CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 21-Dec-2017

Day Change Summary
	Previous	Current
	20-Dec-2017	21-Dec-2017	Change	Change %	Previous Week
Open	0.8910	0.8869	-0.0041	-0.5%	0.8853
High	0.8910	0.8880	-0.0030	-0.3%	0.8978
Low	0.8859	0.8847	-0.0012	-0.1%	0.8841
Close	0.8863	0.8871	0.0008	0.1%	0.8933
Range	0.0051	0.0033	-0.0018	-34.7%	0.0137
ATR	0.0056	0.0054	-0.0002	-2.9%	0.0000
Volume	112,959	84,013	-28,946	-25.6%	461,943

Daily Pivots for day following 21-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8965	0.8951	0.8889
R3	0.8932	0.8918	0.8880
R2	0.8899	0.8899	0.8877
R1	0.8885	0.8885	0.8874	0.8892
PP	0.8866	0.8866	0.8866	0.8869
S1	0.8852	0.8852	0.8867	0.8859
S2	0.8833	0.8833	0.8864
S3	0.8800	0.8819	0.8861
S4	0.8767	0.8786	0.8852

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	0.8847	0.0131	1.5%	0.0045	0.5%	18%	False	True	108,302
10	0.8978	0.8841	0.0137	1.5%	0.0048	0.5%	22%	False	False	86,799
20	0.9073	0.8841	0.0233	2.6%	0.0055	0.6%	13%	False	False	46,123
40	0.9073	0.8783	0.0291	3.3%	0.0055	0.6%	30%	False	False	23,208
60	0.9073	0.8783	0.0291	3.3%	0.0052	0.6%	30%	False	False	15,558
80	0.9401	0.8783	0.0618	7.0%	0.0056	0.6%	14%	False	False	11,686

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9020
2.618	0.8966
1.618	0.8933
1.000	0.8913
0.618	0.8900
HIGH	0.8880
0.618	0.8867
0.500	0.8864
0.382	0.8860
LOW	0.8847
0.618	0.8827
1.000	0.8814
1.618	0.8794
2.618	0.8761
4.250	0.8707

Fisher Pivots for day following 21-Dec-2017
Pivot	1 day	3 day
R1	0.8868	0.8892
PP	0.8866	0.8885
S1	0.8864	0.8878

Download as Excel Spreadsheet

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

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