CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 07-Mar-2017

Day Change Summary
	Previous	Current
	06-Mar-2017	07-Mar-2017	Change	Change %	Previous Week
Open	0.8767	0.8776	0.0010	0.1%	0.8913
High	0.8807	0.8794	-0.0014	-0.2%	0.8957
Low	0.8764	0.8761	-0.0003	0.0%	0.8716
Close	0.8779	0.8770	-0.0009	-0.1%	0.8764
Range	0.0044	0.0033	-0.0011	-24.1%	0.0241
ATR	0.0089	0.0085	-0.0004	-4.5%	0.0000
Volume	132,793	140,761	7,968	6.0%	855,357

Daily Pivots for day following 07-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8874	0.8855	0.8788
R3	0.8841	0.8822	0.8779
R2	0.8808	0.8808	0.8776
R1	0.8789	0.8789	0.8773	0.8782
PP	0.8775	0.8775	0.8775	0.8771
S1	0.8756	0.8756	0.8767	0.8749
S2	0.8742	0.8742	0.8764
S3	0.8709	0.8723	0.8761
S4	0.8676	0.8690	0.8752

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	0.8871	0.8716	0.0155	1.8%	0.0064	0.7%	35%	False	False	164,846
10	0.8957	0.8716	0.0241	2.7%	0.0071	0.8%	23%	False	False	152,168
20	0.8971	0.8705	0.0267	3.0%	0.0077	0.9%	25%	False	False	143,346
40	0.8971	0.8529	0.0443	5.0%	0.0096	1.1%	55%	False	False	165,082
60	0.8971	0.8454	0.0517	5.9%	0.0095	1.1%	61%	False	False	144,693
80	0.9937	0.8454	0.1483	16.9%	0.0104	1.2%	21%	False	False	109,137
100	0.9937	0.8454	0.1483	16.9%	0.0098	1.1%	21%	False	False	87,399
120	1.0066	0.8454	0.1612	18.4%	0.0096	1.1%	20%	False	False	72,858

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	0.8934
2.618	0.8880
1.618	0.8847
1.000	0.8827
0.618	0.8814
HIGH	0.8794
0.618	0.8781
0.500	0.8777
0.382	0.8773
LOW	0.8761
0.618	0.8740
1.000	0.8728
1.618	0.8707
2.618	0.8674
4.250	0.8620

Fisher Pivots for day following 07-Mar-2017
Pivot	1 day	3 day
R1	0.8777	0.8767
PP	0.8775	0.8764
S1	0.8772	0.8761

Download as Excel Spreadsheet

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

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