CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 20-Jan-2021

Day Change Summary
	Previous	Current
	19-Jan-2021	20-Jan-2021	Change	Change %	Previous Week
Open	0.9637	0.9628	-0.0009	-0.1%	0.9626
High	0.9655	0.9672	0.0018	0.2%	0.9666
Low	0.9612	0.9627	0.0015	0.2%	0.9585
Close	0.9633	0.9664	0.0031	0.3%	0.9634
Range	0.0043	0.0046	0.0003	7.1%	0.0081
ATR	0.0050	0.0050	0.0000	-0.7%	0.0000
Volume	116,638	68,334	-48,304	-41.4%	365,008

Daily Pivots for day following 20-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9791	0.9773	0.9689
R3	0.9745	0.9727	0.9676
R2	0.9700	0.9700	0.9672
R1	0.9682	0.9682	0.9668	0.9691
PP	0.9654	0.9654	0.9654	0.9659
S1	0.9636	0.9636	0.9659	0.9645
S2	0.9609	0.9609	0.9655
S3	0.9563	0.9591	0.9651
S4	0.9518	0.9545	0.9638

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	0.9672	0.9603	0.0070	0.7%	0.0044	0.5%	88%	True	False	83,026
10	0.9755	0.9585	0.0170	1.8%	0.0054	0.6%	46%	False	False	92,971
20	0.9755	0.9585	0.0170	1.8%	0.0049	0.5%	46%	False	False	84,837
40	0.9755	0.9562	0.0193	2.0%	0.0049	0.5%	53%	False	False	67,445
60	0.9755	0.9478	0.0277	2.9%	0.0052	0.5%	67%	False	False	45,028
80	0.9755	0.9444	0.0311	3.2%	0.0049	0.5%	71%	False	False	33,782
100	0.9755	0.9386	0.0369	3.8%	0.0049	0.5%	75%	False	False	27,030

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9865
2.618	0.9791
1.618	0.9746
1.000	0.9718
0.618	0.9700
HIGH	0.9672
0.618	0.9655
0.500	0.9649
0.382	0.9644
LOW	0.9627
0.618	0.9598
1.000	0.9581
1.618	0.9553
2.618	0.9507
4.250	0.9433

Fisher Pivots for day following 20-Jan-2021
Pivot	1 day	3 day
R1	0.9659	0.9656
PP	0.9654	0.9649
S1	0.9649	0.9642

Download as Excel Spreadsheet

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

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