CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 07-Feb-2018

Day Change Summary
	Previous	Current
	06-Feb-2018	07-Feb-2018	Change	Change %	Previous Week
Open	0.9186	0.9137	-0.0049	-0.5%	0.9228
High	0.9242	0.9202	-0.0040	-0.4%	0.9248
Low	0.9141	0.9136	-0.0005	-0.1%	0.9073
Close	0.9167	0.9161	-0.0006	-0.1%	0.9092
Range	0.0101	0.0067	-0.0035	-34.2%	0.0175
ATR	0.0076	0.0075	-0.0001	-0.9%	0.0000
Volume	404,520	192,289	-212,231	-52.5%	848,789

Daily Pivots for day following 07-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9366	0.9330	0.9198
R3	0.9299	0.9263	0.9179
R2	0.9233	0.9233	0.9173
R1	0.9197	0.9197	0.9167	0.9215
PP	0.9166	0.9166	0.9166	0.9175
S1	0.9130	0.9130	0.9155	0.9148
S2	0.9100	0.9100	0.9149
S3	0.9033	0.9064	0.9143
S4	0.8967	0.8997	0.9124

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%	0.0087	0.9%	52%	False	False	238,382
10	0.9260	0.9073	0.0187	2.0%	0.0086	0.9%	47%	False	False	215,846
20	0.9260	0.8897	0.0364	4.0%	0.0082	0.9%	73%	False	False	197,641
40	0.9260	0.8841	0.0420	4.6%	0.0063	0.7%	76%	False	False	146,215
60	0.9260	0.8841	0.0420	4.6%	0.0061	0.7%	76%	False	False	98,845
80	0.9260	0.8783	0.0478	5.2%	0.0059	0.6%	79%	False	False	74,197
100	0.9260	0.8783	0.0478	5.2%	0.0058	0.6%	79%	False	False	59,395

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9485
2.618	0.9376
1.618	0.9310
1.000	0.9269
0.618	0.9243
HIGH	0.9202
0.618	0.9177
0.500	0.9169
0.382	0.9161
LOW	0.9136
0.618	0.9094
1.000	0.9069
1.618	0.9028
2.618	0.8961
4.250	0.8853

Fisher Pivots for day following 07-Feb-2018
Pivot	1 day	3 day
R1	0.9169	0.9165
PP	0.9166	0.9163
S1	0.9164	0.9162

Download as Excel Spreadsheet

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

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