CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 27-Feb-2018

Day Change Summary
	Previous	Current
	26-Feb-2018	27-Feb-2018	Change	Change %	Previous Week
Open	0.9355	0.9357	0.0003	0.0%	0.9424
High	0.9412	0.9375	-0.0037	-0.4%	0.9441
Low	0.9348	0.9298	-0.0050	-0.5%	0.9282
Close	0.9365	0.9321	-0.0044	-0.5%	0.9381
Range	0.0065	0.0078	0.0013	20.9%	0.0159
ATR	0.0080	0.0080	0.0000	-0.2%	0.0000
Volume	103,093	119,138	16,045	15.6%	531,963

Daily Pivots for day following 27-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9565	0.9521	0.9364
R3	0.9487	0.9443	0.9342
R2	0.9409	0.9409	0.9335
R1	0.9365	0.9365	0.9328	0.9348
PP	0.9331	0.9331	0.9331	0.9323
S1	0.9287	0.9287	0.9314	0.9270
S2	0.9253	0.9253	0.9307
S3	0.9175	0.9209	0.9300
S4	0.9097	0.9131	0.9278

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	0.9412	0.9282	0.0131	1.4%	0.0070	0.8%	30%	False	False	117,312
10	0.9490	0.9212	0.0279	3.0%	0.0084	0.9%	39%	False	False	150,413
20	0.9490	0.9073	0.0417	4.5%	0.0083	0.9%	59%	False	False	182,399
40	0.9490	0.8850	0.0641	6.9%	0.0076	0.8%	74%	False	False	171,516
60	0.9490	0.8841	0.0650	7.0%	0.0067	0.7%	74%	False	False	134,148
80	0.9490	0.8783	0.0708	7.6%	0.0064	0.7%	76%	False	False	100,733
100	0.9490	0.8783	0.0708	7.6%	0.0061	0.7%	76%	False	False	80,641
120	0.9490	0.8783	0.0708	7.6%	0.0062	0.7%	76%	False	False	67,211

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9707
2.618	0.9580
1.618	0.9502
1.000	0.9453
0.618	0.9424
HIGH	0.9375
0.618	0.9346
0.500	0.9336
0.382	0.9327
LOW	0.9298
0.618	0.9249
1.000	0.9220
1.618	0.9171
2.618	0.9093
4.250	0.8966

Fisher Pivots for day following 27-Feb-2018
Pivot	1 day	3 day
R1	0.9336	0.9355
PP	0.9331	0.9344
S1	0.9326	0.9332

Download as Excel Spreadsheet

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

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