CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 15-Mar-2018

Day Change Summary
	Previous	Current
	14-Mar-2018	15-Mar-2018	Change	Change %	Previous Week
Open	0.9396	0.9407	0.0011	0.1%	0.9477
High	0.9431	0.9454	0.0023	0.2%	0.9500
Low	0.9371	0.9399	0.0029	0.3%	0.9346
Close	0.9414	0.9413	-0.0001	0.0%	0.9371
Range	0.0061	0.0055	-0.0005	-8.3%	0.0155
ATR	0.0075	0.0074	-0.0001	-1.9%	0.0000
Volume	173,935	150,968	-22,967	-13.2%	632,772

Daily Pivots for day following 15-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9589	0.9556	0.9444
R3	0.9533	0.9501	0.9428
R2	0.9478	0.9478	0.9423
R1	0.9445	0.9445	0.9418	0.9461
PP	0.9422	0.9422	0.9422	0.9430
S1	0.9390	0.9390	0.9408	0.9406
S2	0.9367	0.9367	0.9403
S3	0.9311	0.9334	0.9398
S4	0.9256	0.9279	0.9382

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	0.9454	0.9323	0.0132	1.4%	0.0068	0.7%	69%	True	False	154,198
10	0.9510	0.9323	0.0188	2.0%	0.0068	0.7%	48%	False	False	145,453
20	0.9510	0.9282	0.0229	2.4%	0.0074	0.8%	58%	False	False	142,911
40	0.9510	0.8998	0.0513	5.4%	0.0079	0.8%	81%	False	False	170,032
60	0.9510	0.8847	0.0663	7.0%	0.0070	0.7%	85%	False	False	154,699
80	0.9510	0.8841	0.0670	7.1%	0.0068	0.7%	86%	False	False	122,810
100	0.9510	0.8783	0.0728	7.7%	0.0065	0.7%	87%	False	False	98,299
120	0.9510	0.8783	0.0728	7.7%	0.0062	0.7%	87%	False	False	81,954

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
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	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9690
2.618	0.9600
1.618	0.9544
1.000	0.9510
0.618	0.9489
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	0.9309
2.618	0.9254
4.250	0.9163

Fisher Pivots for day following 15-Mar-2018
Pivot	1 day	3 day
R1	0.9427	0.9405
PP	0.9422	0.9397
S1	0.9418	0.9388

Download as Excel Spreadsheet

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

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