CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 03-Feb-2021

Day Change Summary
	Previous	Current
	02-Feb-2021	03-Feb-2021	Change	Change %	Previous Week
Open	0.9531	0.9528	-0.0004	0.0%	0.9638
High	0.9543	0.9534	-0.0009	-0.1%	0.9662
Low	0.9511	0.9517	0.0006	0.1%	0.9533
Close	0.9520	0.9522	0.0002	0.0%	0.9551
Range	0.0032	0.0017	-0.0015	-46.0%	0.0129
ATR	0.0045	0.0043	-0.0002	-4.4%	0.0000
Volume	72,814	63,615	-9,199	-12.6%	474,514

Daily Pivots for day following 03-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9575	0.9566	0.9531
R3	0.9558	0.9549	0.9527
R2	0.9541	0.9541	0.9525
R1	0.9532	0.9532	0.9524	0.9528
PP	0.9524	0.9524	0.9524	0.9523
S1	0.9515	0.9515	0.9520	0.9511
S2	0.9507	0.9507	0.9519
S3	0.9490	0.9498	0.9517
S4	0.9473	0.9481	0.9513

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	0.9613	0.9511	0.0102	1.1%	0.0038	0.4%	11%	False	False	91,277
10	0.9683	0.9511	0.0172	1.8%	0.0037	0.4%	6%	False	False	83,317
20	0.9755	0.9511	0.0244	2.6%	0.0045	0.5%	5%	False	False	88,144
40	0.9755	0.9511	0.0244	2.6%	0.0045	0.5%	5%	False	False	87,661
60	0.9755	0.9478	0.0277	2.9%	0.0050	0.5%	16%	False	False	58,874
80	0.9755	0.9450	0.0305	3.2%	0.0049	0.5%	24%	False	False	44,187
100	0.9755	0.9444	0.0311	3.3%	0.0047	0.5%	25%	False	False	35,362

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 62 trading days

Fibonacci Retracements and Extensions
4.250	0.9606
2.618	0.9579
1.618	0.9562
1.000	0.9551
0.618	0.9545
HIGH	0.9534
0.618	0.9528
0.500	0.9526
0.382	0.9523
LOW	0.9517
0.618	0.9506
1.000	0.9500
1.618	0.9489
2.618	0.9472
4.250	0.9445

Fisher Pivots for day following 03-Feb-2021
Pivot	1 day	3 day
R1	0.9526	0.9537
PP	0.9524	0.9532
S1	0.9523	0.9527

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

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