CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 12-Feb-2018

Day Change Summary
	Previous	Current
	09-Feb-2018	12-Feb-2018	Change	Change %	Previous Week
Open	0.9213	0.9206	-0.0007	-0.1%	0.9098
High	0.9275	0.9241	-0.0034	-0.4%	0.9275
Low	0.9167	0.9202	0.0035	0.4%	0.9088
Close	0.9231	0.9221	-0.0010	-0.1%	0.9231
Range	0.0108	0.0040	-0.0069	-63.6%	0.0187
ATR	0.0079	0.0076	-0.0003	-3.6%	0.0000
Volume	282,212	107,903	-174,309	-61.8%	1,331,568

Daily Pivots for day following 12-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9340	0.9320	0.9242
R3	0.9300	0.9280	0.9231
R2	0.9261	0.9261	0.9228
R1	0.9241	0.9241	0.9224	0.9251
PP	0.9221	0.9221	0.9221	0.9226
S1	0.9201	0.9201	0.9217	0.9211
S2	0.9182	0.9182	0.9213
S3	0.9142	0.9162	0.9210
S4	0.9103	0.9122	0.9199

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	0.9127	0.0148	1.6%	0.0084	0.9%	63%	False	False	243,617
10	0.9275	0.9073	0.0202	2.2%	0.0082	0.9%	73%	False	False	214,385
20	0.9275	0.8998	0.0277	3.0%	0.0082	0.9%	80%	False	False	196,817
40	0.9275	0.8847	0.0428	4.6%	0.0065	0.7%	87%	False	False	156,397
60	0.9275	0.8841	0.0434	4.7%	0.0064	0.7%	87%	False	False	109,187
80	0.9275	0.8783	0.0492	5.3%	0.0061	0.7%	89%	False	False	81,959
100	0.9275	0.8783	0.0492	5.3%	0.0059	0.6%	89%	False	False	65,607

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.9409
2.618	0.9344
1.618	0.9305
1.000	0.9281
0.618	0.9265
HIGH	0.9241
0.618	0.9226
0.500	0.9221
0.382	0.9217
LOW	0.9202
0.618	0.9177
1.000	0.9162
1.618	0.9138
2.618	0.9098
4.250	0.9034

Fisher Pivots for day following 12-Feb-2018
Pivot	1 day	3 day
R1	0.9221	0.9214
PP	0.9221	0.9207
S1	0.9221	0.9201

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

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