CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 08-Jan-2018

Day Change Summary
	Previous	Current
	05-Jan-2018	08-Jan-2018	Change	Change %	Previous Week
Open	0.8897	0.8871	-0.0027	-0.3%	0.8910
High	0.8902	0.8889	-0.0013	-0.1%	0.8958
Low	0.8854	0.8850	-0.0005	-0.1%	0.8854
Close	0.8869	0.8874	0.0006	0.1%	0.8869
Range	0.0048	0.0040	-0.0009	-17.7%	0.0104
ATR	0.0046	0.0046	0.0000	-1.0%	0.0000
Volume	137,073	81,741	-55,332	-40.4%	443,550

Daily Pivots for day following 08-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8989	0.8971	0.8896
R3	0.8950	0.8932	0.8885
R2	0.8910	0.8910	0.8881
R1	0.8892	0.8892	0.8878	0.8901
PP	0.8871	0.8871	0.8871	0.8875
S1	0.8853	0.8853	0.8870	0.8862
S2	0.8831	0.8831	0.8867
S3	0.8792	0.8813	0.8863
S4	0.8752	0.8774	0.8852

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9204	0.9140	0.8925
R3	0.9100	0.9036	0.8897
R2	0.8997	0.8997	0.8887
R1	0.8933	0.8933	0.8878	0.8913
PP	0.8893	0.8893	0.8893	0.8884
S1	0.8829	0.8829	0.8859	0.8810
S2	0.8790	0.8790	0.8850
S3	0.8686	0.8726	0.8840
S4	0.8583	0.8622	0.8812

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8958	0.8850	0.0108	1.2%	0.0042	0.5%	23%	False	True	105,058
10	0.8958	0.8850	0.0108	1.2%	0.0037	0.4%	23%	False	True	87,591
20	0.8978	0.8841	0.0137	1.5%	0.0043	0.5%	24%	False	False	87,195
40	0.9073	0.8831	0.0242	2.7%	0.0051	0.6%	18%	False	False	45,041
60	0.9073	0.8783	0.0291	3.3%	0.0051	0.6%	31%	False	False	30,106
80	0.9204	0.8783	0.0422	4.7%	0.0052	0.6%	22%	False	False	22,629

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9057
2.618	0.8992
1.618	0.8953
1.000	0.8929
0.618	0.8913
HIGH	0.8889
0.618	0.8874
0.500	0.8869
0.382	0.8865
LOW	0.8850
0.618	0.8825
1.000	0.8810
1.618	0.8786
2.618	0.8746
4.250	0.8682

Fisher Pivots for day following 08-Jan-2018
Pivot	1 day	3 day
R1	0.8872	0.8885
PP	0.8871	0.8881
S1	0.8869	0.8878

Download as Excel Spreadsheet

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

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