CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 02-Feb-2018

Day Change Summary
	Previous	Current
	01-Feb-2018	02-Feb-2018	Change	Change %	Previous Week
Open	0.9181	0.9159	-0.0022	-0.2%	0.9228
High	0.9189	0.9173	-0.0016	-0.2%	0.9248
Low	0.9134	0.9073	-0.0061	-0.7%	0.9073
Close	0.9162	0.9092	-0.0071	-0.8%	0.9092
Range	0.0056	0.0100	0.0045	80.2%	0.0175
ATR	0.0069	0.0071	0.0002	3.3%	0.0000
Volume	164,044	209,679	45,635	27.8%	848,789

Daily Pivots for day following 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9413	0.9352	0.9147
R3	0.9313	0.9252	0.9119
R2	0.9213	0.9213	0.9110
R1	0.9152	0.9152	0.9101	0.9132
PP	0.9113	0.9113	0.9113	0.9103
S1	0.9052	0.9052	0.9082	0.9032
S2	0.9013	0.9013	0.9073
S3	0.8913	0.8952	0.9064
S4	0.8813	0.8852	0.9037

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9663	0.9552	0.9188
R3	0.9488	0.9377	0.9140
R2	0.9313	0.9313	0.9124
R1	0.9202	0.9202	0.9108	0.9170
PP	0.9138	0.9138	0.9138	0.9121
S1	0.9027	0.9027	0.9075	0.8995
S2	0.8963	0.8963	0.9059
S3	0.8788	0.8852	0.9043
S4	0.8613	0.8677	0.8995

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9248	0.9073	0.0175	1.9%	0.0071	0.8%	11%	False	True	169,757
10	0.9260	0.9017	0.0243	2.7%	0.0083	0.9%	31%	False	False	180,907
20	0.9260	0.8850	0.0411	4.5%	0.0076	0.8%	59%	False	False	176,502
40	0.9260	0.8841	0.0420	4.6%	0.0060	0.7%	60%	False	False	126,837
60	0.9260	0.8811	0.0449	4.9%	0.0059	0.6%	62%	False	False	85,220
80	0.9260	0.8783	0.0478	5.3%	0.0057	0.6%	65%	False	False	63,975
100	0.9260	0.8783	0.0478	5.3%	0.0057	0.6%	65%	False	False	51,215

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9598
2.618	0.9435
1.618	0.9335
1.000	0.9273
0.618	0.9235
HIGH	0.9173
0.618	0.9135
0.500	0.9123
0.382	0.9111
LOW	0.9073
0.618	0.9011
1.000	0.8973
1.618	0.8911
2.618	0.8811
4.250	0.8648

Fisher Pivots for day following 02-Feb-2018
Pivot	1 day	3 day
R1	0.9123	0.9153
PP	0.9113	0.9132
S1	0.9102	0.9112

Download as Excel Spreadsheet

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

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