CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 09-Mar-2018

Day Change Summary
	Previous	Current
	08-Mar-2018	09-Mar-2018	Change	Change %	Previous Week
Open	0.9429	0.9414	-0.0015	-0.2%	0.9477
High	0.9449	0.9416	-0.0033	-0.3%	0.9500
Low	0.9411	0.9346	-0.0065	-0.7%	0.9346
Close	0.9418	0.9371	-0.0047	-0.5%	0.9371
Range	0.0038	0.0070	0.0032	84.2%	0.0155
ATR	0.0076	0.0076	0.0000	-0.3%	0.0000
Volume	90,911	146,647	55,736	61.3%	632,772

Daily Pivots for day following 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9587	0.9549	0.9410
R3	0.9517	0.9479	0.9390
R2	0.9447	0.9447	0.9384
R1	0.9409	0.9409	0.9377	0.9393
PP	0.9377	0.9377	0.9377	0.9369
S1	0.9339	0.9339	0.9365	0.9323
S2	0.9307	0.9307	0.9358
S3	0.9237	0.9269	0.9352
S4	0.9167	0.9199	0.9333

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9869	0.9775	0.9456
R3	0.9715	0.9620	0.9413
R2	0.9560	0.9560	0.9399
R1	0.9466	0.9466	0.9385	0.9436
PP	0.9406	0.9406	0.9406	0.9391
S1	0.9311	0.9311	0.9357	0.9281
S2	0.9251	0.9251	0.9343
S3	0.9097	0.9157	0.9329
S4	0.8942	0.9002	0.9286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9500	0.9346	0.0155	1.6%	0.0062	0.7%	17%	False	True	126,554
10	0.9510	0.9298	0.0213	2.3%	0.0073	0.8%	35%	False	False	136,779
20	0.9510	0.9167	0.0344	3.7%	0.0079	0.8%	60%	False	False	151,990
40	0.9510	0.8969	0.0542	5.8%	0.0080	0.9%	74%	False	False	174,255
60	0.9510	0.8841	0.0670	7.1%	0.0069	0.7%	79%	False	False	151,242
80	0.9510	0.8841	0.0670	7.1%	0.0067	0.7%	79%	False	False	115,019
100	0.9510	0.8783	0.0728	7.8%	0.0064	0.7%	81%	False	False	92,067
120	0.9510	0.8783	0.0728	7.8%	0.0061	0.7%	81%	False	False	76,754

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	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9713
2.618	0.9599
1.618	0.9529
1.000	0.9486
0.618	0.9459
HIGH	0.9416
0.618	0.9389
0.500	0.9381
0.382	0.9372
LOW	0.9346
0.618	0.9302
1.000	0.9276
1.618	0.9232
2.618	0.9162
4.250	0.9048

Fisher Pivots for day following 09-Mar-2018
Pivot	1 day	3 day
R1	0.9381	0.9418
PP	0.9377	0.9402
S1	0.9374	0.9387

Download as Excel Spreadsheet

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

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