CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 03-Mar-2017

Day Change Summary
	Previous	Current
	02-Mar-2017	03-Mar-2017	Change	Change %	Previous Week
Open	0.8793	0.8743	-0.0050	-0.6%	0.8913
High	0.8796	0.8788	-0.0008	-0.1%	0.8957
Low	0.8727	0.8716	-0.0012	-0.1%	0.8716
Close	0.8734	0.8764	0.0030	0.3%	0.8764
Range	0.0069	0.0073	0.0004	5.1%	0.0241
ATR	0.0094	0.0092	-0.0002	-1.6%	0.0000
Volume	142,327	172,529	30,202	21.2%	855,357

Daily Pivots for day following 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8973	0.8941	0.8804
R3	0.8901	0.8869	0.8784
R2	0.8828	0.8828	0.8777
R1	0.8796	0.8796	0.8771	0.8812
PP	0.8756	0.8756	0.8756	0.8764
S1	0.8724	0.8724	0.8757	0.8740
S2	0.8683	0.8683	0.8751
S3	0.8611	0.8651	0.8744
S4	0.8538	0.8579	0.8724

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9535	0.9391	0.8897
R3	0.9294	0.9150	0.8830
R2	0.9053	0.9053	0.8808
R1	0.8909	0.8909	0.8786	0.8860
PP	0.8812	0.8812	0.8812	0.8788
S1	0.8668	0.8668	0.8742	0.8619
S2	0.8571	0.8571	0.8720
S3	0.8330	0.8427	0.8698
S4	0.8089	0.8186	0.8631

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8957	0.8716	0.0241	2.7%	0.0083	0.9%	20%	False	True	171,071
10	0.8957	0.8716	0.0241	2.7%	0.0078	0.9%	20%	False	True	149,653
20	0.8971	0.8705	0.0267	3.0%	0.0083	0.9%	22%	False	False	145,799
40	0.8971	0.8529	0.0443	5.0%	0.0102	1.2%	53%	False	False	169,823
60	0.8971	0.8454	0.0517	5.9%	0.0096	1.1%	60%	False	False	140,273
80	0.9937	0.8454	0.1483	16.9%	0.0104	1.2%	21%	False	False	105,730
100	0.9937	0.8454	0.1483	16.9%	0.0099	1.1%	21%	False	False	84,671
120	1.0066	0.8454	0.1612	18.4%	0.0097	1.1%	19%	False	False	70,579

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9096
2.618	0.8978
1.618	0.8905
1.000	0.8861
0.618	0.8833
HIGH	0.8788
0.618	0.8760
0.500	0.8752
0.382	0.8743
LOW	0.8716
0.618	0.8671
1.000	0.8643
1.618	0.8598
2.618	0.8526
4.250	0.8407

Fisher Pivots for day following 03-Mar-2017
Pivot	1 day	3 day
R1	0.8760	0.8793
PP	0.8756	0.8783
S1	0.8752	0.8774

Download as Excel Spreadsheet

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

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