CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 16-Feb-2018

Day Change Summary
	Previous	Current
	15-Feb-2018	16-Feb-2018	Change	Change %	Previous Week
Open	0.9367	0.9438	0.0071	0.8%	0.9206
High	0.9447	0.9490	0.0044	0.5%	0.9490
Low	0.9365	0.9414	0.0049	0.5%	0.9202
Close	0.9427	0.9422	-0.0006	-0.1%	0.9422
Range	0.0082	0.0077	-0.0005	-5.5%	0.0289
ATR	0.0082	0.0081	0.0000	-0.4%	0.0000
Volume	181,060	153,057	-28,003	-15.5%	857,843

Daily Pivots for day following 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9673	0.9624	0.9464
R3	0.9596	0.9547	0.9443
R2	0.9519	0.9519	0.9436
R1	0.9470	0.9470	0.9429	0.9456
PP	0.9442	0.9442	0.9442	0.9435
S1	0.9393	0.9393	0.9414	0.9379
S2	0.9365	0.9365	0.9407
S3	0.9288	0.9316	0.9400
S4	0.9211	0.9239	0.9379

Weekly Pivots for week ending 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0238	1.0119	0.9580
R3	0.9949	0.9830	0.9501
R2	0.9660	0.9660	0.9474
R1	0.9541	0.9541	0.9448	0.9600
PP	0.9371	0.9371	0.9371	0.9401
S1	0.9252	0.9252	0.9395	0.9312
S2	0.9082	0.9082	0.9369
S3	0.8793	0.8963	0.9342
S4	0.8504	0.8674	0.9263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9490	0.9202	0.0289	3.1%	0.0084	0.9%	76%	True	False	171,568
10	0.9490	0.9088	0.0403	4.3%	0.0091	1.0%	83%	True	False	218,941
20	0.9490	0.9017	0.0473	5.0%	0.0087	0.9%	85%	True	False	199,924
40	0.9490	0.8847	0.0643	6.8%	0.0070	0.7%	89%	True	False	164,338
60	0.9490	0.8841	0.0650	6.9%	0.0066	0.7%	89%	True	False	121,669
80	0.9490	0.8783	0.0708	7.5%	0.0062	0.7%	90%	True	False	91,318
100	0.9490	0.8783	0.0708	7.5%	0.0060	0.6%	90%	True	False	73,101
120	0.9490	0.8783	0.0708	7.5%	0.0061	0.7%	90%	True	False	60,928

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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9818
2.618	0.9692
1.618	0.9615
1.000	0.9567
0.618	0.9538
HIGH	0.9490
0.618	0.9461
0.500	0.9452
0.382	0.9443
LOW	0.9414
0.618	0.9366
1.000	0.9337
1.618	0.9289
2.618	0.9212
4.250	0.9086

Fisher Pivots for day following 16-Feb-2018
Pivot	1 day	3 day
R1	0.9452	0.9410
PP	0.9442	0.9399
S1	0.9432	0.9388

Download as Excel Spreadsheet

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

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