CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 01-Feb-2018

Day Change Summary
	Previous	Current
	31-Jan-2018	01-Feb-2018	Change	Change %	Previous Week
Open	0.9217	0.9181	-0.0036	-0.4%	0.9066
High	0.9232	0.9189	-0.0043	-0.5%	0.9260
Low	0.9160	0.9134	-0.0026	-0.3%	0.9017
Close	0.9189	0.9162	-0.0027	-0.3%	0.9227
Range	0.0072	0.0056	-0.0017	-22.9%	0.0243
ATR	0.0070	0.0069	-0.0001	-1.4%	0.0000
Volume	165,259	164,044	-1,215	-0.7%	960,290

Daily Pivots for day following 01-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9328	0.9301	0.9193
R3	0.9273	0.9245	0.9177
R2	0.9217	0.9217	0.9172
R1	0.9190	0.9190	0.9167	0.9176
PP	0.9162	0.9162	0.9162	0.9155
S1	0.9134	0.9134	0.9157	0.9120
S2	0.9106	0.9106	0.9152
S3	0.9051	0.9079	0.9147
S4	0.8995	0.9023	0.9131

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	0.0127	1.4%	0.0076	0.8%	23%	False	True	175,331
10	0.9260	0.9017	0.0243	2.7%	0.0078	0.8%	60%	False	False	172,318
20	0.9260	0.8850	0.0411	4.5%	0.0072	0.8%	76%	False	False	171,799
40	0.9260	0.8841	0.0420	4.6%	0.0059	0.6%	77%	False	False	121,900
60	0.9260	0.8783	0.0478	5.2%	0.0059	0.6%	79%	False	False	81,728
80	0.9260	0.8783	0.0478	5.2%	0.0056	0.6%	79%	False	False	61,355
100	0.9312	0.8783	0.0529	5.8%	0.0057	0.6%	72%	False	False	49,119

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9425
2.618	0.9334
1.618	0.9279
1.000	0.9245
0.618	0.9223
HIGH	0.9189
0.618	0.9168
0.500	0.9161
0.382	0.9155
LOW	0.9134
0.618	0.9099
1.000	0.9078
1.618	0.9044
2.618	0.8988
4.250	0.8898

Fisher Pivots for day following 01-Feb-2018
Pivot	1 day	3 day
R1	0.9162	0.9191
PP	0.9162	0.9181
S1	0.9161	0.9172

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

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