CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 28-Feb-2018

Day Change Summary
	Previous	Current
	27-Feb-2018	28-Feb-2018	Change	Change %	Previous Week
Open	0.9357	0.9327	-0.0030	-0.3%	0.9424
High	0.9375	0.9395	0.0019	0.2%	0.9441
Low	0.9298	0.9310	0.0013	0.1%	0.9282
Close	0.9321	0.9386	0.0065	0.7%	0.9381
Range	0.0078	0.0085	0.0007	8.3%	0.0159
ATR	0.0080	0.0080	0.0000	0.4%	0.0000
Volume	119,138	126,134	6,996	5.9%	531,963

Daily Pivots for day following 28-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9617	0.9586	0.9432
R3	0.9533	0.9502	0.9409
R2	0.9448	0.9448	0.9401
R1	0.9417	0.9417	0.9394	0.9433
PP	0.9364	0.9364	0.9364	0.9371
S1	0.9333	0.9333	0.9378	0.9348
S2	0.9279	0.9279	0.9371
S3	0.9195	0.9248	0.9363
S4	0.9110	0.9164	0.9340

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	0.9292	0.0121	1.3%	0.0077	0.8%	78%	False	False	116,036
10	0.9490	0.9282	0.0209	2.2%	0.0081	0.9%	50%	False	False	145,389
20	0.9490	0.9073	0.0417	4.4%	0.0084	0.9%	75%	False	False	180,436
40	0.9490	0.8850	0.0641	6.8%	0.0077	0.8%	84%	False	False	172,656
60	0.9490	0.8841	0.0650	6.9%	0.0068	0.7%	84%	False	False	136,175
80	0.9490	0.8783	0.0708	7.5%	0.0065	0.7%	85%	False	False	102,308
100	0.9490	0.8783	0.0708	7.5%	0.0062	0.7%	85%	False	False	81,901
120	0.9490	0.8783	0.0708	7.5%	0.0062	0.7%	85%	False	False	68,261

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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9754
2.618	0.9616
1.618	0.9531
1.000	0.9479
0.618	0.9447
HIGH	0.9395
0.618	0.9362
0.500	0.9352
0.382	0.9342
LOW	0.9310
0.618	0.9258
1.000	0.9226
1.618	0.9173
2.618	0.9089
4.250	0.8951

Fisher Pivots for day following 28-Feb-2018
Pivot	1 day	3 day
R1	0.9375	0.9376
PP	0.9364	0.9365
S1	0.9352	0.9355

Download as Excel Spreadsheet

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

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