CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 13-Mar-2018

Day Change Summary
	Previous	Current
	12-Mar-2018	13-Mar-2018	Change	Change %	Previous Week
Open	0.9371	0.9397	0.0026	0.3%	0.9477
High	0.9412	0.9416	0.0004	0.0%	0.9500
Low	0.9350	0.9323	-0.0028	-0.3%	0.9346
Close	0.9406	0.9384	-0.0022	-0.2%	0.9371
Range	0.0062	0.0093	0.0031	50.0%	0.0155
ATR	0.0075	0.0076	0.0001	1.7%	0.0000
Volume	140,394	159,047	18,653	13.3%	632,772

Daily Pivots for day following 13-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9653	0.9612	0.9435
R3	0.9560	0.9519	0.9410
R2	0.9467	0.9467	0.9401
R1	0.9426	0.9426	0.9393	0.9400
PP	0.9374	0.9374	0.9374	0.9361
S1	0.9333	0.9333	0.9375	0.9307
S2	0.9281	0.9281	0.9367
S3	0.9188	0.9240	0.9358
S4	0.9095	0.9147	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	0.9490	0.9323	0.0167	1.8%	0.0066	0.7%	37%	False	True	137,362
10	0.9510	0.9310	0.0200	2.1%	0.0074	0.8%	37%	False	False	144,500
20	0.9510	0.9212	0.0299	3.2%	0.0079	0.8%	58%	False	False	147,457
40	0.9510	0.8998	0.0513	5.5%	0.0081	0.9%	75%	False	False	172,137
60	0.9510	0.8847	0.0663	7.1%	0.0070	0.7%	81%	False	False	153,417
80	0.9510	0.8841	0.0670	7.1%	0.0068	0.7%	81%	False	False	118,754
100	0.9510	0.8783	0.0728	7.8%	0.0065	0.7%	83%	False	False	95,059
120	0.9510	0.8783	0.0728	7.8%	0.0062	0.7%	83%	False	False	79,248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9811
2.618	0.9659
1.618	0.9566
1.000	0.9509
0.618	0.9473
HIGH	0.9416
0.618	0.9380
0.500	0.9369
0.382	0.9358
LOW	0.9323
0.618	0.9265
1.000	0.9230
1.618	0.9172
2.618	0.9079
4.250	0.8927

Fisher Pivots for day following 13-Mar-2018
Pivot	1 day	3 day
R1	0.9379	0.9379
PP	0.9374	0.9374
S1	0.9369	0.9369

Download as Excel Spreadsheet

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

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