CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 06-Jan-2021

Day Change Summary
	Previous	Current
	05-Jan-2021	06-Jan-2021	Change	Change %	Previous Week
Open	0.9703	0.9745	0.0042	0.4%	0.9665
High	0.9754	0.9755	0.0001	0.0%	0.9721
Low	0.9698	0.9673	-0.0025	-0.3%	0.9636
Close	0.9750	0.9704	-0.0046	-0.5%	0.9689
Range	0.0056	0.0081	0.0026	45.9%	0.0086
ATR	0.0048	0.0050	0.0002	4.9%	0.0000
Volume	81,996	132,584	50,588	61.7%	277,041

Daily Pivots for day following 06-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9954	0.9910	0.9748
R3	0.9873	0.9829	0.9726
R2	0.9792	0.9792	0.9718
R1	0.9748	0.9748	0.9711	0.9729
PP	0.9710	0.9710	0.9710	0.9701
S1	0.9666	0.9666	0.9696	0.9648
S2	0.9629	0.9629	0.9689
S3	0.9548	0.9585	0.9681
S4	0.9467	0.9504	0.9659

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9938	0.9899	0.9736
R3	0.9853	0.9814	0.9713
R2	0.9767	0.9767	0.9705
R1	0.9728	0.9728	0.9697	0.9748
PP	0.9682	0.9682	0.9682	0.9692
S1	0.9643	0.9643	0.9681	0.9662
S2	0.9596	0.9596	0.9673
S3	0.9511	0.9557	0.9665
S4	0.9425	0.9472	0.9642

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9755	0.9662	0.0093	1.0%	0.0057	0.6%	45%	True	False	88,396
10	0.9755	0.9636	0.0119	1.2%	0.0046	0.5%	57%	True	False	78,880
20	0.9755	0.9577	0.0178	1.8%	0.0047	0.5%	71%	True	False	91,920
40	0.9755	0.9478	0.0277	2.9%	0.0053	0.5%	82%	True	False	47,552
60	0.9755	0.9478	0.0277	2.9%	0.0051	0.5%	82%	True	False	31,745
80	0.9755	0.9444	0.0311	3.2%	0.0049	0.5%	84%	True	False	23,823
100	0.9755	0.9380	0.0375	3.9%	0.0048	0.5%	86%	True	False	19,059

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	1.0099
2.618	0.9967
1.618	0.9886
1.000	0.9836
0.618	0.9805
HIGH	0.9755
0.618	0.9724
0.500	0.9714
0.382	0.9704
LOW	0.9673
0.618	0.9623
1.000	0.9592
1.618	0.9542
2.618	0.9461
4.250	0.9329

Fisher Pivots for day following 06-Jan-2021
Pivot	1 day	3 day
R1	0.9714	0.9714
PP	0.9710	0.9710
S1	0.9707	0.9707

Download as Excel Spreadsheet

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

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