CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 04-Feb-2021

Day Change Summary
	Previous	Current
	03-Feb-2021	04-Feb-2021	Change	Change %	Previous Week
Open	0.9528	0.9525	-0.0003	0.0%	0.9638
High	0.9534	0.9529	-0.0005	-0.1%	0.9662
Low	0.9517	0.9475	-0.0043	-0.4%	0.9533
Close	0.9522	0.9480	-0.0043	-0.4%	0.9551
Range	0.0017	0.0055	0.0038	220.6%	0.0129
ATR	0.0043	0.0044	0.0001	1.9%	0.0000
Volume	63,615	81,402	17,787	28.0%	474,514

Daily Pivots for day following 04-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9658	0.9623	0.9509
R3	0.9603	0.9569	0.9494
R2	0.9549	0.9549	0.9489
R1	0.9514	0.9514	0.9484	0.9504
PP	0.9494	0.9494	0.9494	0.9489
S1	0.9460	0.9460	0.9475	0.9450
S2	0.9440	0.9440	0.9470
S3	0.9385	0.9405	0.9465
S4	0.9331	0.9351	0.9450

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	0.9599	0.9475	0.0125	1.3%	0.0042	0.4%	4%	False	True	86,660
10	0.9669	0.9475	0.0194	2.0%	0.0039	0.4%	3%	False	True	83,628
20	0.9720	0.9475	0.0246	2.6%	0.0044	0.5%	2%	False	True	85,585
40	0.9755	0.9475	0.0280	3.0%	0.0046	0.5%	2%	False	True	88,753
60	0.9755	0.9475	0.0280	3.0%	0.0050	0.5%	2%	False	True	60,230
80	0.9755	0.9475	0.0280	3.0%	0.0049	0.5%	2%	False	True	45,205
100	0.9755	0.9444	0.0311	3.3%	0.0048	0.5%	12%	False	False	36,176
120	0.9755	0.9380	0.0375	4.0%	0.0047	0.5%	27%	False	False	30,147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9761
2.618	0.9672
1.618	0.9617
1.000	0.9584
0.618	0.9563
HIGH	0.9529
0.618	0.9508
0.500	0.9502
0.382	0.9495
LOW	0.9475
0.618	0.9441
1.000	0.9420
1.618	0.9386
2.618	0.9332
4.250	0.9243

Fisher Pivots for day following 04-Feb-2021
Pivot	1 day	3 day
R1	0.9502	0.9509
PP	0.9494	0.9499
S1	0.9487	0.9489

Download as Excel Spreadsheet

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

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