CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 31-Jan-2018

Day Change Summary
	Previous	Current
	30-Jan-2018	31-Jan-2018	Change	Change %	Previous Week
Open	0.9200	0.9217	0.0017	0.2%	0.9066
High	0.9248	0.9232	-0.0016	-0.2%	0.9260
Low	0.9181	0.9160	-0.0021	-0.2%	0.9017
Close	0.9217	0.9189	-0.0028	-0.3%	0.9227
Range	0.0068	0.0072	0.0005	6.7%	0.0243
ATR	0.0069	0.0070	0.0000	0.3%	0.0000
Volume	165,403	165,259	-144	-0.1%	960,290

Daily Pivots for day following 31-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9410	0.9371	0.9229
R3	0.9338	0.9299	0.9209
R2	0.9266	0.9266	0.9202
R1	0.9227	0.9227	0.9196	0.9211
PP	0.9194	0.9194	0.9194	0.9185
S1	0.9155	0.9155	0.9182	0.9138
S2	0.9122	0.9122	0.9176
S3	0.9050	0.9083	0.9169
S4	0.8978	0.9011	0.9149

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	0.9134	0.0126	1.4%	0.0085	0.9%	44%	False	False	193,309
10	0.9260	0.8998	0.0263	2.9%	0.0079	0.9%	73%	False	False	171,405
20	0.9260	0.8850	0.0411	4.5%	0.0071	0.8%	83%	False	False	168,299
40	0.9260	0.8841	0.0420	4.6%	0.0059	0.6%	83%	False	False	117,976
60	0.9260	0.8783	0.0478	5.2%	0.0059	0.6%	85%	False	False	78,995
80	0.9260	0.8783	0.0478	5.2%	0.0056	0.6%	85%	False	False	59,305
100	0.9401	0.8783	0.0618	6.7%	0.0057	0.6%	66%	False	False	47,479

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9538
2.618	0.9420
1.618	0.9348
1.000	0.9304
0.618	0.9276
HIGH	0.9232
0.618	0.9204
0.500	0.9196
0.382	0.9188
LOW	0.9160
0.618	0.9116
1.000	0.9088
1.618	0.9044
2.618	0.8972
4.250	0.8854

Fisher Pivots for day following 31-Jan-2018
Pivot	1 day	3 day
R1	0.9196	0.9204
PP	0.9194	0.9199
S1	0.9191	0.9194

Download as Excel Spreadsheet

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

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