CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 22-Jan-2018

Day Change Summary
	Previous	Current
	19-Jan-2018	22-Jan-2018	Change	Change %	Previous Week
Open	0.9031	0.9066	0.0035	0.4%	0.9031
High	0.9078	0.9072	-0.0006	-0.1%	0.9104
Low	0.9025	0.9017	-0.0008	-0.1%	0.8998
Close	0.9069	0.9036	-0.0033	-0.4%	0.9069
Range	0.0053	0.0055	0.0002	3.8%	0.0106
ATR	0.0059	0.0058	0.0000	-0.5%	0.0000
Volume	123,788	98,194	-25,594	-20.7%	687,801

Daily Pivots for day following 22-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9205	0.9175	0.9066
R3	0.9151	0.9121	0.9051
R2	0.9096	0.9096	0.9046
R1	0.9066	0.9066	0.9041	0.9054
PP	0.9042	0.9042	0.9042	0.9035
S1	0.9012	0.9012	0.9031	0.8999
S2	0.8987	0.8987	0.9026
S3	0.8933	0.8957	0.9021
S4	0.8878	0.8903	0.9006

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	0.8998	0.0106	1.2%	0.0068	0.8%	36%	False	False	157,199
10	0.9104	0.8850	0.0254	2.8%	0.0070	0.8%	73%	False	False	168,209
20	0.9104	0.8847	0.0257	2.8%	0.0053	0.6%	74%	False	False	128,013
40	0.9104	0.8841	0.0263	2.9%	0.0055	0.6%	74%	False	False	84,991
60	0.9104	0.8783	0.0321	3.6%	0.0055	0.6%	79%	False	False	56,746
80	0.9104	0.8783	0.0321	3.6%	0.0053	0.6%	79%	False	False	42,622
100	0.9401	0.8783	0.0618	6.8%	0.0057	0.6%	41%	False	False	34,111

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9303
2.618	0.9214
1.618	0.9160
1.000	0.9126
0.618	0.9105
HIGH	0.9072
0.618	0.9051
0.500	0.9044
0.382	0.9038
LOW	0.9017
0.618	0.8983
1.000	0.8963
1.618	0.8929
2.618	0.8874
4.250	0.8785

Fisher Pivots for day following 22-Jan-2018
Pivot	1 day	3 day
R1	0.9044	0.9038
PP	0.9042	0.9037
S1	0.9039	0.9037

Download as Excel Spreadsheet

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

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