CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 07-Mar-2018

Day Change Summary
	Previous	Current
	06-Mar-2018	07-Mar-2018	Change	Change %	Previous Week
Open	0.9482	0.9529	0.0047	0.5%	0.9411
High	0.9513	0.9548	0.0035	0.4%	0.9569
Low	0.9460	0.9481	0.0021	0.2%	0.9360
Close	0.9481	0.9495	0.0014	0.1%	0.9542
Range	0.0054	0.0068	0.0014	26.2%	0.0209
ATR	0.0075	0.0075	-0.0001	-0.8%	0.0000
Volume	3,512	9,460	5,948	169.4%	7,791

Daily Pivots for day following 07-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9710	0.9670	0.9532
R3	0.9643	0.9602	0.9513
R2	0.9575	0.9575	0.9507
R1	0.9535	0.9535	0.9501	0.9521
PP	0.9508	0.9508	0.9508	0.9501
S1	0.9467	0.9467	0.9488	0.9454
S2	0.9440	0.9440	0.9482
S3	0.9373	0.9400	0.9476
S4	0.9305	0.9332	0.9457

Weekly Pivots for week ending 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0117	1.0038	0.9656
R3	0.9908	0.9829	0.9599
R2	0.9699	0.9699	0.9580
R1	0.9620	0.9620	0.9561	0.9660
PP	0.9490	0.9490	0.9490	0.9510
S1	0.9411	0.9411	0.9522	0.9451
S2	0.9281	0.9281	0.9503
S3	0.9072	0.9202	0.9484
S4	0.8863	0.8993	0.9427

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9569	0.9397	0.0172	1.8%	0.0077	0.8%	57%	False	False	4,278
10	0.9569	0.9353	0.0216	2.3%	0.0075	0.8%	66%	False	False	2,426
20	0.9569	0.9187	0.0382	4.0%	0.0077	0.8%	81%	False	False	1,414
40	0.9569	0.8915	0.0654	6.9%	0.0076	0.8%	89%	False	False	804
60	0.9569	0.8894	0.0675	7.1%	0.0059	0.6%	89%	False	False	550

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9835
2.618	0.9725
1.618	0.9657
1.000	0.9616
0.618	0.9590
HIGH	0.9548
0.618	0.9522
0.500	0.9514
0.382	0.9506
LOW	0.9481
0.618	0.9439
1.000	0.9413
1.618	0.9371
2.618	0.9304
4.250	0.9194

Fisher Pivots for day following 07-Mar-2018
Pivot	1 day	3 day
R1	0.9514	0.9510
PP	0.9508	0.9505
S1	0.9501	0.9500

Download as Excel Spreadsheet

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

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