CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 19-Jan-2018

Day Change Summary
	Previous	Current
	18-Jan-2018	19-Jan-2018	Change	Change %	Previous Week
Open	0.9010	0.9031	0.0022	0.2%	0.9031
High	0.9062	0.9078	0.0016	0.2%	0.9104
Low	0.8998	0.9025	0.0028	0.3%	0.8998
Close	0.9037	0.9069	0.0032	0.4%	0.9069
Range	0.0064	0.0053	-0.0012	-18.0%	0.0106
ATR	0.0059	0.0059	0.0000	-0.8%	0.0000
Volume	154,910	123,788	-31,122	-20.1%	687,801

Daily Pivots for day following 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9215	0.9194	0.9098
R3	0.9162	0.9142	0.9083
R2	0.9110	0.9110	0.9079
R1	0.9089	0.9089	0.9074	0.9100
PP	0.9057	0.9057	0.9057	0.9062
S1	0.9037	0.9037	0.9064	0.9047
S2	0.9005	0.9005	0.9059
S3	0.8952	0.8984	0.9055
S4	0.8900	0.8932	0.9040

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9375	0.9328	0.9127
R3	0.9269	0.9222	0.9098
R2	0.9163	0.9163	0.9088
R1	0.9116	0.9116	0.9079	0.9139
PP	0.9057	0.9057	0.9057	0.9068
S1	0.9010	0.9010	0.9059	0.9033
S2	0.8951	0.8951	0.9050
S3	0.8845	0.8904	0.9040
S4	0.8739	0.8798	0.9011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9104	0.8982	0.0122	1.3%	0.0070	0.8%	72%	False	False	177,252
10	0.9104	0.8850	0.0254	2.8%	0.0069	0.8%	86%	False	False	172,097
20	0.9104	0.8847	0.0257	2.8%	0.0053	0.6%	87%	False	False	128,752
40	0.9104	0.8841	0.0263	2.9%	0.0055	0.6%	87%	False	False	82,541
60	0.9104	0.8783	0.0321	3.5%	0.0054	0.6%	89%	False	False	55,116
80	0.9104	0.8783	0.0321	3.5%	0.0053	0.6%	89%	False	False	41,395
100	0.9401	0.8783	0.0618	6.8%	0.0056	0.6%	46%	False	False	33,129

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9301
2.618	0.9215
1.618	0.9162
1.000	0.9130
0.618	0.9110
HIGH	0.9078
0.618	0.9057
0.500	0.9051
0.382	0.9045
LOW	0.9025
0.618	0.8993
1.000	0.8973
1.618	0.8940
2.618	0.8888
4.250	0.8802

Fisher Pivots for day following 19-Jan-2018
Pivot	1 day	3 day
R1	0.9063	0.9063
PP	0.9057	0.9057
S1	0.9051	0.9051

Download as Excel Spreadsheet

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

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