CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 28-Jan-2021

Day Change Summary
	Previous	Current
	27-Jan-2021	28-Jan-2021	Change	Change %	Previous Week
Open	0.9655	0.9612	-0.0044	-0.5%	0.9637
High	0.9658	0.9613	-0.0045	-0.5%	0.9683
Low	0.9601	0.9576	-0.0025	-0.3%	0.9612
Close	0.9606	0.9598	-0.0009	-0.1%	0.9636
Range	0.0057	0.0037	-0.0020	-36.0%	0.0071
ATR	0.0046	0.0045	-0.0001	-1.4%	0.0000
Volume	113,387	104,484	-8,903	-7.9%	323,700

Daily Pivots for day following 28-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9705	0.9688	0.9618
R3	0.9669	0.9651	0.9608
R2	0.9632	0.9632	0.9604
R1	0.9615	0.9615	0.9601	0.9605
PP	0.9596	0.9596	0.9596	0.9591
S1	0.9578	0.9578	0.9594	0.9569
S2	0.9559	0.9559	0.9591
S3	0.9523	0.9542	0.9587
S4	0.9486	0.9505	0.9577

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	0.9669	0.9576	0.0092	1.0%	0.0036	0.4%	23%	False	True	80,595
10	0.9683	0.9576	0.0106	1.1%	0.0039	0.4%	20%	False	True	81,414
20	0.9755	0.9576	0.0178	1.9%	0.0048	0.5%	12%	False	True	86,019
40	0.9755	0.9562	0.0193	2.0%	0.0047	0.5%	18%	False	False	79,403
60	0.9755	0.9478	0.0277	2.9%	0.0051	0.5%	43%	False	False	53,015
80	0.9755	0.9444	0.0311	3.2%	0.0048	0.5%	50%	False	False	39,795
100	0.9755	0.9427	0.0328	3.4%	0.0047	0.5%	52%	False	False	31,843

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9768
2.618	0.9709
1.618	0.9672
1.000	0.9650
0.618	0.9636
HIGH	0.9613
0.618	0.9599
0.500	0.9595
0.382	0.9590
LOW	0.9576
0.618	0.9554
1.000	0.9540
1.618	0.9517
2.618	0.9481
4.250	0.9421

Fisher Pivots for day following 28-Jan-2021
Pivot	1 day	3 day
R1	0.9597	0.9619
PP	0.9596	0.9612
S1	0.9595	0.9605

Download as Excel Spreadsheet

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

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