CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 29-Dec-2020

Day Change Summary
	Previous	Current
	28-Dec-2020	29-Dec-2020	Change	Change %	Previous Week
Open	0.9665	0.9644	-0.0021	-0.2%	0.9689
High	0.9683	0.9673	-0.0009	-0.1%	0.9700
Low	0.9636	0.9641	0.0006	0.1%	0.9638
Close	0.9642	0.9668	0.0027	0.3%	0.9660
Range	0.0047	0.0032	-0.0015	-30.9%	0.0062
ATR	0.0048	0.0047	-0.0001	-2.3%	0.0000
Volume	75,438	67,038	-8,400	-11.1%	315,167

Daily Pivots for day following 29-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9758	0.9746	0.9686
R3	0.9726	0.9713	0.9677
R2	0.9693	0.9693	0.9674
R1	0.9681	0.9681	0.9671	0.9687
PP	0.9661	0.9661	0.9661	0.9664
S1	0.9648	0.9648	0.9665	0.9655
S2	0.9628	0.9628	0.9662
S3	0.9596	0.9616	0.9659
S4	0.9563	0.9583	0.9650

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9852	0.9818	0.9694
R3	0.9790	0.9756	0.9677
R2	0.9728	0.9728	0.9671
R1	0.9694	0.9694	0.9665	0.9680
PP	0.9666	0.9666	0.9666	0.9659
S1	0.9632	0.9632	0.9654	0.9618
S2	0.9604	0.9604	0.9648
S3	0.9542	0.9570	0.9642
S4	0.9480	0.9508	0.9625

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9699	0.9636	0.0063	0.7%	0.0035	0.4%	52%	False	False	69,364
10	0.9736	0.9614	0.0122	1.3%	0.0046	0.5%	44%	False	False	86,419
20	0.9736	0.9562	0.0174	1.8%	0.0045	0.5%	61%	False	False	72,787
40	0.9736	0.9478	0.0259	2.7%	0.0053	0.6%	74%	False	False	36,512
60	0.9736	0.9444	0.0293	3.0%	0.0048	0.5%	77%	False	False	24,387
80	0.9736	0.9427	0.0309	3.2%	0.0047	0.5%	78%	False	False	18,299

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

Fibonacci Retracements and Extensions
4.250	0.9812
2.618	0.9759
1.618	0.9726
1.000	0.9706
0.618	0.9694
HIGH	0.9673
0.618	0.9661
0.500	0.9657
0.382	0.9653
LOW	0.9641
0.618	0.9621
1.000	0.9609
1.618	0.9588
2.618	0.9556
4.250	0.9503

Fisher Pivots for day following 29-Dec-2020
Pivot	1 day	3 day
R1	0.9664	0.9665
PP	0.9661	0.9662
S1	0.9657	0.9659

Download as Excel Spreadsheet

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

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