CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 10-Mar-2017

Day Change Summary
	Previous	Current
	09-Mar-2017	10-Mar-2017	Change	Change %	Previous Week
Open	0.8739	0.8690	-0.0049	-0.6%	0.8767
High	0.8745	0.8730	-0.0015	-0.2%	0.8807
Low	0.8695	0.8658	-0.0038	-0.4%	0.8658
Close	0.8707	0.8710	0.0004	0.0%	0.8710
Range	0.0050	0.0072	0.0023	45.5%	0.0150
ATR	0.0082	0.0082	-0.0001	-0.9%	0.0000
Volume	172,497	50,617	-121,880	-70.7%	741,814

Daily Pivots for day following 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8915	0.8885	0.8750
R3	0.8843	0.8813	0.8730
R2	0.8771	0.8771	0.8723
R1	0.8741	0.8741	0.8717	0.8756
PP	0.8699	0.8699	0.8699	0.8707
S1	0.8669	0.8669	0.8703	0.8684
S2	0.8627	0.8627	0.8697
S3	0.8555	0.8597	0.8690
S4	0.8483	0.8525	0.8670

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9173	0.9091	0.8792
R3	0.9024	0.8942	0.8751
R2	0.8874	0.8874	0.8737
R1	0.8792	0.8792	0.8724	0.8759
PP	0.8725	0.8725	0.8725	0.8708
S1	0.8643	0.8643	0.8696	0.8609
S2	0.8575	0.8575	0.8683
S3	0.8426	0.8493	0.8669
S4	0.8276	0.8344	0.8628

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8807	0.8658	0.0150	1.7%	0.0058	0.7%	35%	False	True	148,362
10	0.8957	0.8658	0.0299	3.4%	0.0070	0.8%	18%	False	True	159,717
20	0.8957	0.8658	0.0299	3.4%	0.0074	0.9%	18%	False	True	146,330
40	0.8971	0.8658	0.0314	3.6%	0.0091	1.0%	17%	False	True	161,905
60	0.8971	0.8454	0.0517	5.9%	0.0093	1.1%	50%	False	False	150,854
80	0.9418	0.8454	0.0964	11.1%	0.0097	1.1%	27%	False	False	114,951
100	0.9937	0.8454	0.1483	17.0%	0.0097	1.1%	17%	False	False	92,073
120	1.0066	0.8454	0.1612	18.5%	0.0096	1.1%	16%	False	False	76,760

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9036
2.618	0.8918
1.618	0.8846
1.000	0.8802
0.618	0.8774
HIGH	0.8730
0.618	0.8702
0.500	0.8694
0.382	0.8685
LOW	0.8658
0.618	0.8613
1.000	0.8586
1.618	0.8541
2.618	0.8469
4.250	0.8352

Fisher Pivots for day following 10-Mar-2017
Pivot	1 day	3 day
R1	0.8705	0.8730
PP	0.8699	0.8724
S1	0.8694	0.8717

Download as Excel Spreadsheet

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

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