CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 08-Feb-2018

Day Change Summary
	Previous	Current
	07-Feb-2018	08-Feb-2018	Change	Change %	Previous Week
Open	0.9137	0.9162	0.0025	0.3%	0.9228
High	0.9202	0.9229	0.0027	0.3%	0.9248
Low	0.9136	0.9127	-0.0009	-0.1%	0.9073
Close	0.9161	0.9205	0.0044	0.5%	0.9092
Range	0.0067	0.0103	0.0036	54.1%	0.0175
ATR	0.0075	0.0077	0.0002	2.6%	0.0000
Volume	192,289	231,165	38,876	20.2%	848,789

Daily Pivots for day following 08-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9494	0.9452	0.9261
R3	0.9392	0.9349	0.9233
R2	0.9289	0.9289	0.9223
R1	0.9247	0.9247	0.9214	0.9268
PP	0.9187	0.9187	0.9187	0.9197
S1	0.9144	0.9144	0.9195	0.9166
S2	0.9084	0.9084	0.9186
S3	0.8982	0.9042	0.9176
S4	0.8879	0.8939	0.9148

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%	0.0096	1.0%	78%	False	False	251,807
10	0.9260	0.9073	0.0187	2.0%	0.0086	0.9%	70%	False	False	213,569
20	0.9260	0.8969	0.0292	3.2%	0.0081	0.9%	81%	False	False	196,519
40	0.9260	0.8841	0.0420	4.6%	0.0065	0.7%	87%	False	False	150,868
60	0.9260	0.8841	0.0420	4.6%	0.0062	0.7%	87%	False	False	102,695
80	0.9260	0.8783	0.0478	5.2%	0.0060	0.7%	88%	False	False	77,086
100	0.9260	0.8783	0.0478	5.2%	0.0058	0.6%	88%	False	False	61,707

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9665
2.618	0.9497
1.618	0.9395
1.000	0.9332
0.618	0.9292
HIGH	0.9229
0.618	0.9190
0.500	0.9178
0.382	0.9166
LOW	0.9127
0.618	0.9063
1.000	0.9024
1.618	0.8961
2.618	0.8858
4.250	0.8691

Fisher Pivots for day following 08-Feb-2018
Pivot	1 day	3 day
R1	0.9196	0.9198
PP	0.9187	0.9191
S1	0.9178	0.9184

Download as Excel Spreadsheet

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

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