CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 24-Jan-2018

Day Change Summary
	Previous	Current
	23-Jan-2018	24-Jan-2018	Change	Change %	Previous Week
Open	0.9039	0.9094	0.0055	0.6%	0.9031
High	0.9097	0.9204	0.0107	1.2%	0.9104
Low	0.9021	0.9090	0.0069	0.8%	0.8998
Close	0.9091	0.9196	0.0106	1.2%	0.9069
Range	0.0077	0.0114	0.0038	49.0%	0.0106
ATR	0.0060	0.0063	0.0004	6.5%	0.0000
Volume	156,173	214,441	58,268	37.3%	687,801

Daily Pivots for day following 24-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9505	0.9465	0.9259
R3	0.9391	0.9351	0.9227
R2	0.9277	0.9277	0.9217
R1	0.9237	0.9237	0.9206	0.9257
PP	0.9163	0.9163	0.9163	0.9173
S1	0.9123	0.9123	0.9186	0.9143
S2	0.9049	0.9049	0.9175
S3	0.8935	0.9009	0.9165
S4	0.8821	0.8895	0.9133

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	0.9204	0.8998	0.0206	2.2%	0.0072	0.8%	96%	True	False	149,501
10	0.9204	0.8897	0.0307	3.3%	0.0079	0.9%	98%	True	False	179,437
20	0.9204	0.8850	0.0354	3.8%	0.0060	0.7%	98%	True	False	138,777
40	0.9204	0.8841	0.0363	3.9%	0.0057	0.6%	98%	True	False	94,214
60	0.9204	0.8783	0.0421	4.6%	0.0056	0.6%	98%	True	False	62,917
80	0.9204	0.8783	0.0421	4.6%	0.0053	0.6%	98%	True	False	47,254
100	0.9401	0.8783	0.0618	6.7%	0.0056	0.6%	67%	False	False	37,817

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9688
2.618	0.9502
1.618	0.9388
1.000	0.9318
0.618	0.9274
HIGH	0.9204
0.618	0.9160
0.500	0.9147
0.382	0.9133
LOW	0.9090
0.618	0.9019
1.000	0.8976
1.618	0.8905
2.618	0.8791
4.250	0.8605

Fisher Pivots for day following 24-Jan-2018
Pivot	1 day	3 day
R1	0.9180	0.9167
PP	0.9163	0.9139
S1	0.9147	0.9110

Download as Excel Spreadsheet

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

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