CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 15-Nov-2017

Day Change Summary
	Previous	Current
	14-Nov-2017	15-Nov-2017	Change	Change %	Previous Week
Open	0.8865	0.8875	0.0011	0.1%	0.8818
High	0.8882	0.8950	0.0068	0.8%	0.8902
Low	0.8842	0.8875	0.0034	0.4%	0.8783
Close	0.8879	0.8918	0.0040	0.4%	0.8865
Range	0.0041	0.0075	0.0034	84.0%	0.0119
ATR	0.0051	0.0053	0.0002	3.2%	0.0000
Volume	419	353	-66	-15.8%	1,000

Daily Pivots for day following 15-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9138	0.9102	0.8959
R3	0.9063	0.9028	0.8938
R2	0.8989	0.8989	0.8932
R1	0.8953	0.8953	0.8925	0.8971
PP	0.8914	0.8914	0.8914	0.8923
S1	0.8879	0.8879	0.8911	0.8897
S2	0.8840	0.8840	0.8904
S3	0.8765	0.8804	0.8898
S4	0.8691	0.8730	0.8877

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	0.8950	0.8831	0.0119	1.3%	0.0050	0.6%	73%	True	False	291
10	0.8950	0.8783	0.0167	1.9%	0.0050	0.6%	81%	True	False	353
20	0.8972	0.8783	0.0189	2.1%	0.0054	0.6%	72%	False	False	291
40	0.9051	0.8783	0.0268	3.0%	0.0050	0.6%	51%	False	False	244

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.9266
2.618	0.9145
1.618	0.9070
1.000	0.9024
0.618	0.8996
HIGH	0.8950
0.618	0.8921
0.500	0.8912
0.382	0.8903
LOW	0.8875
0.618	0.8829
1.000	0.8801
1.618	0.8754
2.618	0.8680
4.250	0.8558

Fisher Pivots for day following 15-Nov-2017
Pivot	1 day	3 day
R1	0.8916	0.8911
PP	0.8914	0.8903
S1	0.8912	0.8896

Download as Excel Spreadsheet

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

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