CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 21-Feb-2018

Day Change Summary
	Previous	Current
	20-Feb-2018	21-Feb-2018	Change	Change %	Previous Week
Open	0.9424	0.9334	-0.0091	-1.0%	0.9206
High	0.9441	0.9335	-0.0106	-1.1%	0.9490
Low	0.9327	0.9282	-0.0046	-0.5%	0.9202
Close	0.9337	0.9292	-0.0045	-0.5%	0.9422
Range	0.0114	0.0053	-0.0061	-53.3%	0.0289
ATR	0.0084	0.0082	-0.0002	-2.4%	0.0000
Volume	167,634	132,510	-35,124	-21.0%	857,843

Daily Pivots for day following 21-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9462	0.9430	0.9321
R3	0.9409	0.9377	0.9307
R2	0.9356	0.9356	0.9302
R1	0.9324	0.9324	0.9297	0.9313
PP	0.9303	0.9303	0.9303	0.9297
S1	0.9271	0.9271	0.9287	0.9260
S2	0.9250	0.9250	0.9282
S3	0.9197	0.9218	0.9277
S4	0.9144	0.9165	0.9263

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	0.9282	0.0209	2.2%	0.0086	0.9%	5%	False	True	174,741
10	0.9490	0.9127	0.0364	3.9%	0.0086	0.9%	45%	False	False	186,365
20	0.9490	0.9073	0.0417	4.5%	0.0088	1.0%	52%	False	False	202,213
40	0.9490	0.8850	0.0641	6.9%	0.0072	0.8%	69%	False	False	166,917
60	0.9490	0.8841	0.0650	7.0%	0.0066	0.7%	69%	False	False	126,652
80	0.9490	0.8783	0.0708	7.6%	0.0063	0.7%	72%	False	False	95,063
100	0.9490	0.8783	0.0708	7.6%	0.0060	0.6%	72%	False	False	76,102
120	0.9490	0.8783	0.0708	7.6%	0.0061	0.7%	72%	False	False	63,430

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9560
2.618	0.9473
1.618	0.9420
1.000	0.9388
0.618	0.9367
HIGH	0.9335
0.618	0.9314
0.500	0.9308
0.382	0.9302
LOW	0.9282
0.618	0.9249
1.000	0.9229
1.618	0.9196
2.618	0.9143
4.250	0.9056

Fisher Pivots for day following 21-Feb-2018
Pivot	1 day	3 day
R1	0.9308	0.9386
PP	0.9303	0.9355
S1	0.9297	0.9323

Download as Excel Spreadsheet

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

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