CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 19-Dec-2017

Day Change Summary
	Previous	Current
	18-Dec-2017	19-Dec-2017	Change	Change %	Previous Week
Open	0.8930	0.8937	0.0007	0.1%	0.8853
High	0.8957	0.8938	-0.0020	-0.2%	0.8978
Low	0.8916	0.8891	-0.0025	-0.3%	0.8841
Close	0.8936	0.8902	-0.0034	-0.4%	0.8933
Range	0.0041	0.0047	0.0006	13.4%	0.0137
ATR	0.0057	0.0056	-0.0001	-1.3%	0.0000
Volume	83,628	100,722	17,094	20.4%	461,943

Daily Pivots for day following 19-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9050	0.9022	0.8928
R3	0.9003	0.8976	0.8915
R2	0.8957	0.8957	0.8911
R1	0.8929	0.8929	0.8906	0.8920
PP	0.8910	0.8910	0.8910	0.8905
S1	0.8883	0.8883	0.8898	0.8873
S2	0.8864	0.8864	0.8893
S3	0.8817	0.8836	0.8889
S4	0.8771	0.8790	0.8876

Weekly Pivots for week ending 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9328	0.9268	0.9008
R3	0.9191	0.9131	0.8971
R2	0.9054	0.9054	0.8958
R1	0.8994	0.8994	0.8946	0.9024
PP	0.8917	0.8917	0.8917	0.8932
S1	0.8857	0.8857	0.8920	0.8887
S2	0.8780	0.8780	0.8908
S3	0.8643	0.8720	0.8895
S4	0.8506	0.8583	0.8858

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8978	0.8855	0.0123	1.4%	0.0059	0.7%	39%	False	False	109,212
10	0.8981	0.8841	0.0141	1.6%	0.0052	0.6%	44%	False	False	68,935
20	0.9073	0.8841	0.0233	2.6%	0.0057	0.6%	26%	False	False	36,330
40	0.9073	0.8783	0.0291	3.3%	0.0055	0.6%	41%	False	False	18,298
60	0.9073	0.8783	0.0291	3.3%	0.0053	0.6%	41%	False	False	12,277
80	0.9401	0.8783	0.0618	6.9%	0.0057	0.6%	19%	False	False	9,224

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9135
2.618	0.9059
1.618	0.9013
1.000	0.8984
0.618	0.8966
HIGH	0.8938
0.618	0.8920
0.500	0.8914
0.382	0.8909
LOW	0.8891
0.618	0.8862
1.000	0.8845
1.618	0.8816
2.618	0.8769
4.250	0.8693

Fisher Pivots for day following 19-Dec-2017
Pivot	1 day	3 day
R1	0.8914	0.8934
PP	0.8910	0.8924
S1	0.8906	0.8913

Download as Excel Spreadsheet

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

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