CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 05-Feb-2021

Day Change Summary
	Previous	Current
	04-Feb-2021	05-Feb-2021	Change	Change %	Previous Week
Open	0.9525	0.9479	-0.0046	-0.5%	0.9547
High	0.9529	0.9496	-0.0033	-0.3%	0.9563
Low	0.9475	0.9458	-0.0017	-0.2%	0.9458
Close	0.9480	0.9487	0.0007	0.1%	0.9487
Range	0.0055	0.0039	-0.0016	-29.4%	0.0105
ATR	0.0044	0.0043	0.0000	-0.9%	0.0000
Volume	81,402	113,309	31,907	39.2%	414,648

Daily Pivots for day following 05-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9596	0.9580	0.9508
R3	0.9557	0.9541	0.9497
R2	0.9519	0.9519	0.9494
R1	0.9503	0.9503	0.9490	0.9511
PP	0.9480	0.9480	0.9480	0.9484
S1	0.9464	0.9464	0.9483	0.9472
S2	0.9442	0.9442	0.9479
S3	0.9403	0.9426	0.9476
S4	0.9365	0.9387	0.9465

Weekly Pivots for week ending 05-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9817	0.9757	0.9544
R3	0.9712	0.9652	0.9515
R2	0.9607	0.9607	0.9506
R1	0.9547	0.9547	0.9496	0.9525
PP	0.9502	0.9502	0.9502	0.9491
S1	0.9442	0.9442	0.9477	0.9420
S2	0.9397	0.9397	0.9467
S3	0.9292	0.9337	0.9458
S4	0.9187	0.9232	0.9429

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9563	0.9458	0.0105	1.1%	0.0036	0.4%	28%	False	True	82,929
10	0.9662	0.9458	0.0204	2.2%	0.0039	0.4%	14%	False	True	88,916
20	0.9683	0.9458	0.0225	2.4%	0.0041	0.4%	13%	False	True	85,201
40	0.9755	0.9458	0.0297	3.1%	0.0046	0.5%	10%	False	True	90,186
60	0.9755	0.9458	0.0297	3.1%	0.0047	0.5%	10%	False	True	62,112
80	0.9755	0.9458	0.0297	3.1%	0.0049	0.5%	10%	False	True	46,621
100	0.9755	0.9444	0.0311	3.3%	0.0048	0.5%	14%	False	False	37,309
120	0.9755	0.9386	0.0369	3.9%	0.0047	0.5%	27%	False	False	31,091

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9660
2.618	0.9597
1.618	0.9558
1.000	0.9535
0.618	0.9520
HIGH	0.9496
0.618	0.9481
0.500	0.9477
0.382	0.9472
LOW	0.9458
0.618	0.9434
1.000	0.9419
1.618	0.9395
2.618	0.9357
4.250	0.9294

Fisher Pivots for day following 05-Feb-2021
Pivot	1 day	3 day
R1	0.9483	0.9496
PP	0.9480	0.9493
S1	0.9477	0.9490

Download as Excel Spreadsheet

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

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