CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 01-Mar-2018

Day Change Summary
	Previous	Current
	28-Feb-2018	01-Mar-2018	Change	Change %	Previous Week
Open	0.9327	0.9386	0.0059	0.6%	0.9424
High	0.9395	0.9429	0.0034	0.4%	0.9441
Low	0.9310	0.9337	0.0027	0.3%	0.9282
Close	0.9386	0.9420	0.0034	0.4%	0.9381
Range	0.0085	0.0092	0.0008	8.9%	0.0159
ATR	0.0080	0.0081	0.0001	1.1%	0.0000
Volume	126,134	189,238	63,104	50.0%	531,963

Daily Pivots for day following 01-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9671	0.9638	0.9471
R3	0.9579	0.9546	0.9445
R2	0.9487	0.9487	0.9437
R1	0.9454	0.9454	0.9428	0.9470
PP	0.9395	0.9395	0.9395	0.9403
S1	0.9362	0.9362	0.9412	0.9378
S2	0.9303	0.9303	0.9403
S3	0.9211	0.9270	0.9395
S4	0.9119	0.9178	0.9369

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	0.9429	0.9298	0.0131	1.4%	0.0075	0.8%	94%	True	False	125,866
10	0.9490	0.9282	0.0209	2.2%	0.0080	0.8%	66%	False	False	140,368
20	0.9490	0.9073	0.0417	4.4%	0.0085	0.9%	83%	False	False	181,635
40	0.9490	0.8850	0.0641	6.8%	0.0078	0.8%	89%	False	False	174,967
60	0.9490	0.8841	0.0650	6.9%	0.0067	0.7%	89%	False	False	139,196
80	0.9490	0.8783	0.0708	7.5%	0.0065	0.7%	90%	False	False	104,655
100	0.9490	0.8783	0.0708	7.5%	0.0062	0.7%	90%	False	False	83,771
120	0.9490	0.8783	0.0708	7.5%	0.0062	0.7%	90%	False	False	69,838

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9820
2.618	0.9669
1.618	0.9577
1.000	0.9521
0.618	0.9485
HIGH	0.9429
0.618	0.9393
0.500	0.9383
0.382	0.9372
LOW	0.9337
0.618	0.9280
1.000	0.9245
1.618	0.9188
2.618	0.9096
4.250	0.8946

Fisher Pivots for day following 01-Mar-2018
Pivot	1 day	3 day
R1	0.9408	0.9401
PP	0.9395	0.9382
S1	0.9383	0.9363

Download as Excel Spreadsheet

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

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