CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 21-Dec-2020

Day Change Summary
	Previous	Current
	18-Dec-2020	21-Dec-2020	Change	Change %	Previous Week
Open	0.9713	0.9689	-0.0024	-0.2%	0.9633
High	0.9713	0.9700	-0.0013	-0.1%	0.9736
Low	0.9666	0.9638	-0.0028	-0.3%	0.9614
Close	0.9695	0.9693	-0.0002	0.0%	0.9695
Range	0.0047	0.0062	0.0016	33.3%	0.0122
ATR	0.0051	0.0052	0.0001	1.5%	0.0000
Volume	91,424	110,821	19,397	21.2%	522,393

Daily Pivots for day following 21-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9863	0.9840	0.9727
R3	0.9801	0.9778	0.9710
R2	0.9739	0.9739	0.9704
R1	0.9716	0.9716	0.9698	0.9727
PP	0.9677	0.9677	0.9677	0.9683
S1	0.9654	0.9654	0.9687	0.9665
S2	0.9615	0.9615	0.9681
S3	0.9553	0.9592	0.9675
S4	0.9491	0.9530	0.9658

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.0048	0.9993	0.9762
R3	0.9926	0.9871	0.9728
R2	0.9804	0.9804	0.9717
R1	0.9749	0.9749	0.9706	0.9776
PP	0.9682	0.9682	0.9682	0.9695
S1	0.9627	0.9627	0.9683	0.9654
S2	0.9560	0.9560	0.9672
S3	0.9438	0.9505	0.9661
S4	0.9316	0.9383	0.9627

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9736	0.9614	0.0122	1.3%	0.0057	0.6%	64%	False	False	103,475
10	0.9736	0.9577	0.0159	1.6%	0.0048	0.5%	73%	False	False	104,960
20	0.9736	0.9562	0.0174	1.8%	0.0050	0.5%	75%	False	False	55,574
40	0.9736	0.9478	0.0259	2.7%	0.0055	0.6%	83%	False	False	27,894
60	0.9736	0.9444	0.0293	3.0%	0.0049	0.5%	85%	False	False	18,610
80	0.9736	0.9386	0.0350	3.6%	0.0048	0.5%	88%	False	False	13,964

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9964
2.618	0.9862
1.618	0.9800
1.000	0.9762
0.618	0.9738
HIGH	0.9700
0.618	0.9676
0.500	0.9669
0.382	0.9662
LOW	0.9638
0.618	0.9600
1.000	0.9576
1.618	0.9538
2.618	0.9476
4.250	0.9375

Fisher Pivots for day following 21-Dec-2020
Pivot	1 day	3 day
R1	0.9685	0.9691
PP	0.9677	0.9689
S1	0.9669	0.9687

Download as Excel Spreadsheet

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

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