CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 06-Mar-2017

Day Change Summary
	Previous	Current
	03-Mar-2017	06-Mar-2017	Change	Change %	Previous Week
Open	0.8743	0.8767	0.0024	0.3%	0.8913
High	0.8788	0.8807	0.0019	0.2%	0.8957
Low	0.8716	0.8764	0.0048	0.6%	0.8716
Close	0.8764	0.8779	0.0015	0.2%	0.8764
Range	0.0073	0.0044	-0.0029	-40.0%	0.0241
ATR	0.0092	0.0089	-0.0003	-3.8%	0.0000
Volume	172,529	132,793	-39,736	-23.0%	855,357

Daily Pivots for day following 06-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8914	0.8890	0.8803
R3	0.8870	0.8846	0.8791
R2	0.8827	0.8827	0.8787
R1	0.8803	0.8803	0.8783	0.8815
PP	0.8783	0.8783	0.8783	0.8789
S1	0.8759	0.8759	0.8775	0.8771
S2	0.8740	0.8740	0.8771
S3	0.8696	0.8716	0.8767
S4	0.8653	0.8672	0.8755

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%	0.0077	0.9%	26%	False	False	171,917
10	0.8957	0.8716	0.0241	2.7%	0.0075	0.9%	26%	False	False	151,262
20	0.8971	0.8705	0.0267	3.0%	0.0080	0.9%	28%	False	False	143,319
40	0.8971	0.8529	0.0443	5.0%	0.0099	1.1%	57%	False	False	166,478
60	0.8971	0.8454	0.0517	5.9%	0.0095	1.1%	63%	False	False	142,424
80	0.9937	0.8454	0.1483	16.9%	0.0104	1.2%	22%	False	False	107,380
100	0.9937	0.8454	0.1483	16.9%	0.0099	1.1%	22%	False	False	85,995
120	1.0066	0.8454	0.1612	18.4%	0.0097	1.1%	20%	False	False	71,685

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	0.8992
2.618	0.8921
1.618	0.8877
1.000	0.8851
0.618	0.8834
HIGH	0.8807
0.618	0.8790
0.500	0.8785
0.382	0.8780
LOW	0.8764
0.618	0.8737
1.000	0.8720
1.618	0.8693
2.618	0.8650
4.250	0.8579

Fisher Pivots for day following 06-Mar-2017
Pivot	1 day	3 day
R1	0.8785	0.8773
PP	0.8783	0.8767
S1	0.8781	0.8761

Download as Excel Spreadsheet

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

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