CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 14-Feb-2018

Day Change Summary
	Previous	Current
	13-Feb-2018	14-Feb-2018	Change	Change %	Previous Week
Open	0.9219	0.9292	0.0073	0.8%	0.9098
High	0.9329	0.9389	0.0060	0.6%	0.9275
Low	0.9212	0.9285	0.0074	0.8%	0.9088
Close	0.9304	0.9357	0.0053	0.6%	0.9231
Range	0.0118	0.0104	-0.0014	-11.9%	0.0187
ATR	0.0079	0.0081	0.0002	2.2%	0.0000
Volume	176,377	239,446	63,069	35.8%	1,331,568

Daily Pivots for day following 14-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9654	0.9609	0.9413
R3	0.9550	0.9505	0.9385
R2	0.9447	0.9447	0.9375
R1	0.9402	0.9402	0.9366	0.9424
PP	0.9343	0.9343	0.9343	0.9355
S1	0.9298	0.9298	0.9347	0.9321
S2	0.9240	0.9240	0.9338
S3	0.9136	0.9195	0.9328
S4	0.9033	0.9091	0.9300

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	0.9389	0.9127	0.0262	2.8%	0.0094	1.0%	88%	True	False	207,420
10	0.9389	0.9073	0.0316	3.4%	0.0090	1.0%	90%	True	False	222,901
20	0.9389	0.8998	0.0391	4.2%	0.0085	0.9%	92%	True	False	197,153
40	0.9389	0.8847	0.0542	5.8%	0.0068	0.7%	94%	True	False	160,594
60	0.9389	0.8841	0.0548	5.9%	0.0065	0.7%	94%	True	False	116,110
80	0.9389	0.8783	0.0606	6.5%	0.0062	0.7%	95%	True	False	87,146
100	0.9389	0.8783	0.0606	6.5%	0.0059	0.6%	95%	True	False	69,763

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9828
2.618	0.9659
1.618	0.9556
1.000	0.9492
0.618	0.9452
HIGH	0.9389
0.618	0.9349
0.500	0.9337
0.382	0.9325
LOW	0.9285
0.618	0.9221
1.000	0.9182
1.618	0.9118
2.618	0.9014
4.250	0.8845

Fisher Pivots for day following 14-Feb-2018
Pivot	1 day	3 day
R1	0.9350	0.9336
PP	0.9343	0.9316
S1	0.9337	0.9295

Download as Excel Spreadsheet

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

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