CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 08-Jan-2021

Day Change Summary
	Previous	Current
	07-Jan-2021	08-Jan-2021	Change	Change %	Previous Week
Open	0.9709	0.9635	-0.0074	-0.8%	0.9700
High	0.9720	0.9659	-0.0062	-0.6%	0.9755
Low	0.9625	0.9613	-0.0012	-0.1%	0.9613
Close	0.9635	0.9630	-0.0005	0.0%	0.9630
Range	0.0095	0.0046	-0.0050	-52.1%	0.0142
ATR	0.0053	0.0053	-0.0001	-1.1%	0.0000
Volume	120,987	126,161	5,174	4.3%	554,567

Daily Pivots for day following 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9770	0.9746	0.9655
R3	0.9725	0.9700	0.9643
R2	0.9679	0.9679	0.9638
R1	0.9655	0.9655	0.9634	0.9644
PP	0.9634	0.9634	0.9634	0.9629
S1	0.9609	0.9609	0.9626	0.9599
S2	0.9588	0.9588	0.9622
S3	0.9543	0.9564	0.9617
S4	0.9497	0.9518	0.9605

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.0090	1.0002	0.9708
R3	0.9949	0.9860	0.9669
R2	0.9807	0.9807	0.9656
R1	0.9719	0.9719	0.9643	0.9692
PP	0.9666	0.9666	0.9666	0.9653
S1	0.9577	0.9577	0.9617	0.9551
S2	0.9524	0.9524	0.9604
S3	0.9383	0.9436	0.9591
S4	0.9241	0.9294	0.9552

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9755	0.9613	0.0142	1.5%	0.0067	0.7%	12%	False	True	110,913
10	0.9755	0.9613	0.0142	1.5%	0.0053	0.6%	12%	False	True	87,834
20	0.9755	0.9577	0.0178	1.8%	0.0051	0.5%	30%	False	False	95,616
40	0.9755	0.9478	0.0277	2.9%	0.0049	0.5%	55%	False	False	53,719
60	0.9755	0.9478	0.0277	2.9%	0.0052	0.5%	55%	False	False	35,864
80	0.9755	0.9444	0.0311	3.2%	0.0049	0.5%	60%	False	False	26,911
100	0.9755	0.9386	0.0369	3.8%	0.0048	0.5%	66%	False	False	21,530

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9852
2.618	0.9778
1.618	0.9732
1.000	0.9704
0.618	0.9687
HIGH	0.9659
0.618	0.9641
0.500	0.9636
0.382	0.9630
LOW	0.9613
0.618	0.9585
1.000	0.9568
1.618	0.9539
2.618	0.9494
4.250	0.9420

Fisher Pivots for day following 08-Jan-2021
Pivot	1 day	3 day
R1	0.9636	0.9684
PP	0.9634	0.9666
S1	0.9632	0.9648

Download as Excel Spreadsheet

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

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