CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 08-Mar-2018

Day Change Summary
	Previous	Current
	07-Mar-2018	08-Mar-2018	Change	Change %	Previous Week
Open	0.9468	0.9429	-0.0040	-0.4%	0.9355
High	0.9490	0.9449	-0.0041	-0.4%	0.9510
Low	0.9421	0.9411	-0.0010	-0.1%	0.9298
Close	0.9435	0.9418	-0.0017	-0.2%	0.9482
Range	0.0069	0.0038	-0.0031	-44.9%	0.0213
ATR	0.0079	0.0076	-0.0003	-3.7%	0.0000
Volume	149,811	90,911	-58,900	-39.3%	735,025

Daily Pivots for day following 08-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9540	0.9517	0.9439
R3	0.9502	0.9479	0.9428
R2	0.9464	0.9464	0.9425
R1	0.9441	0.9441	0.9421	0.9433
PP	0.9426	0.9426	0.9426	0.9422
S1	0.9403	0.9403	0.9415	0.9395
S2	0.9388	0.9388	0.9411
S3	0.9350	0.9365	0.9408
S4	0.9312	0.9327	0.9397

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	0.9399	0.0111	1.2%	0.0068	0.7%	17%	False	False	136,709
10	0.9510	0.9298	0.0213	2.3%	0.0071	0.8%	57%	False	False	131,287
20	0.9510	0.9127	0.0384	4.1%	0.0080	0.9%	76%	False	False	156,216
40	0.9510	0.8897	0.0614	6.5%	0.0081	0.9%	85%	False	False	176,929
60	0.9510	0.8841	0.0670	7.1%	0.0069	0.7%	86%	False	False	149,549
80	0.9510	0.8841	0.0670	7.1%	0.0066	0.7%	86%	False	False	113,187
100	0.9510	0.8783	0.0728	7.7%	0.0064	0.7%	87%	False	False	90,601
120	0.9510	0.8783	0.0728	7.7%	0.0062	0.7%	87%	False	False	75,532

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	0.9610
2.618	0.9548
1.618	0.9510
1.000	0.9487
0.618	0.9472
HIGH	0.9449
0.618	0.9434
0.500	0.9430
0.382	0.9425
LOW	0.9411
0.618	0.9387
1.000	0.9373
1.618	0.9349
2.618	0.9311
4.250	0.9249

Fisher Pivots for day following 08-Mar-2018
Pivot	1 day	3 day
R1	0.9430	0.9444
PP	0.9426	0.9436
S1	0.9422	0.9427

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

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