CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 13-Jan-2021

Day Change Summary
	Previous	Current
	12-Jan-2021	13-Jan-2021	Change	Change %	Previous Week
Open	0.9603	0.9644	0.0041	0.4%	0.9700
High	0.9648	0.9666	0.0019	0.2%	0.9755
Low	0.9590	0.9622	0.0032	0.3%	0.9613
Close	0.9638	0.9633	-0.0005	-0.1%	0.9630
Range	0.0058	0.0045	-0.0013	-21.7%	0.0142
ATR	0.0053	0.0052	-0.0001	-1.0%	0.0000
Volume	69,910	82,266	12,356	17.7%	554,567

Daily Pivots for day following 13-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9775	0.9749	0.9658
R3	0.9730	0.9704	0.9645
R2	0.9685	0.9685	0.9641
R1	0.9659	0.9659	0.9637	0.9650
PP	0.9640	0.9640	0.9640	0.9636
S1	0.9614	0.9614	0.9629	0.9605
S2	0.9595	0.9595	0.9625
S3	0.9550	0.9569	0.9621
S4	0.9505	0.9524	0.9608

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	0.9720	0.9585	0.0135	1.4%	0.0057	0.6%	36%	False	False	92,852
10	0.9755	0.9585	0.0170	1.8%	0.0057	0.6%	28%	False	False	90,624
20	0.9755	0.9585	0.0170	1.8%	0.0052	0.5%	28%	False	False	88,522
40	0.9755	0.9529	0.0226	2.3%	0.0049	0.5%	46%	False	False	59,140
60	0.9755	0.9478	0.0277	2.9%	0.0053	0.5%	56%	False	False	39,482
80	0.9755	0.9444	0.0311	3.2%	0.0049	0.5%	61%	False	False	29,624
100	0.9755	0.9386	0.0369	3.8%	0.0048	0.5%	67%	False	False	23,702

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9858
2.618	0.9784
1.618	0.9739
1.000	0.9711
0.618	0.9694
HIGH	0.9666
0.618	0.9649
0.500	0.9644
0.382	0.9639
LOW	0.9622
0.618	0.9594
1.000	0.9577
1.618	0.9549
2.618	0.9504
4.250	0.9430

Fisher Pivots for day following 13-Jan-2021
Pivot	1 day	3 day
R1	0.9644	0.9631
PP	0.9640	0.9628
S1	0.9637	0.9626

Download as Excel Spreadsheet

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

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