CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 01-Feb-2021

Day Change Summary
	Previous	Current
	29-Jan-2021	01-Feb-2021	Change	Change %	Previous Week
Open	0.9597	0.9547	-0.0050	-0.5%	0.9638
High	0.9599	0.9563	-0.0037	-0.4%	0.9662
Low	0.9533	0.9524	-0.0009	-0.1%	0.9533
Close	0.9551	0.9532	-0.0019	-0.2%	0.9551
Range	0.0067	0.0039	-0.0028	-42.1%	0.0129
ATR	0.0046	0.0046	-0.0001	-1.2%	0.0000
Volume	131,965	83,508	-48,457	-36.7%	474,514

Daily Pivots for day following 01-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9655	0.9632	0.9553
R3	0.9617	0.9594	0.9543
R2	0.9578	0.9578	0.9539
R1	0.9555	0.9555	0.9536	0.9547
PP	0.9540	0.9540	0.9540	0.9536
S1	0.9517	0.9517	0.9528	0.9509
S2	0.9501	0.9501	0.9525
S3	0.9463	0.9478	0.9521
S4	0.9424	0.9440	0.9511

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	0.9524	0.0138	1.4%	0.0045	0.5%	6%	False	True	98,568
10	0.9683	0.9524	0.0159	1.7%	0.0041	0.4%	5%	False	True	88,172
20	0.9755	0.9524	0.0231	2.4%	0.0049	0.5%	3%	False	True	90,064
40	0.9755	0.9524	0.0231	2.4%	0.0047	0.5%	3%	False	True	84,640
60	0.9755	0.9478	0.0277	2.9%	0.0052	0.5%	20%	False	False	56,604
80	0.9755	0.9444	0.0311	3.3%	0.0049	0.5%	28%	False	False	42,487
100	0.9755	0.9443	0.0312	3.3%	0.0047	0.5%	29%	False	False	33,997

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9726
2.618	0.9663
1.618	0.9625
1.000	0.9601
0.618	0.9586
HIGH	0.9563
0.618	0.9548
0.500	0.9543
0.382	0.9539
LOW	0.9524
0.618	0.9500
1.000	0.9486
1.618	0.9462
2.618	0.9423
4.250	0.9360

Fisher Pivots for day following 01-Feb-2021
Pivot	1 day	3 day
R1	0.9543	0.9569
PP	0.9540	0.9556
S1	0.9536	0.9544

Download as Excel Spreadsheet

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

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