CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 29-Jan-2021

Day Change Summary
	Previous	Current
	28-Jan-2021	29-Jan-2021	Change	Change %	Previous Week
Open	0.9612	0.9597	-0.0015	-0.2%	0.9638
High	0.9613	0.9599	-0.0014	-0.1%	0.9662
Low	0.9576	0.9533	-0.0044	-0.5%	0.9533
Close	0.9598	0.9551	-0.0047	-0.5%	0.9551
Range	0.0037	0.0067	0.0030	82.2%	0.0129
ATR	0.0045	0.0046	0.0002	3.4%	0.0000
Volume	104,484	131,965	27,481	26.3%	474,514

Daily Pivots for day following 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9760	0.9722	0.9588
R3	0.9694	0.9656	0.9569
R2	0.9627	0.9627	0.9563
R1	0.9589	0.9589	0.9557	0.9575
PP	0.9561	0.9561	0.9561	0.9554
S1	0.9523	0.9523	0.9545	0.9509
S2	0.9494	0.9494	0.9539
S3	0.9428	0.9456	0.9533
S4	0.9361	0.9390	0.9514

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9969	0.9889	0.9622
R3	0.9840	0.9760	0.9586
R2	0.9711	0.9711	0.9575
R1	0.9631	0.9631	0.9563	0.9606
PP	0.9582	0.9582	0.9582	0.9569
S1	0.9502	0.9502	0.9539	0.9477
S2	0.9453	0.9453	0.9527
S3	0.9324	0.9373	0.9516
S4	0.9195	0.9244	0.9480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9662	0.9533	0.0129	1.4%	0.0042	0.4%	14%	False	True	94,902
10	0.9683	0.9533	0.0150	1.6%	0.0040	0.4%	12%	False	True	85,866
20	0.9755	0.9533	0.0222	2.3%	0.0048	0.5%	8%	False	True	88,262
40	0.9755	0.9533	0.0222	2.3%	0.0047	0.5%	8%	False	True	82,671
60	0.9755	0.9478	0.0277	2.9%	0.0052	0.5%	27%	False	False	55,213
80	0.9755	0.9444	0.0311	3.3%	0.0049	0.5%	35%	False	False	41,444
100	0.9755	0.9434	0.0321	3.4%	0.0047	0.5%	37%	False	False	33,162

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	0.0006
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9882
2.618	0.9773
1.618	0.9707
1.000	0.9666
0.618	0.9640
HIGH	0.9599
0.618	0.9574
0.500	0.9566
0.382	0.9558
LOW	0.9533
0.618	0.9491
1.000	0.9466
1.618	0.9425
2.618	0.9358
4.250	0.9250

Fisher Pivots for day following 29-Jan-2021
Pivot	1 day	3 day
R1	0.9566	0.9595
PP	0.9561	0.9581
S1	0.9556	0.9566

Download as Excel Spreadsheet

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

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