CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 26-Jan-2018

Day Change Summary
	Previous	Current
	25-Jan-2018	26-Jan-2018	Change	Change %	Previous Week
Open	0.9188	0.9147	-0.0041	-0.4%	0.9066
High	0.9242	0.9260	0.0019	0.2%	0.9260
Low	0.9140	0.9134	-0.0006	-0.1%	0.9017
Close	0.9164	0.9227	0.0063	0.7%	0.9227
Range	0.0102	0.0126	0.0024	23.5%	0.0243
ATR	0.0066	0.0070	0.0004	6.5%	0.0000
Volume	253,933	237,549	-16,384	-6.5%	960,290

Daily Pivots for day following 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9585	0.9532	0.9296
R3	0.9459	0.9406	0.9261
R2	0.9333	0.9333	0.9250
R1	0.9280	0.9280	0.9238	0.9306
PP	0.9207	0.9207	0.9207	0.9220
S1	0.9154	0.9154	0.9215	0.9180
S2	0.9081	0.9081	0.9203
S3	0.8955	0.9028	0.9192
S4	0.8829	0.8902	0.9157

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9897	0.9805	0.9360
R3	0.9654	0.9562	0.9293
R2	0.9411	0.9411	0.9271
R1	0.9319	0.9319	0.9249	0.9365
PP	0.9168	0.9168	0.9168	0.9191
S1	0.9076	0.9076	0.9204	0.9122
S2	0.8925	0.8925	0.9182
S3	0.8682	0.8833	0.9160
S4	0.8439	0.8590	0.9093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9260	0.9017	0.0243	2.6%	0.0095	1.0%	86%	True	False	192,058
10	0.9260	0.8982	0.0278	3.0%	0.0082	0.9%	88%	True	False	184,655
20	0.9260	0.8850	0.0411	4.4%	0.0069	0.7%	92%	True	False	157,335
40	0.9260	0.8841	0.0420	4.5%	0.0060	0.6%	92%	True	False	106,452
60	0.9260	0.8783	0.0478	5.2%	0.0058	0.6%	93%	True	False	71,105
80	0.9260	0.8783	0.0478	5.2%	0.0055	0.6%	93%	True	False	53,397
100	0.9401	0.8783	0.0618	6.7%	0.0058	0.6%	72%	False	False	42,732

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 91 trading days

Fibonacci Retracements and Extensions
4.250	0.9796
2.618	0.9590
1.618	0.9464
1.000	0.9386
0.618	0.9338
HIGH	0.9260
0.618	0.9212
0.500	0.9197
0.382	0.9182
LOW	0.9134
0.618	0.9056
1.000	0.9008
1.618	0.8930
2.618	0.8804
4.250	0.8599

Fisher Pivots for day following 26-Jan-2018
Pivot	1 day	3 day
R1	0.9217	0.9209
PP	0.9207	0.9192
S1	0.9197	0.9175

Download as Excel Spreadsheet

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

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