CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 11-Jan-2021

Day Change Summary
	Previous	Current
	08-Jan-2021	11-Jan-2021	Change	Change %	Previous Week
Open	0.9635	0.9626	-0.0010	-0.1%	0.9700
High	0.9659	0.9629	-0.0030	-0.3%	0.9755
Low	0.9613	0.9585	-0.0028	-0.3%	0.9613
Close	0.9630	0.9607	-0.0023	-0.2%	0.9630
Range	0.0046	0.0044	-0.0002	-3.3%	0.0142
ATR	0.0053	0.0052	-0.0001	-1.1%	0.0000
Volume	126,161	64,938	-61,223	-48.5%	554,567

Daily Pivots for day following 11-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9739	0.9717	0.9631
R3	0.9695	0.9673	0.9619
R2	0.9651	0.9651	0.9615
R1	0.9629	0.9629	0.9611	0.9618
PP	0.9607	0.9607	0.9607	0.9602
S1	0.9585	0.9585	0.9603	0.9574
S2	0.9563	0.9563	0.9599
S3	0.9519	0.9541	0.9595
S4	0.9475	0.9497	0.9583

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	0.9585	0.0170	1.8%	0.0064	0.7%	13%	False	True	105,333
10	0.9755	0.9585	0.0170	1.8%	0.0055	0.6%	13%	False	True	89,654
20	0.9755	0.9585	0.0170	1.8%	0.0052	0.5%	13%	False	True	93,390
40	0.9755	0.9497	0.0257	2.7%	0.0049	0.5%	43%	False	False	55,340
60	0.9755	0.9478	0.0277	2.9%	0.0052	0.5%	47%	False	False	36,946
80	0.9755	0.9444	0.0311	3.2%	0.0049	0.5%	53%	False	False	27,722
100	0.9755	0.9386	0.0369	3.8%	0.0049	0.5%	60%	False	False	22,180

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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9816
2.618	0.9744
1.618	0.9700
1.000	0.9673
0.618	0.9656
HIGH	0.9629
0.618	0.9612
0.500	0.9607
0.382	0.9602
LOW	0.9585
0.618	0.9558
1.000	0.9541
1.618	0.9514
2.618	0.9470
4.250	0.9398

Fisher Pivots for day following 11-Jan-2021
Pivot	1 day	3 day
R1	0.9607	0.9653
PP	0.9607	0.9637
S1	0.9607	0.9622

Download as Excel Spreadsheet

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

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