CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 26-Dec-2017

Day Change Summary
	Previous	Current
	22-Dec-2017	26-Dec-2017	Change	Change %	Previous Week
Open	0.8871	0.8879	0.0008	0.1%	0.8930
High	0.8883	0.8899	0.0016	0.2%	0.8957
Low	0.8865	0.8874	0.0009	0.1%	0.8847
Close	0.8881	0.8892	0.0011	0.1%	0.8881
Range	0.0018	0.0025	0.0007	38.9%	0.0110
ATR	0.0052	0.0050	-0.0002	-3.7%	0.0000
Volume	71,339	33,864	-37,475	-52.5%	452,661

Daily Pivots for day following 26-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8963	0.8952	0.8905
R3	0.8938	0.8927	0.8898
R2	0.8913	0.8913	0.8896
R1	0.8902	0.8902	0.8894	0.8908
PP	0.8888	0.8888	0.8888	0.8891
S1	0.8877	0.8877	0.8889	0.8883
S2	0.8863	0.8863	0.8887
S3	0.8838	0.8852	0.8885
S4	0.8813	0.8827	0.8878

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	0.8938	0.8847	0.0091	1.0%	0.0035	0.4%	49%	False	False	80,579
10	0.8978	0.8841	0.0137	1.5%	0.0045	0.5%	37%	False	False	90,342
20	0.9068	0.8841	0.0228	2.6%	0.0052	0.6%	22%	False	False	51,270
40	0.9073	0.8783	0.0291	3.3%	0.0053	0.6%	38%	False	False	25,830
60	0.9073	0.8783	0.0291	3.3%	0.0051	0.6%	38%	False	False	17,310
80	0.9401	0.8783	0.0618	7.0%	0.0055	0.6%	18%	False	False	13,000

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9005
2.618	0.8964
1.618	0.8939
1.000	0.8924
0.618	0.8914
HIGH	0.8899
0.618	0.8889
0.500	0.8886
0.382	0.8883
LOW	0.8874
0.618	0.8858
1.000	0.8849
1.618	0.8833
2.618	0.8808
4.250	0.8767

Fisher Pivots for day following 26-Dec-2017
Pivot	1 day	3 day
R1	0.8890	0.8885
PP	0.8888	0.8879
S1	0.8886	0.8873

Download as Excel Spreadsheet

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

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