CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 21-Jan-2021

Day Change Summary
	Previous	Current
	20-Jan-2021	21-Jan-2021	Change	Change %	Previous Week
Open	0.9628	0.9661	0.0033	0.3%	0.9626
High	0.9672	0.9683	0.0011	0.1%	0.9666
Low	0.9627	0.9652	0.0025	0.3%	0.9585
Close	0.9664	0.9666	0.0002	0.0%	0.9634
Range	0.0046	0.0031	-0.0015	-31.9%	0.0081
ATR	0.0050	0.0049	-0.0001	-2.7%	0.0000
Volume	68,334	78,298	9,964	14.6%	365,008

Daily Pivots for day following 21-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9760	0.9744	0.9683
R3	0.9729	0.9713	0.9674
R2	0.9698	0.9698	0.9671
R1	0.9682	0.9682	0.9668	0.9690
PP	0.9667	0.9667	0.9667	0.9671
S1	0.9651	0.9651	0.9663	0.9659
S2	0.9636	0.9636	0.9660
S3	0.9605	0.9620	0.9657
S4	0.9574	0.9589	0.9648

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	0.9683	0.9603	0.0080	0.8%	0.0041	0.4%	79%	True	False	82,232
10	0.9720	0.9585	0.0135	1.4%	0.0049	0.5%	60%	False	False	87,542
20	0.9755	0.9585	0.0170	1.8%	0.0048	0.5%	47%	False	False	83,211
40	0.9755	0.9562	0.0193	2.0%	0.0049	0.5%	54%	False	False	69,393
60	0.9755	0.9478	0.0277	2.9%	0.0052	0.5%	68%	False	False	46,333
80	0.9755	0.9444	0.0311	3.2%	0.0048	0.5%	71%	False	False	34,760
100	0.9755	0.9386	0.0369	3.8%	0.0048	0.5%	76%	False	False	27,813

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9814
2.618	0.9764
1.618	0.9733
1.000	0.9714
0.618	0.9702
HIGH	0.9683
0.618	0.9671
0.500	0.9667
0.382	0.9663
LOW	0.9652
0.618	0.9632
1.000	0.9621
1.618	0.9601
2.618	0.9570
4.250	0.9520

Fisher Pivots for day following 21-Jan-2021
Pivot	1 day	3 day
R1	0.9667	0.9659
PP	0.9667	0.9653
S1	0.9666	0.9647

Download as Excel Spreadsheet

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

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