CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 25-Jan-2018

Day Change Summary
	Previous	Current
	24-Jan-2018	25-Jan-2018	Change	Change %	Previous Week
Open	0.9094	0.9188	0.0094	1.0%	0.9031
High	0.9204	0.9242	0.0038	0.4%	0.9104
Low	0.9090	0.9140	0.0050	0.6%	0.8998
Close	0.9196	0.9164	-0.0032	-0.3%	0.9069
Range	0.0114	0.0102	-0.0012	-10.5%	0.0106
ATR	0.0063	0.0066	0.0003	4.3%	0.0000
Volume	214,441	253,933	39,492	18.4%	687,801

Daily Pivots for day following 25-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9488	0.9428	0.9220
R3	0.9386	0.9326	0.9192
R2	0.9284	0.9284	0.9183
R1	0.9224	0.9224	0.9173	0.9203
PP	0.9182	0.9182	0.9182	0.9171
S1	0.9122	0.9122	0.9155	0.9101
S2	0.9080	0.9080	0.9145
S3	0.8978	0.9020	0.9136
S4	0.8876	0.8918	0.9108

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	0.9242	0.9017	0.0225	2.4%	0.0080	0.9%	65%	True	False	169,305
10	0.9242	0.8969	0.0273	3.0%	0.0077	0.8%	72%	True	False	179,470
20	0.9242	0.8850	0.0392	4.3%	0.0064	0.7%	80%	True	False	149,780
40	0.9242	0.8841	0.0401	4.4%	0.0058	0.6%	81%	True	False	100,525
60	0.9242	0.8783	0.0459	5.0%	0.0057	0.6%	83%	True	False	67,146
80	0.9242	0.8783	0.0459	5.0%	0.0054	0.6%	83%	True	False	50,428
100	0.9401	0.8783	0.0618	6.7%	0.0057	0.6%	62%	False	False	40,356

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9675
2.618	0.9509
1.618	0.9407
1.000	0.9344
0.618	0.9305
HIGH	0.9242
0.618	0.9203
0.500	0.9191
0.382	0.9178
LOW	0.9140
0.618	0.9076
1.000	0.9038
1.618	0.8974
2.618	0.8872
4.250	0.8706

Fisher Pivots for day following 25-Jan-2018
Pivot	1 day	3 day
R1	0.9191	0.9153
PP	0.9182	0.9142
S1	0.9173	0.9131

Download as Excel Spreadsheet

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

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