CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 27-Dec-2017

Day Change Summary
	Previous	Current
	26-Dec-2017	27-Dec-2017	Change	Change %	Previous Week
Open	0.8879	0.8887	0.0008	0.1%	0.8930
High	0.8899	0.8895	-0.0004	0.0%	0.8957
Low	0.8874	0.8869	-0.0005	-0.1%	0.8847
Close	0.8892	0.8878	-0.0014	-0.2%	0.8881
Range	0.0025	0.0026	0.0001	4.0%	0.0110
ATR	0.0050	0.0048	-0.0002	-3.4%	0.0000
Volume	33,864	86,450	52,586	155.3%	452,661

Daily Pivots for day following 27-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8959	0.8944	0.8892
R3	0.8933	0.8918	0.8885
R2	0.8907	0.8907	0.8883
R1	0.8892	0.8892	0.8880	0.8887
PP	0.8881	0.8881	0.8881	0.8878
S1	0.8866	0.8866	0.8876	0.8860
S2	0.8855	0.8855	0.8873
S3	0.8829	0.8840	0.8871
S4	0.8803	0.8814	0.8864

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	0.8910	0.8847	0.0063	0.7%	0.0031	0.3%	50%	False	False	77,725
10	0.8978	0.8847	0.0131	1.5%	0.0045	0.5%	24%	False	False	93,468
20	0.9029	0.8841	0.0188	2.1%	0.0050	0.6%	20%	False	False	55,569
40	0.9073	0.8783	0.0291	3.3%	0.0052	0.6%	33%	False	False	27,990
60	0.9073	0.8783	0.0291	3.3%	0.0051	0.6%	33%	False	False	18,751
80	0.9401	0.8783	0.0618	7.0%	0.0055	0.6%	15%	False	False	14,081

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9006
2.618	0.8963
1.618	0.8937
1.000	0.8921
0.618	0.8911
HIGH	0.8895
0.618	0.8885
0.500	0.8882
0.382	0.8879
LOW	0.8869
0.618	0.8853
1.000	0.8843
1.618	0.8827
2.618	0.8801
4.250	0.8758

Fisher Pivots for day following 27-Dec-2017
Pivot	1 day	3 day
R1	0.8882	0.8882
PP	0.8881	0.8880
S1	0.8879	0.8879

Download as Excel Spreadsheet

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

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