CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 15-Jan-2021

Day Change Summary
	Previous	Current
	14-Jan-2021	15-Jan-2021	Change	Change %	Previous Week
Open	0.9635	0.9639	0.0004	0.0%	0.9626
High	0.9662	0.9657	-0.0006	-0.1%	0.9666
Low	0.9603	0.9629	0.0027	0.3%	0.9585
Close	0.9641	0.9634	-0.0008	-0.1%	0.9634
Range	0.0060	0.0028	-0.0032	-53.8%	0.0081
ATR	0.0053	0.0051	-0.0002	-3.4%	0.0000
Volume	87,443	60,451	-26,992	-30.9%	365,008

Daily Pivots for day following 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9722	0.9705	0.9649
R3	0.9695	0.9678	0.9641
R2	0.9667	0.9667	0.9639
R1	0.9650	0.9650	0.9636	0.9645
PP	0.9640	0.9640	0.9640	0.9637
S1	0.9623	0.9623	0.9631	0.9618
S2	0.9612	0.9612	0.9628
S3	0.9585	0.9595	0.9626
S4	0.9557	0.9568	0.9618

Weekly Pivots for week ending 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9873	0.9835	0.9678
R3	0.9791	0.9753	0.9656
R2	0.9710	0.9710	0.9648
R1	0.9672	0.9672	0.9641	0.9691
PP	0.9628	0.9628	0.9628	0.9638
S1	0.9590	0.9590	0.9626	0.9609
S2	0.9547	0.9547	0.9619
S3	0.9465	0.9509	0.9611
S4	0.9384	0.9427	0.9589

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%	0.0047	0.5%	60%	False	False	73,001
10	0.9755	0.9585	0.0170	1.8%	0.0057	0.6%	29%	False	False	91,957
20	0.9755	0.9585	0.0170	1.8%	0.0050	0.5%	29%	False	False	85,930
40	0.9755	0.9562	0.0193	2.0%	0.0049	0.5%	37%	False	False	62,833
60	0.9755	0.9478	0.0277	2.9%	0.0053	0.6%	56%	False	False	41,946
80	0.9755	0.9444	0.0311	3.2%	0.0048	0.5%	61%	False	False	31,472
100	0.9755	0.9386	0.0369	3.8%	0.0049	0.5%	67%	False	False	25,181

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9773
2.618	0.9728
1.618	0.9701
1.000	0.9684
0.618	0.9673
HIGH	0.9657
0.618	0.9646
0.500	0.9643
0.382	0.9640
LOW	0.9629
0.618	0.9612
1.000	0.9602
1.618	0.9585
2.618	0.9557
4.250	0.9512

Fisher Pivots for day following 15-Jan-2021
Pivot	1 day	3 day
R1	0.9643	0.9634
PP	0.9640	0.9634
S1	0.9637	0.9634

Download as Excel Spreadsheet

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

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