CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 17-Dec-2020

Day Change Summary
	Previous	Current
	16-Dec-2020	17-Dec-2020	Change	Change %	Previous Week
Open	0.9660	0.9681	0.0021	0.2%	0.9614
High	0.9699	0.9736	0.0038	0.4%	0.9647
Low	0.9638	0.9671	0.0033	0.3%	0.9577
Close	0.9665	0.9713	0.0048	0.5%	0.9630
Range	0.0061	0.0066	0.0005	7.4%	0.0070
ATR	0.0050	0.0051	0.0002	3.1%	0.0000
Volume	114,872	115,395	523	0.5%	454,152

Daily Pivots for day following 17-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9903	0.9873	0.9749
R3	0.9837	0.9808	0.9731
R2	0.9772	0.9772	0.9725
R1	0.9742	0.9742	0.9719	0.9757
PP	0.9706	0.9706	0.9706	0.9714
S1	0.9677	0.9677	0.9706	0.9692
S2	0.9641	0.9641	0.9700
S3	0.9575	0.9611	0.9694
S4	0.9510	0.9546	0.9676

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9826	0.9797	0.9668
R3	0.9757	0.9728	0.9649
R2	0.9687	0.9687	0.9642
R1	0.9658	0.9658	0.9636	0.9673
PP	0.9618	0.9618	0.9618	0.9625
S1	0.9589	0.9589	0.9623	0.9603
S2	0.9548	0.9548	0.9617
S3	0.9479	0.9519	0.9610
S4	0.9409	0.9450	0.9591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9736	0.9606	0.0131	1.3%	0.0055	0.6%	82%	True	False	112,934
10	0.9736	0.9577	0.0159	1.6%	0.0045	0.5%	85%	True	False	89,650
20	0.9736	0.9562	0.0174	1.8%	0.0048	0.5%	86%	True	False	45,500
40	0.9736	0.9478	0.0259	2.7%	0.0054	0.6%	91%	True	False	22,839
60	0.9736	0.9444	0.0293	3.0%	0.0048	0.5%	92%	True	False	15,241
80	0.9736	0.9386	0.0350	3.6%	0.0048	0.5%	93%	True	False	11,436

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.0014
2.618	0.9907
1.618	0.9842
1.000	0.9802
0.618	0.9776
HIGH	0.9736
0.618	0.9711
0.500	0.9703
0.382	0.9696
LOW	0.9671
0.618	0.9630
1.000	0.9605
1.618	0.9565
2.618	0.9499
4.250	0.9392

Fisher Pivots for day following 17-Dec-2020
Pivot	1 day	3 day
R1	0.9709	0.9700
PP	0.9706	0.9688
S1	0.9703	0.9675

Download as Excel Spreadsheet

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

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