CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 20-Feb-2018

Day Change Summary
	Previous	Current
	16-Feb-2018	20-Feb-2018	Change	Change %	Previous Week
Open	0.9438	0.9424	-0.0014	-0.1%	0.9206
High	0.9490	0.9441	-0.0050	-0.5%	0.9490
Low	0.9414	0.9327	-0.0087	-0.9%	0.9202
Close	0.9422	0.9337	-0.0085	-0.9%	0.9422
Range	0.0077	0.0114	0.0037	47.4%	0.0289
ATR	0.0081	0.0084	0.0002	2.8%	0.0000
Volume	153,057	167,634	14,577	9.5%	857,843

Daily Pivots for day following 20-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9709	0.9636	0.9399
R3	0.9595	0.9523	0.9368
R2	0.9482	0.9482	0.9357
R1	0.9409	0.9409	0.9347	0.9389
PP	0.9368	0.9368	0.9368	0.9358
S1	0.9296	0.9296	0.9326	0.9275
S2	0.9255	0.9255	0.9316
S3	0.9141	0.9182	0.9305
S4	0.9028	0.9069	0.9274

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	0.9212	0.0279	3.0%	0.0099	1.1%	45%	False	False	183,514
10	0.9490	0.9127	0.0364	3.9%	0.0091	1.0%	58%	False	False	213,566
20	0.9490	0.9021	0.0470	5.0%	0.0090	1.0%	67%	False	False	203,396
40	0.9490	0.8847	0.0643	6.9%	0.0071	0.8%	76%	False	False	165,705
60	0.9490	0.8841	0.0650	7.0%	0.0067	0.7%	76%	False	False	124,459
80	0.9490	0.8783	0.0708	7.6%	0.0063	0.7%	78%	False	False	93,409
100	0.9490	0.8783	0.0708	7.6%	0.0060	0.6%	78%	False	False	74,777
120	0.9490	0.8783	0.0708	7.6%	0.0062	0.7%	78%	False	False	62,325

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	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9923
2.618	0.9738
1.618	0.9624
1.000	0.9554
0.618	0.9511
HIGH	0.9441
0.618	0.9397
0.500	0.9384
0.382	0.9370
LOW	0.9327
0.618	0.9257
1.000	0.9214
1.618	0.9143
2.618	0.9030
4.250	0.8845

Fisher Pivots for day following 20-Feb-2018
Pivot	1 day	3 day
R1	0.9384	0.9409
PP	0.9368	0.9385
S1	0.9352	0.9361

Download as Excel Spreadsheet

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

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