CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 14-Jan-2021

Day Change Summary
	Previous	Current
	13-Jan-2021	14-Jan-2021	Change	Change %	Previous Week
Open	0.9644	0.9635	-0.0009	-0.1%	0.9700
High	0.9666	0.9662	-0.0004	0.0%	0.9755
Low	0.9622	0.9603	-0.0019	-0.2%	0.9613
Close	0.9633	0.9641	0.0008	0.1%	0.9630
Range	0.0045	0.0060	0.0015	32.2%	0.0142
ATR	0.0052	0.0053	0.0001	1.0%	0.0000
Volume	82,266	87,443	5,177	6.3%	554,567

Daily Pivots for day following 14-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9814	0.9787	0.9674
R3	0.9754	0.9727	0.9657
R2	0.9695	0.9695	0.9652
R1	0.9668	0.9668	0.9646	0.9681
PP	0.9635	0.9635	0.9635	0.9642
S1	0.9608	0.9608	0.9636	0.9622
S2	0.9576	0.9576	0.9630
S3	0.9516	0.9549	0.9625
S4	0.9457	0.9489	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	0.9666	0.9585	0.0081	0.8%	0.0050	0.5%	69%	False	False	86,143
10	0.9755	0.9585	0.0170	1.8%	0.0057	0.6%	33%	False	False	90,657
20	0.9755	0.9585	0.0170	1.8%	0.0052	0.5%	33%	False	False	88,651
40	0.9755	0.9562	0.0193	2.0%	0.0049	0.5%	41%	False	False	61,325
60	0.9755	0.9478	0.0277	2.9%	0.0053	0.6%	59%	False	False	40,939
80	0.9755	0.9444	0.0311	3.2%	0.0049	0.5%	64%	False	False	30,717
100	0.9755	0.9386	0.0369	3.8%	0.0049	0.5%	69%	False	False	24,576

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9915
2.618	0.9818
1.618	0.9758
1.000	0.9722
0.618	0.9699
HIGH	0.9662
0.618	0.9639
0.500	0.9632
0.382	0.9625
LOW	0.9603
0.618	0.9566
1.000	0.9543
1.618	0.9506
2.618	0.9447
4.250	0.9350

Fisher Pivots for day following 14-Jan-2021
Pivot	1 day	3 day
R1	0.9638	0.9637
PP	0.9635	0.9632
S1	0.9632	0.9628

Download as Excel Spreadsheet

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

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