CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 12-Jan-2021

Day Change Summary
	Previous	Current
	11-Jan-2021	12-Jan-2021	Change	Change %	Previous Week
Open	0.9626	0.9603	-0.0023	-0.2%	0.9700
High	0.9629	0.9648	0.0019	0.2%	0.9755
Low	0.9585	0.9590	0.0005	0.1%	0.9613
Close	0.9607	0.9638	0.0031	0.3%	0.9630
Range	0.0044	0.0058	0.0014	30.7%	0.0142
ATR	0.0052	0.0053	0.0000	0.7%	0.0000
Volume	64,938	69,910	4,972	7.7%	554,567

Daily Pivots for day following 12-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9798	0.9775	0.9670
R3	0.9740	0.9718	0.9654
R2	0.9683	0.9683	0.9649
R1	0.9660	0.9660	0.9643	0.9672
PP	0.9625	0.9625	0.9625	0.9631
S1	0.9603	0.9603	0.9633	0.9614
S2	0.9568	0.9568	0.9627
S3	0.9510	0.9545	0.9622
S4	0.9453	0.9488	0.9606

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%	0.0065	0.7%	31%	False	False	102,916
10	0.9755	0.9585	0.0170	1.8%	0.0056	0.6%	31%	False	False	89,101
20	0.9755	0.9585	0.0170	1.8%	0.0052	0.5%	31%	False	False	90,200
40	0.9755	0.9527	0.0228	2.4%	0.0049	0.5%	49%	False	False	57,085
60	0.9755	0.9478	0.0277	2.9%	0.0052	0.5%	58%	False	False	38,111
80	0.9755	0.9444	0.0311	3.2%	0.0049	0.5%	63%	False	False	28,596
100	0.9755	0.9386	0.0369	3.8%	0.0048	0.5%	68%	False	False	22,879

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9892
2.618	0.9798
1.618	0.9741
1.000	0.9705
0.618	0.9683
HIGH	0.9648
0.618	0.9626
0.500	0.9619
0.382	0.9612
LOW	0.9590
0.618	0.9554
1.000	0.9533
1.618	0.9497
2.618	0.9439
4.250	0.9346

Fisher Pivots for day following 12-Jan-2021
Pivot	1 day	3 day
R1	0.9632	0.9633
PP	0.9625	0.9627
S1	0.9619	0.9622

Download as Excel Spreadsheet

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

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