,410	-17.1%	654,303

Daily Pivots for day following 23-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9074	0.9045	0.8912
R3	0.9003	0.8974	0.8893
R2	0.8931	0.8931	0.8886
R1	0.8902	0.8902	0.8880	0.8917
PP	0.8860	0.8860	0.8860	0.8867
S1	0.8831	0.8831	0.8866	0.8845
S2	0.8788	0.8788	0.8860
S3	0.8717	0.8759	0.8853
S4	0.8645	0.8688	0.8834

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	0.8889	0.8754	0.0135	1.5%	0.0076	0.9%	88%	True	False	129,003
10	0.8949	0.8705	0.0245	2.8%	0.0082	0.9%	69%	False	False	134,843
20	0.8971	0.8679	0.0293	3.3%	0.0092	1.0%	66%	False	False	149,147
40	0.8971	0.8454	0.0517	5.8%	0.0101	1.1%	81%	False	False	160,498
60	0.9028	0.8454	0.0574	6.5%	0.0100	1.1%	73%	False	False	124,326
80	0.9937	0.8454	0.1483	16.7%	0.0105	1.2%	28%	False	False	93,450
100	0.9997	0.8454	0.1543	17.4%	0.0100	1.1%	27%	False	False	74,815
120	1.0066	0.8454	0.1612	18.2%	0.0098	1.1%	26%	False	False	62,354

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9193
2.618	0.9076
1.618	0.9005
1.000	0.8961
0.618	0.8933
HIGH	0.8889
0.618	0.8862
0.500	0.8853
0.382	0.8845
LOW	0.8818
0.618	0.8773
1.000	0.8746
1.618	0.8702
2.618	0.8630
4.250	0.8514

Fisher Pivots for day following 23-Feb-2017
Pivot	1 day	3 day
R1	0.8866	0.8862
PP	0.8860	0.8852
S1	0.8853	0.8841

Download as Excel Spreadsheet

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

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