CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 04-Jan-2018

Day Change Summary
	Previous	Current
	03-Jan-2018	04-Jan-2018	Change	Change %	Previous Week
Open	0.8943	0.8917	-0.0026	-0.3%	0.8879
High	0.8948	0.8921	-0.0027	-0.3%	0.8925
Low	0.8913	0.8891	-0.0022	-0.2%	0.8862
Close	0.8919	0.8900	-0.0019	-0.2%	0.8914
Range	0.0035	0.0030	-0.0005	-14.5%	0.0063
ATR	0.0047	0.0046	-0.0001	-2.7%	0.0000
Volume	94,051	115,618	21,567	22.9%	279,283

Daily Pivots for day following 04-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8992	0.8976	0.8916
R3	0.8963	0.8946	0.8908
R2	0.8933	0.8933	0.8905
R1	0.8917	0.8917	0.8903	0.8910
PP	0.8904	0.8904	0.8904	0.8901
S1	0.8887	0.8887	0.8897	0.8881
S2	0.8874	0.8874	0.8895
S3	0.8845	0.8858	0.8892
S4	0.8815	0.8828	0.8884

Weekly Pivots for week ending 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9088	0.9063	0.8948
R3	0.9025	0.9001	0.8931
R2	0.8963	0.8963	0.8925
R1	0.8938	0.8938	0.8920	0.8951
PP	0.8900	0.8900	0.8900	0.8906
S1	0.8876	0.8876	0.8908	0.8888
S2	0.8838	0.8838	0.8903
S3	0.8775	0.8813	0.8897
S4	0.8713	0.8751	0.8880

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8958	0.8862	0.0096	1.1%	0.0042	0.5%	40%	False	False	93,089
10	0.8958	0.8847	0.0111	1.2%	0.0036	0.4%	48%	False	False	85,407
20	0.8981	0.8841	0.0141	1.6%	0.0044	0.5%	42%	False	False	77,171
40	0.9073	0.8811	0.0262	2.9%	0.0051	0.6%	34%	False	False	39,579
60	0.9073	0.8783	0.0291	3.3%	0.0051	0.6%	40%	False	False	26,466
80	0.9235	0.8783	0.0452	5.1%	0.0053	0.6%	26%	False	False	19,894

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9046
2.618	0.8998
1.618	0.8968
1.000	0.8950
0.618	0.8939
HIGH	0.8921
0.618	0.8909
0.500	0.8906
0.382	0.8902
LOW	0.8891
0.618	0.8873
1.000	0.8862
1.618	0.8843
2.618	0.8814
4.250	0.8766

Fisher Pivots for day following 04-Jan-2018
Pivot	1 day	3 day
R1	0.8906	0.8924
PP	0.8904	0.8916
S1	0.8902	0.8908

Download as Excel Spreadsheet

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

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