CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 09-Feb-2018

Day Change Summary
	Previous	Current
	08-Feb-2018	09-Feb-2018	Change	Change %	Previous Week
Open	0.9162	0.9213	0.0051	0.6%	0.9098
High	0.9229	0.9275	0.0046	0.5%	0.9275
Low	0.9127	0.9167	0.0040	0.4%	0.9088
Close	0.9205	0.9231	0.0026	0.3%	0.9231
Range	0.0103	0.0108	0.0006	5.9%	0.0187
ATR	0.0077	0.0079	0.0002	2.9%	0.0000
Volume	231,165	282,212	51,047	22.1%	1,331,568

Daily Pivots for day following 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9549	0.9498	0.9290
R3	0.9441	0.9390	0.9260
R2	0.9332	0.9332	0.9250
R1	0.9281	0.9281	0.9240	0.9307
PP	0.9224	0.9224	0.9224	0.9237
S1	0.9173	0.9173	0.9221	0.9199
S2	0.9116	0.9116	0.9211
S3	0.9007	0.9065	0.9201
S4	0.8899	0.8956	0.9171

Weekly Pivots for week ending 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9760	0.9683	0.9334
R3	0.9573	0.9495	0.9282
R2	0.9385	0.9385	0.9265
R1	0.9308	0.9308	0.9248	0.9346
PP	0.9198	0.9198	0.9198	0.9217
S1	0.9120	0.9120	0.9213	0.9159
S2	0.9010	0.9010	0.9196
S3	0.8823	0.8933	0.9179
S4	0.8635	0.8745	0.9127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9275	0.9088	0.0187	2.0%	0.0098	1.1%	76%	True	False	266,313
10	0.9275	0.9073	0.0202	2.2%	0.0084	0.9%	78%	True	False	218,035
20	0.9275	0.8982	0.0293	3.2%	0.0083	0.9%	85%	True	False	201,345
40	0.9275	0.8847	0.0428	4.6%	0.0067	0.7%	90%	True	False	156,543
60	0.9275	0.8841	0.0434	4.7%	0.0064	0.7%	90%	True	False	107,396
80	0.9275	0.8783	0.0492	5.3%	0.0061	0.7%	91%	True	False	80,613
100	0.9275	0.8783	0.0492	5.3%	0.0059	0.6%	91%	True	False	64,528

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9736
2.618	0.9559
1.618	0.9451
1.000	0.9383
0.618	0.9342
HIGH	0.9275
0.618	0.9234
0.500	0.9221
0.382	0.9208
LOW	0.9167
0.618	0.9099
1.000	0.9058
1.618	0.8991
2.618	0.8882
4.250	0.8705

Fisher Pivots for day following 09-Feb-2018
Pivot	1 day	3 day
R1	0.9227	0.9221
PP	0.9224	0.9211
S1	0.9221	0.9201

Download as Excel Spreadsheet

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

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