CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 27-Jan-2021

Day Change Summary
	Previous	Current
	26-Jan-2021	27-Jan-2021	Change	Change %	Previous Week
Open	0.9641	0.9655	0.0014	0.1%	0.9637
High	0.9662	0.9658	-0.0004	0.0%	0.9683
Low	0.9636	0.9601	-0.0035	-0.4%	0.9612
Close	0.9653	0.9606	-0.0047	-0.5%	0.9636
Range	0.0026	0.0057	0.0031	119.2%	0.0071
ATR	0.0045	0.0046	0.0001	2.0%	0.0000
Volume	59,497	113,387	53,890	90.6%	323,700

Daily Pivots for day following 27-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9793	0.9756	0.9637
R3	0.9736	0.9699	0.9622
R2	0.9679	0.9679	0.9616
R1	0.9642	0.9642	0.9611	0.9632
PP	0.9622	0.9622	0.9622	0.9617
S1	0.9585	0.9585	0.9601	0.9575
S2	0.9565	0.9565	0.9596
S3	0.9508	0.9528	0.9590
S4	0.9451	0.9471	0.9575

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	0.9601	0.0082	0.8%	0.0035	0.4%	6%	False	True	75,358
10	0.9683	0.9601	0.0082	0.8%	0.0040	0.4%	6%	False	True	79,192
20	0.9755	0.9585	0.0170	1.8%	0.0048	0.5%	12%	False	False	84,147
40	0.9755	0.9562	0.0193	2.0%	0.0047	0.5%	23%	False	False	76,828
60	0.9755	0.9478	0.0277	2.9%	0.0052	0.5%	46%	False	False	51,275
80	0.9755	0.9444	0.0311	3.2%	0.0049	0.5%	52%	False	False	38,490
100	0.9755	0.9420	0.0335	3.5%	0.0047	0.5%	56%	False	False	30,798

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9900
2.618	0.9807
1.618	0.9750
1.000	0.9715
0.618	0.9693
HIGH	0.9658
0.618	0.9636
0.500	0.9630
0.382	0.9623
LOW	0.9601
0.618	0.9566
1.000	0.9544
1.618	0.9509
2.618	0.9452
4.250	0.9359

Fisher Pivots for day following 27-Jan-2021
Pivot	1 day	3 day
R1	0.9630	0.9631
PP	0.9622	0.9623
S1	0.9614	0.9614

Download as Excel Spreadsheet

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

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