CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 19-Jan-2021

Day Change Summary
	Previous	Current
	15-Jan-2021	19-Jan-2021	Change	Change %	Previous Week
Open	0.9639	0.9637	-0.0002	0.0%	0.9626
High	0.9657	0.9655	-0.0002	0.0%	0.9666
Low	0.9629	0.9612	-0.0017	-0.2%	0.9585
Close	0.9634	0.9633	-0.0001	0.0%	0.9634
Range	0.0028	0.0043	0.0015	54.5%	0.0081
ATR	0.0051	0.0050	-0.0001	-1.2%	0.0000
Volume	60,451	116,638	56,187	92.9%	365,008

Daily Pivots for day following 19-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9761	0.9739	0.9656
R3	0.9718	0.9697	0.9645
R2	0.9676	0.9676	0.9641
R1	0.9654	0.9654	0.9637	0.9644
PP	0.9633	0.9633	0.9633	0.9628
S1	0.9612	0.9612	0.9629	0.9601
S2	0.9591	0.9591	0.9625
S3	0.9548	0.9569	0.9621
S4	0.9506	0.9527	0.9610

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	0.9590	0.0076	0.8%	0.0046	0.5%	56%	False	False	83,341
10	0.9755	0.9585	0.0170	1.8%	0.0055	0.6%	28%	False	False	94,337
20	0.9755	0.9585	0.0170	1.8%	0.0049	0.5%	28%	False	False	85,992
40	0.9755	0.9562	0.0193	2.0%	0.0049	0.5%	37%	False	False	65,746
60	0.9755	0.9478	0.0277	2.9%	0.0052	0.5%	56%	False	False	43,890
80	0.9755	0.9444	0.0311	3.2%	0.0048	0.5%	61%	False	False	32,929
100	0.9755	0.9386	0.0369	3.8%	0.0049	0.5%	67%	False	False	26,347

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9835
2.618	0.9766
1.618	0.9723
1.000	0.9697
0.618	0.9681
HIGH	0.9655
0.618	0.9638
0.500	0.9633
0.382	0.9628
LOW	0.9612
0.618	0.9586
1.000	0.9570
1.618	0.9543
2.618	0.9501
4.250	0.9431

Fisher Pivots for day following 19-Jan-2021
Pivot	1 day	3 day
R1	0.9633	0.9633
PP	0.9633	0.9633
S1	0.9633	0.9632

Download as Excel Spreadsheet

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

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