CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 16-Jan-2018

Day Change Summary
	Previous	Current
	12-Jan-2018	16-Jan-2018	Change	Change %	Previous Week
Open	0.9019	0.9031	0.0012	0.1%	0.8871
High	0.9046	0.9100	0.0055	0.6%	0.9046
Low	0.8982	0.9023	0.0041	0.5%	0.8850
Close	0.9035	0.9096	0.0061	0.7%	0.9035
Range	0.0064	0.0077	0.0013	20.5%	0.0196
ATR	0.0054	0.0056	0.0002	2.9%	0.0000
Volume	198,461	247,432	48,971	24.7%	896,099

Daily Pivots for day following 16-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9303	0.9276	0.9138
R3	0.9226	0.9199	0.9117
R2	0.9150	0.9150	0.9110
R1	0.9123	0.9123	0.9103	0.9136
PP	0.9073	0.9073	0.9073	0.9080
S1	0.9046	0.9046	0.9088	0.9059
S2	0.8996	0.8996	0.9081
S3	0.8920	0.8969	0.9074
S4	0.8843	0.8893	0.9053

Weekly Pivots for week ending 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9565	0.9496	0.9142
R3	0.9369	0.9300	0.9088
R2	0.9173	0.9173	0.9070
R1	0.9104	0.9104	0.9052	0.9138
PP	0.8977	0.8977	0.8977	0.8994
S1	0.8908	0.8908	0.9017	0.8942
S2	0.8781	0.8781	0.8999
S3	0.8585	0.8712	0.8981
S4	0.8389	0.8516	0.8927

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9100	0.8865	0.0235	2.6%	0.0079	0.9%	98%	True	False	212,358
10	0.9100	0.8850	0.0251	2.8%	0.0061	0.7%	98%	True	False	158,708
20	0.9100	0.8847	0.0253	2.8%	0.0049	0.5%	98%	True	False	123,960
40	0.9100	0.8841	0.0260	2.9%	0.0055	0.6%	98%	True	False	71,549
60	0.9100	0.8783	0.0318	3.5%	0.0054	0.6%	99%	True	False	47,796
80	0.9100	0.8783	0.0318	3.5%	0.0052	0.6%	99%	True	False	35,896

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9425
2.618	0.9300
1.618	0.9224
1.000	0.9177
0.618	0.9147
HIGH	0.9100
0.618	0.9071
0.500	0.9062
0.382	0.9053
LOW	0.9023
0.618	0.8976
1.000	0.8947
1.618	0.8900
2.618	0.8823
4.250	0.8698

Fisher Pivots for day following 16-Jan-2018
Pivot	1 day	3 day
R1	0.9084	0.9075
PP	0.9073	0.9055
S1	0.9062	0.9034

Download as Excel Spreadsheet

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

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