CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 28-Dec-2017

Day Change Summary
	Previous	Current
	27-Dec-2017	28-Dec-2017	Change	Change %	Previous Week
Open	0.8887	0.8871	-0.0016	-0.2%	0.8930
High	0.8895	0.8911	0.0016	0.2%	0.8957
Low	0.8869	0.8862	-0.0007	-0.1%	0.8847
Close	0.8878	0.8894	0.0016	0.2%	0.8881
Range	0.0026	0.0049	0.0022	86.5%	0.0110
ATR	0.0048	0.0048	0.0000	0.1%	0.0000
Volume	86,450	78,456	-7,994	-9.2%	452,661

Daily Pivots for day following 28-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9034	0.9013	0.8921
R3	0.8986	0.8964	0.8907
R2	0.8937	0.8937	0.8903
R1	0.8916	0.8916	0.8898	0.8927
PP	0.8889	0.8889	0.8889	0.8894
S1	0.8867	0.8867	0.8890	0.8878
S2	0.8840	0.8840	0.8885
S3	0.8792	0.8819	0.8881
S4	0.8743	0.8770	0.8867

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	0.8911	0.8847	0.0064	0.7%	0.0030	0.3%	74%	True	False	70,824
10	0.8978	0.8847	0.0131	1.5%	0.0041	0.5%	36%	False	False	89,937
20	0.9023	0.8841	0.0183	2.1%	0.0050	0.6%	29%	False	False	59,413
40	0.9073	0.8783	0.0291	3.3%	0.0052	0.6%	38%	False	False	29,951
60	0.9073	0.8783	0.0291	3.3%	0.0051	0.6%	38%	False	False	20,057
80	0.9401	0.8783	0.0618	6.9%	0.0054	0.6%	18%	False	False	15,058

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9117
2.618	0.9037
1.618	0.8989
1.000	0.8959
0.618	0.8940
HIGH	0.8911
0.618	0.8892
0.500	0.8886
0.382	0.8881
LOW	0.8862
0.618	0.8832
1.000	0.8814
1.618	0.8784
2.618	0.8735
4.250	0.8656

Fisher Pivots for day following 28-Dec-2017
Pivot	1 day	3 day
R1	0.8891	0.8891
PP	0.8889	0.8889
S1	0.8886	0.8886

Download as Excel Spreadsheet

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

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