CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 22-Dec-2017

Day Change Summary
	Previous	Current
	21-Dec-2017	22-Dec-2017	Change	Change %	Previous Week
Open	0.8869	0.8871	0.0002	0.0%	0.8930
High	0.8880	0.8883	0.0003	0.0%	0.8957
Low	0.8847	0.8865	0.0018	0.2%	0.8847
Close	0.8871	0.8881	0.0011	0.1%	0.8881
Range	0.0033	0.0018	-0.0015	-45.5%	0.0110
ATR	0.0054	0.0052	-0.0003	-4.8%	0.0000
Volume	84,013	71,339	-12,674	-15.1%	452,661

Daily Pivots for day following 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8930	0.8924	0.8891
R3	0.8912	0.8906	0.8886
R2	0.8894	0.8894	0.8884
R1	0.8888	0.8888	0.8883	0.8891
PP	0.8876	0.8876	0.8876	0.8878
S1	0.8870	0.8870	0.8879	0.8873
S2	0.8858	0.8858	0.8878
S3	0.8840	0.8852	0.8876
S4	0.8822	0.8834	0.8871

Weekly Pivots for week ending 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9225	0.9163	0.8942
R3	0.9115	0.9053	0.8911
R2	0.9005	0.9005	0.8901
R1	0.8943	0.8943	0.8891	0.8919
PP	0.8895	0.8895	0.8895	0.8883
S1	0.8833	0.8833	0.8871	0.8809
S2	0.8785	0.8785	0.8861
S3	0.8675	0.8723	0.8851
S4	0.8565	0.8613	0.8821

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8957	0.8847	0.0110	1.2%	0.0038	0.4%	31%	False	False	90,532
10	0.8978	0.8841	0.0137	1.5%	0.0046	0.5%	30%	False	False	91,460
20	0.9073	0.8841	0.0233	2.6%	0.0054	0.6%	17%	False	False	49,652
40	0.9073	0.8783	0.0291	3.3%	0.0054	0.6%	34%	False	False	24,988
60	0.9073	0.8783	0.0291	3.3%	0.0051	0.6%	34%	False	False	16,746
80	0.9401	0.8783	0.0618	7.0%	0.0056	0.6%	16%	False	False	12,578

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	0.8959
2.618	0.8930
1.618	0.8912
1.000	0.8901
0.618	0.8894
HIGH	0.8883
0.618	0.8876
0.500	0.8874
0.382	0.8871
LOW	0.8865
0.618	0.8853
1.000	0.8847
1.618	0.8835
2.618	0.8817
4.250	0.8788

Fisher Pivots for day following 22-Dec-2017
Pivot	1 day	3 day
R1	0.8879	0.8880
PP	0.8876	0.8879
S1	0.8874	0.8878

Download as Excel Spreadsheet

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

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