CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 06-Feb-2018

Day Change Summary
	Previous	Current
	05-Feb-2018	06-Feb-2018	Change	Change %	Previous Week
Open	0.9098	0.9186	0.0088	1.0%	0.9228
High	0.9197	0.9242	0.0045	0.5%	0.9248
Low	0.9088	0.9141	0.0053	0.6%	0.9073
Close	0.9138	0.9167	0.0029	0.3%	0.9092
Range	0.0110	0.0101	-0.0009	-7.8%	0.0175
ATR	0.0074	0.0076	0.0002	2.9%	0.0000
Volume	221,382	404,520	183,138	82.7%	848,789

Daily Pivots for day following 06-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9486	0.9428	0.9223
R3	0.9385	0.9327	0.9195
R2	0.9284	0.9284	0.9186
R1	0.9226	0.9226	0.9176	0.9204
PP	0.9183	0.9183	0.9183	0.9172
S1	0.9125	0.9125	0.9158	0.9103
S2	0.9082	0.9082	0.9148
S3	0.8981	0.9024	0.9139
S4	0.8880	0.8923	0.9111

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	0.9242	0.9073	0.0169	1.8%	0.0088	1.0%	56%	True	False	232,976
10	0.9260	0.9073	0.0187	2.0%	0.0091	1.0%	50%	False	False	218,061
20	0.9260	0.8865	0.0395	4.3%	0.0082	0.9%	76%	False	False	196,857
40	0.9260	0.8841	0.0420	4.6%	0.0062	0.7%	78%	False	False	142,026
60	0.9260	0.8831	0.0429	4.7%	0.0061	0.7%	78%	False	False	95,646
80	0.9260	0.8783	0.0478	5.2%	0.0059	0.6%	81%	False	False	71,794
100	0.9260	0.8783	0.0478	5.2%	0.0058	0.6%	81%	False	False	57,474

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9671
2.618	0.9506
1.618	0.9405
1.000	0.9343
0.618	0.9304
HIGH	0.9242
0.618	0.9203
0.500	0.9191
0.382	0.9179
LOW	0.9141
0.618	0.9078
1.000	0.9040
1.618	0.8977
2.618	0.8876
4.250	0.8711

Fisher Pivots for day following 06-Feb-2018
Pivot	1 day	3 day
R1	0.9191	0.9164
PP	0.9183	0.9161
S1	0.9175	0.9157

Download as Excel Spreadsheet

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

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