CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 30-Jan-2018

Day Change Summary
	Previous	Current
	29-Jan-2018	30-Jan-2018	Change	Change %	Previous Week
Open	0.9228	0.9200	-0.0028	-0.3%	0.9066
High	0.9240	0.9248	0.0008	0.1%	0.9260
Low	0.9182	0.9181	-0.0002	0.0%	0.9017
Close	0.9204	0.9217	0.0014	0.2%	0.9227
Range	0.0058	0.0068	0.0010	16.4%	0.0243
ATR	0.0070	0.0069	0.0000	-0.2%	0.0000
Volume	144,404	165,403	20,999	14.5%	960,290

Daily Pivots for day following 30-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9418	0.9385	0.9255
R3	0.9350	0.9318	0.9236
R2	0.9283	0.9283	0.9230
R1	0.9250	0.9250	0.9224	0.9266
PP	0.9215	0.9215	0.9215	0.9223
S1	0.9183	0.9183	0.9211	0.9199
S2	0.9148	0.9148	0.9205
S3	0.9080	0.9115	0.9199
S4	0.9013	0.9048	0.9180

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	0.9090	0.0171	1.8%	0.0094	1.0%	75%	False	False	203,146
10	0.9260	0.8998	0.0263	2.8%	0.0081	0.9%	84%	False	False	171,046
20	0.9260	0.8850	0.0411	4.5%	0.0071	0.8%	90%	False	False	164,877
40	0.9260	0.8841	0.0420	4.6%	0.0060	0.6%	90%	False	False	114,044
60	0.9260	0.8783	0.0478	5.2%	0.0058	0.6%	91%	False	False	76,266
80	0.9260	0.8783	0.0478	5.2%	0.0056	0.6%	91%	False	False	57,267
100	0.9401	0.8783	0.0618	6.7%	0.0057	0.6%	70%	False	False	45,826

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

Fibonacci Retracements and Extensions
4.250	0.9535
2.618	0.9425
1.618	0.9357
1.000	0.9316
0.618	0.9290
HIGH	0.9248
0.618	0.9222
0.500	0.9214
0.382	0.9206
LOW	0.9181
0.618	0.9139
1.000	0.9113
1.618	0.9071
2.618	0.9004
4.250	0.8894

Fisher Pivots for day following 30-Jan-2018
Pivot	1 day	3 day
R1	0.9216	0.9211
PP	0.9215	0.9204
S1	0.9214	0.9197

Download as Excel Spreadsheet

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

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