CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 23-Feb-2018

Day Change Summary
	Previous	Current
	22-Feb-2018	23-Feb-2018	Change	Change %	Previous Week
Open	0.9294	0.9379	0.0085	0.9%	0.9424
High	0.9393	0.9401	0.0007	0.1%	0.9441
Low	0.9292	0.9346	0.0055	0.6%	0.9282
Close	0.9390	0.9381	-0.0009	-0.1%	0.9381
Range	0.0102	0.0055	-0.0047	-46.6%	0.0159
ATR	0.0083	0.0081	-0.0002	-2.5%	0.0000
Volume	140,091	91,728	-48,363	-34.5%	531,963

Daily Pivots for day following 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9539	0.9515	0.9411
R3	0.9485	0.9460	0.9396
R2	0.9430	0.9430	0.9391
R1	0.9406	0.9406	0.9386	0.9418
PP	0.9376	0.9376	0.9376	0.9382
S1	0.9351	0.9351	0.9376	0.9364
S2	0.9321	0.9321	0.9371
S3	0.9267	0.9297	0.9366
S4	0.9212	0.9242	0.9351

Weekly Pivots for week ending 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9845	0.9772	0.9468
R3	0.9686	0.9613	0.9425
R2	0.9527	0.9527	0.9410
R1	0.9454	0.9454	0.9396	0.9411
PP	0.9368	0.9368	0.9368	0.9346
S1	0.9295	0.9295	0.9366	0.9252
S2	0.9209	0.9209	0.9352
S3	0.9050	0.9136	0.9337
S4	0.8891	0.8977	0.9294

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%	0.0080	0.9%	48%	False	False	137,004
10	0.9490	0.9167	0.0324	3.5%	0.0085	0.9%	66%	False	False	167,201
20	0.9490	0.9073	0.0417	4.5%	0.0085	0.9%	74%	False	False	190,385
40	0.9490	0.8850	0.0641	6.8%	0.0075	0.8%	83%	False	False	170,083
60	0.9490	0.8841	0.0650	6.9%	0.0067	0.7%	83%	False	False	130,478
80	0.9490	0.8783	0.0708	7.5%	0.0064	0.7%	85%	False	False	97,956
100	0.9490	0.8783	0.0708	7.5%	0.0060	0.6%	85%	False	False	78,419
120	0.9490	0.8783	0.0708	7.5%	0.0062	0.7%	85%	False	False	65,361

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9632
2.618	0.9543
1.618	0.9489
1.000	0.9455
0.618	0.9434
HIGH	0.9401
0.618	0.9380
0.500	0.9373
0.382	0.9367
LOW	0.9346
0.618	0.9312
1.000	0.9292
1.618	0.9258
2.618	0.9203
4.250	0.9114

Fisher Pivots for day following 23-Feb-2018
Pivot	1 day	3 day
R1	0.9378	0.9368
PP	0.9376	0.9354
S1	0.9373	0.9341

Download as Excel Spreadsheet

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

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