CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 25-Jan-2021

Day Change Summary
	Previous	Current
	22-Jan-2021	25-Jan-2021	Change	Change %	Previous Week
Open	0.9667	0.9638	-0.0029	-0.3%	0.9637
High	0.9669	0.9651	-0.0018	-0.2%	0.9683
Low	0.9630	0.9626	-0.0004	0.0%	0.9612
Close	0.9636	0.9639	0.0003	0.0%	0.9636
Range	0.0038	0.0025	-0.0014	-35.5%	0.0071
ATR	0.0048	0.0046	-0.0002	-3.5%	0.0000
Volume	60,430	65,181	4,751	7.9%	323,700

Daily Pivots for day following 25-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9712	0.9700	0.9652
R3	0.9687	0.9675	0.9645
R2	0.9663	0.9663	0.9643
R1	0.9651	0.9651	0.9641	0.9657
PP	0.9638	0.9638	0.9638	0.9641
S1	0.9626	0.9626	0.9636	0.9632
S2	0.9614	0.9614	0.9634
S3	0.9589	0.9602	0.9632
S4	0.9565	0.9577	0.9625

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%	0.0036	0.4%	38%	False	False	77,776
10	0.9683	0.9585	0.0098	1.0%	0.0042	0.4%	55%	False	False	75,388
20	0.9755	0.9585	0.0170	1.8%	0.0047	0.5%	32%	False	False	81,611
40	0.9755	0.9562	0.0193	2.0%	0.0047	0.5%	40%	False	False	72,523
60	0.9755	0.9478	0.0277	2.9%	0.0052	0.5%	58%	False	False	48,394
80	0.9755	0.9444	0.0311	3.2%	0.0048	0.5%	63%	False	False	36,330
100	0.9755	0.9420	0.0335	3.5%	0.0047	0.5%	65%	False	False	29,069

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.9755
2.618	0.9715
1.618	0.9690
1.000	0.9675
0.618	0.9666
HIGH	0.9651
0.618	0.9641
0.500	0.9638
0.382	0.9635
LOW	0.9626
0.618	0.9611
1.000	0.9602
1.618	0.9586
2.618	0.9562
4.250	0.9522

Fisher Pivots for day following 25-Jan-2021
Pivot	1 day	3 day
R1	0.9638	0.9654
PP	0.9638	0.9649
S1	0.9638	0.9644

Download as Excel Spreadsheet

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

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