CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 07-Jan-2021

Day Change Summary
	Previous	Current
	06-Jan-2021	07-Jan-2021	Change	Change %	Previous Week
Open	0.9745	0.9709	-0.0036	-0.4%	0.9665
High	0.9755	0.9720	-0.0035	-0.4%	0.9721
Low	0.9673	0.9625	-0.0048	-0.5%	0.9636
Close	0.9704	0.9635	-0.0069	-0.7%	0.9689
Range	0.0081	0.0095	0.0014	17.3%	0.0086
ATR	0.0050	0.0053	0.0003	6.4%	0.0000
Volume	132,584	120,987	-11,597	-8.7%	277,041

Daily Pivots for day following 07-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9945	0.9885	0.9687
R3	0.9850	0.9790	0.9661
R2	0.9755	0.9755	0.9652
R1	0.9695	0.9695	0.9643	0.9677
PP	0.9660	0.9660	0.9660	0.9651
S1	0.9600	0.9600	0.9626	0.9582
S2	0.9565	0.9565	0.9617
S3	0.9470	0.9505	0.9608
S4	0.9375	0.9410	0.9582

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	0.9625	0.0130	1.3%	0.0064	0.7%	7%	False	True	95,172
10	0.9755	0.9625	0.0130	1.3%	0.0051	0.5%	7%	False	True	83,619
20	0.9755	0.9577	0.0178	1.8%	0.0051	0.5%	32%	False	False	95,171
40	0.9755	0.9478	0.0277	2.9%	0.0050	0.5%	57%	False	False	50,568
60	0.9755	0.9478	0.0277	2.9%	0.0051	0.5%	57%	False	False	33,761
80	0.9755	0.9444	0.0311	3.2%	0.0049	0.5%	61%	False	False	25,336
100	0.9755	0.9386	0.0369	3.8%	0.0048	0.5%	67%	False	False	20,269

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	0.0008
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	1.0124
2.618	0.9969
1.618	0.9874
1.000	0.9815
0.618	0.9779
HIGH	0.9720
0.618	0.9684
0.500	0.9673
0.382	0.9661
LOW	0.9625
0.618	0.9566
1.000	0.9530
1.618	0.9471
2.618	0.9376
4.250	0.9221

Fisher Pivots for day following 07-Jan-2021
Pivot	1 day	3 day
R1	0.9673	0.9690
PP	0.9660	0.9671
S1	0.9647	0.9653

Download as Excel Spreadsheet

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

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