CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 20-Dec-2017

Day Change Summary
	Previous	Current
	19-Dec-2017	20-Dec-2017	Change	Change %	Previous Week
Open	0.8937	0.8910	-0.0027	-0.3%	0.8853
High	0.8938	0.8910	-0.0028	-0.3%	0.8978
Low	0.8891	0.8859	-0.0032	-0.4%	0.8841
Close	0.8902	0.8863	-0.0039	-0.4%	0.8933
Range	0.0047	0.0051	0.0004	8.6%	0.0137
ATR	0.0056	0.0056	0.0000	-0.7%	0.0000
Volume	100,722	112,959	12,237	12.1%	461,943

Daily Pivots for day following 20-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9029	0.8996	0.8891
R3	0.8978	0.8946	0.8877
R2	0.8928	0.8928	0.8872
R1	0.8895	0.8895	0.8868	0.8886
PP	0.8877	0.8877	0.8877	0.8873
S1	0.8845	0.8845	0.8858	0.8836
S2	0.8827	0.8827	0.8854
S3	0.8776	0.8794	0.8849
S4	0.8726	0.8744	0.8835

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	0.8859	0.0119	1.3%	0.0052	0.6%	3%	False	True	109,051
10	0.8978	0.8841	0.0137	1.5%	0.0052	0.6%	16%	False	False	78,983
20	0.9073	0.8841	0.0233	2.6%	0.0058	0.7%	10%	False	False	41,968
40	0.9073	0.8783	0.0291	3.3%	0.0055	0.6%	28%	False	False	21,113
60	0.9073	0.8783	0.0291	3.3%	0.0053	0.6%	28%	False	False	14,159
80	0.9401	0.8783	0.0618	7.0%	0.0057	0.6%	13%	False	False	10,636

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9124
2.618	0.9042
1.618	0.8991
1.000	0.8960
0.618	0.8941
HIGH	0.8910
0.618	0.8890
0.500	0.8884
0.382	0.8878
LOW	0.8859
0.618	0.8828
1.000	0.8809
1.618	0.8777
2.618	0.8727
4.250	0.8644

Fisher Pivots for day following 20-Dec-2017
Pivot	1 day	3 day
R1	0.8884	0.8908
PP	0.8877	0.8893
S1	0.8870	0.8878

Download as Excel Spreadsheet

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

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