CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 22-Jan-2021

Day Change Summary
	Previous	Current
	21-Jan-2021	22-Jan-2021	Change	Change %	Previous Week
Open	0.9661	0.9667	0.0006	0.1%	0.9637
High	0.9683	0.9669	-0.0014	-0.1%	0.9683
Low	0.9652	0.9630	-0.0021	-0.2%	0.9612
Close	0.9666	0.9636	-0.0030	-0.3%	0.9636
Range	0.0031	0.0038	0.0007	22.6%	0.0071
ATR	0.0049	0.0048	-0.0001	-1.6%	0.0000
Volume	78,298	60,430	-17,868	-22.8%	323,700

Daily Pivots for day following 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9759	0.9736	0.9657
R3	0.9721	0.9698	0.9646
R2	0.9683	0.9683	0.9643
R1	0.9660	0.9660	0.9639	0.9652
PP	0.9645	0.9645	0.9645	0.9641
S1	0.9621	0.9621	0.9633	0.9614
S2	0.9607	0.9607	0.9629
S3	0.9569	0.9583	0.9626
S4	0.9531	0.9545	0.9615

Weekly Pivots for week ending 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9855	0.9816	0.9675
R3	0.9785	0.9746	0.9655
R2	0.9714	0.9714	0.9649
R1	0.9675	0.9675	0.9642	0.9659
PP	0.9644	0.9644	0.9644	0.9636
S1	0.9605	0.9605	0.9630	0.9589
S2	0.9573	0.9573	0.9623
S3	0.9503	0.9534	0.9617
S4	0.9432	0.9464	0.9597

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9683	0.9612	0.0071	0.7%	0.0037	0.4%	34%	False	False	76,830
10	0.9683	0.9585	0.0098	1.0%	0.0044	0.5%	52%	False	False	81,486
20	0.9755	0.9585	0.0170	1.8%	0.0047	0.5%	30%	False	False	82,553
40	0.9755	0.9562	0.0193	2.0%	0.0048	0.5%	38%	False	False	70,899
60	0.9755	0.9478	0.0277	2.9%	0.0052	0.5%	57%	False	False	47,308
80	0.9755	0.9444	0.0311	3.2%	0.0049	0.5%	62%	False	False	35,515
100	0.9755	0.9420	0.0335	3.5%	0.0047	0.5%	65%	False	False	28,417

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9830
2.618	0.9768
1.618	0.9730
1.000	0.9707
0.618	0.9692
HIGH	0.9669
0.618	0.9654
0.500	0.9649
0.382	0.9645
LOW	0.9630
0.618	0.9607
1.000	0.9592
1.618	0.9569
2.618	0.9531
4.250	0.9469

Fisher Pivots for day following 22-Jan-2021
Pivot	1 day	3 day
R1	0.9649	0.9655
PP	0.9645	0.9648
S1	0.9640	0.9642

Download as Excel Spreadsheet

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

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