CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 06-Mar-2018

Day Change Summary
	Previous	Current
	05-Mar-2018	06-Mar-2018	Change	Change %	Previous Week
Open	0.9477	0.9421	-0.0056	-0.6%	0.9355
High	0.9500	0.9454	-0.0046	-0.5%	0.9510
Low	0.9420	0.9399	-0.0021	-0.2%	0.9298
Close	0.9423	0.9421	-0.0002	0.0%	0.9482
Range	0.0080	0.0055	-0.0025	-31.3%	0.0213
ATR	0.0082	0.0080	-0.0002	-2.3%	0.0000
Volume	111,492	133,911	22,419	20.1%	735,025

Daily Pivots for day following 06-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9590	0.9560	0.9451
R3	0.9535	0.9505	0.9436
R2	0.9480	0.9480	0.9431
R1	0.9450	0.9450	0.9426	0.9449
PP	0.9425	0.9425	0.9425	0.9424
S1	0.9395	0.9395	0.9416	0.9394
S2	0.9370	0.9370	0.9411
S3	0.9315	0.9340	0.9406
S4	0.9260	0.9285	0.9391

Weekly Pivots for week ending 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0067	0.9987	0.9599
R3	0.9855	0.9775	0.9540
R2	0.9642	0.9642	0.9521
R1	0.9562	0.9562	0.9501	0.9602
PP	0.9430	0.9430	0.9430	0.9450
S1	0.9350	0.9350	0.9463	0.9390
S2	0.9217	0.9217	0.9443
S3	0.9005	0.9137	0.9424
S4	0.8792	0.8925	0.9365

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9510	0.9310	0.0200	2.1%	0.0081	0.9%	56%	False	False	151,639
10	0.9510	0.9282	0.0229	2.4%	0.0076	0.8%	61%	False	False	134,475
20	0.9510	0.9127	0.0384	4.1%	0.0083	0.9%	77%	False	False	174,021
40	0.9510	0.8850	0.0661	7.0%	0.0081	0.9%	87%	False	False	177,369
60	0.9510	0.8841	0.0670	7.1%	0.0069	0.7%	87%	False	False	146,046
80	0.9510	0.8831	0.0679	7.2%	0.0066	0.7%	87%	False	False	110,185
100	0.9510	0.8783	0.0728	7.7%	0.0063	0.7%	88%	False	False	88,194
120	0.9510	0.8783	0.0728	7.7%	0.0062	0.7%	88%	False	False	73,528

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9688
2.618	0.9598
1.618	0.9543
1.000	0.9509
0.618	0.9488
HIGH	0.9454
0.618	0.9433
0.500	0.9427
0.382	0.9420
LOW	0.9399
0.618	0.9365
1.000	0.9344
1.618	0.9310
2.618	0.9255
4.250	0.9165

Fisher Pivots for day following 06-Mar-2018
Pivot	1 day	3 day
R1	0.9427	0.9455
PP	0.9425	0.9443
S1	0.9423	0.9432

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

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