CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 24-Feb-2021

Day Change Summary
	Previous	Current
	23-Feb-2021	24-Feb-2021	Change	Change %	Previous Week
Open	0.9521	0.9504	-0.0017	-0.2%	0.9531
High	0.9533	0.9508	-0.0025	-0.3%	0.9532
Low	0.9486	0.9426	-0.0061	-0.6%	0.9416
Close	0.9496	0.9441	-0.0056	-0.6%	0.9481
Range	0.0047	0.0083	0.0036	77.4%	0.0116
ATR	0.0048	0.0051	0.0002	5.1%	0.0000
Volume	84,066	130,195	46,129	54.9%	456,936

Daily Pivots for day following 24-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9706	0.9656	0.9486
R3	0.9623	0.9573	0.9463
R2	0.9541	0.9541	0.9456
R1	0.9491	0.9491	0.9448	0.9474
PP	0.9458	0.9458	0.9458	0.9450
S1	0.9408	0.9408	0.9433	0.9392
S2	0.9376	0.9376	0.9425
S3	0.9293	0.9326	0.9418
S4	0.9211	0.9243	0.9395

Weekly Pivots for week ending 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9824	0.9769	0.9545
R3	0.9708	0.9653	0.9513
R2	0.9592	0.9592	0.9502
R1	0.9537	0.9537	0.9492	0.9506
PP	0.9476	0.9476	0.9476	0.9461
S1	0.9421	0.9421	0.9470	0.9390
S2	0.9360	0.9360	0.9460
S3	0.9244	0.9305	0.9449
S4	0.9128	0.9189	0.9417

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9533	0.9426	0.0107	1.1%	0.0057	0.6%	14%	False	True	103,422
10	0.9580	0.9416	0.0164	1.7%	0.0053	0.6%	15%	False	False	99,749
20	0.9658	0.9416	0.0243	2.6%	0.0050	0.5%	10%	False	False	97,151
40	0.9755	0.9416	0.0339	3.6%	0.0048	0.5%	7%	False	False	89,700
60	0.9755	0.9416	0.0339	3.6%	0.0048	0.5%	7%	False	False	81,719
80	0.9755	0.9416	0.0339	3.6%	0.0051	0.5%	7%	False	False	61,327
100	0.9755	0.9416	0.0339	3.6%	0.0049	0.5%	7%	False	False	49,089
120	0.9755	0.9416	0.0339	3.6%	0.0047	0.5%	7%	False	False	40,912

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9859
2.618	0.9724
1.618	0.9641
1.000	0.9591
0.618	0.9559
HIGH	0.9508
0.618	0.9476
0.500	0.9467
0.382	0.9457
LOW	0.9426
0.618	0.9375
1.000	0.9343
1.618	0.9292
2.618	0.9210
4.250	0.9075

Fisher Pivots for day following 24-Feb-2021
Pivot	1 day	3 day
R1	0.9467	0.9479
PP	0.9458	0.9466
S1	0.9449	0.9453

Download as Excel Spreadsheet

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

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