CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 02-Feb-2021

Day Change Summary
	Previous	Current
	01-Feb-2021	02-Feb-2021	Change	Change %	Previous Week
Open	0.9547	0.9531	-0.0016	-0.2%	0.9638
High	0.9563	0.9543	-0.0020	-0.2%	0.9662
Low	0.9524	0.9511	-0.0013	-0.1%	0.9533
Close	0.9532	0.9520	-0.0012	-0.1%	0.9551
Range	0.0039	0.0032	-0.0007	-18.2%	0.0129
ATR	0.0046	0.0045	-0.0001	-2.2%	0.0000
Volume	83,508	72,814	-10,694	-12.8%	474,514

Daily Pivots for day following 02-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9619	0.9601	0.9537
R3	0.9588	0.9570	0.9529
R2	0.9556	0.9556	0.9526
R1	0.9538	0.9538	0.9523	0.9531
PP	0.9525	0.9525	0.9525	0.9521
S1	0.9507	0.9507	0.9517	0.9500
S2	0.9493	0.9493	0.9514
S3	0.9462	0.9475	0.9511
S4	0.9430	0.9444	0.9503

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	0.9658	0.9511	0.0147	1.5%	0.0046	0.5%	6%	False	True	101,231
10	0.9683	0.9511	0.0172	1.8%	0.0040	0.4%	5%	False	True	83,789
20	0.9755	0.9511	0.0244	2.6%	0.0047	0.5%	4%	False	True	89,063
40	0.9755	0.9511	0.0244	2.6%	0.0046	0.5%	4%	False	True	86,356
60	0.9755	0.9478	0.0277	2.9%	0.0051	0.5%	15%	False	False	57,816
80	0.9755	0.9444	0.0311	3.3%	0.0049	0.5%	25%	False	False	43,393
100	0.9755	0.9444	0.0311	3.3%	0.0047	0.5%	25%	False	False	34,726

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0006
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9676
2.618	0.9625
1.618	0.9593
1.000	0.9574
0.618	0.9562
HIGH	0.9543
0.618	0.9530
0.500	0.9527
0.382	0.9523
LOW	0.9511
0.618	0.9492
1.000	0.9480
1.618	0.9460
2.618	0.9429
4.250	0.9377

Fisher Pivots for day following 02-Feb-2021
Pivot	1 day	3 day
R1	0.9527	0.9555
PP	0.9525	0.9543
S1	0.9522	0.9532

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols