CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 22-Feb-2018

Day Change Summary
	Previous	Current
	21-Feb-2018	22-Feb-2018	Change	Change %	Previous Week
Open	0.9334	0.9294	-0.0040	-0.4%	0.9206
High	0.9335	0.9393	0.0059	0.6%	0.9490
Low	0.9282	0.9292	0.0010	0.1%	0.9202
Close	0.9292	0.9390	0.0098	1.1%	0.9422
Range	0.0053	0.0102	0.0049	92.5%	0.0289
ATR	0.0082	0.0083	0.0001	1.8%	0.0000
Volume	132,510	140,091	7,581	5.7%	857,843

Daily Pivots for day following 22-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9664	0.9629	0.9446
R3	0.9562	0.9527	0.9418
R2	0.9460	0.9460	0.9409
R1	0.9425	0.9425	0.9399	0.9443
PP	0.9358	0.9358	0.9358	0.9367
S1	0.9323	0.9323	0.9381	0.9341
S2	0.9256	0.9256	0.9371
S3	0.9154	0.9221	0.9362
S4	0.9052	0.9119	0.9334

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%	0.0085	0.9%	52%	False	False	154,870
10	0.9490	0.9127	0.0364	3.9%	0.0090	1.0%	72%	False	False	181,145
20	0.9490	0.9073	0.0417	4.4%	0.0088	0.9%	76%	False	False	198,495
40	0.9490	0.8850	0.0641	6.8%	0.0074	0.8%	84%	False	False	168,636
60	0.9490	0.8841	0.0650	6.9%	0.0067	0.7%	85%	False	False	128,975
80	0.9490	0.8783	0.0708	7.5%	0.0064	0.7%	86%	False	False	96,812
100	0.9490	0.8783	0.0708	7.5%	0.0060	0.6%	86%	False	False	77,502
120	0.9490	0.8783	0.0708	7.5%	0.0062	0.7%	86%	False	False	64,597

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9827
2.618	0.9661
1.618	0.9559
1.000	0.9495
0.618	0.9457
HIGH	0.9393
0.618	0.9355
0.500	0.9342
0.382	0.9330
LOW	0.9292
0.618	0.9228
1.000	0.9190
1.618	0.9126
2.618	0.9024
4.250	0.8858

Fisher Pivots for day following 22-Feb-2018
Pivot	1 day	3 day
R1	0.9374	0.9380
PP	0.9358	0.9371
S1	0.9342	0.9361

Download as Excel Spreadsheet

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

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