CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 14-Nov-2017

Day Change Summary
	Previous	Current
	13-Nov-2017	14-Nov-2017	Change	Change %	Previous Week
Open	0.8858	0.8865	0.0007	0.1%	0.8818
High	0.8891	0.8882	-0.0009	-0.1%	0.8902
Low	0.8857	0.8842	-0.0015	-0.2%	0.8783
Close	0.8868	0.8879	0.0011	0.1%	0.8865
Range	0.0034	0.0041	0.0007	19.1%	0.0119
ATR	0.0052	0.0051	-0.0001	-1.6%	0.0000
Volume	196	419	223	113.8%	1,000

Daily Pivots for day following 14-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8989	0.8974	0.8901
R3	0.8948	0.8934	0.8890
R2	0.8908	0.8908	0.8886
R1	0.8893	0.8893	0.8882	0.8901
PP	0.8867	0.8867	0.8867	0.8871
S1	0.8853	0.8853	0.8875	0.8860
S2	0.8827	0.8827	0.8871
S3	0.8786	0.8812	0.8867
S4	0.8746	0.8772	0.8856

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9207	0.9155	0.8930
R3	0.9088	0.9036	0.8897
R2	0.8969	0.8969	0.8886
R1	0.8917	0.8917	0.8875	0.8943
PP	0.8850	0.8850	0.8850	0.8863
S1	0.8798	0.8798	0.8854	0.8824
S2	0.8731	0.8731	0.8843
S3	0.8612	0.8679	0.8832
S4	0.8493	0.8560	0.8799

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8902	0.8831	0.0071	0.8%	0.0042	0.5%	67%	False	False	259
10	0.8902	0.8783	0.0119	1.3%	0.0048	0.5%	81%	False	False	331
20	0.8984	0.8783	0.0201	2.3%	0.0053	0.6%	48%	False	False	276
40	0.9071	0.8783	0.0288	3.2%	0.0051	0.6%	33%	False	False	236

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9054
2.618	0.8988
1.618	0.8948
1.000	0.8923
0.618	0.8907
HIGH	0.8882
0.618	0.8867
0.500	0.8862
0.382	0.8857
LOW	0.8842
0.618	0.8816
1.000	0.8801
1.618	0.8776
2.618	0.8735
4.250	0.8669

Fisher Pivots for day following 14-Nov-2017
Pivot	1 day	3 day
R1	0.8873	0.8874
PP	0.8867	0.8870
S1	0.8862	0.8866

Download as Excel Spreadsheet

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

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