CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 08-Feb-2021

Day Change Summary
	Previous	Current
	05-Feb-2021	08-Feb-2021	Change	Change %	Previous Week
Open	0.9479	0.9493	0.0014	0.1%	0.9547
High	0.9496	0.9521	0.0025	0.3%	0.9563
Low	0.9458	0.9466	0.0009	0.1%	0.9458
Close	0.9487	0.9507	0.0020	0.2%	0.9487
Range	0.0039	0.0055	0.0017	42.9%	0.0105
ATR	0.0043	0.0044	0.0001	1.9%	0.0000
Volume	113,309	83,682	-29,627	-26.1%	414,648

Daily Pivots for day following 08-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9663	0.9640	0.9537
R3	0.9608	0.9585	0.9522
R2	0.9553	0.9553	0.9517
R1	0.9530	0.9530	0.9512	0.9541
PP	0.9498	0.9498	0.9498	0.9504
S1	0.9475	0.9475	0.9501	0.9486
S2	0.9443	0.9443	0.9496
S3	0.9388	0.9420	0.9491
S4	0.9333	0.9365	0.9476

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	0.9543	0.9458	0.0085	0.9%	0.0039	0.4%	58%	False	False	82,964
10	0.9662	0.9458	0.0204	2.1%	0.0042	0.4%	24%	False	False	90,766
20	0.9683	0.9458	0.0225	2.4%	0.0042	0.4%	22%	False	False	83,077
40	0.9755	0.9458	0.0297	3.1%	0.0046	0.5%	16%	False	False	89,346
60	0.9755	0.9458	0.0297	3.1%	0.0047	0.5%	16%	False	False	63,505
80	0.9755	0.9458	0.0297	3.1%	0.0049	0.5%	16%	False	False	47,667
100	0.9755	0.9444	0.0311	3.3%	0.0048	0.5%	20%	False	False	38,144
120	0.9755	0.9386	0.0369	3.9%	0.0047	0.5%	33%	False	False	31,788

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9755
2.618	0.9665
1.618	0.9610
1.000	0.9576
0.618	0.9555
HIGH	0.9521
0.618	0.9500
0.500	0.9494
0.382	0.9487
LOW	0.9466
0.618	0.9432
1.000	0.9411
1.618	0.9377
2.618	0.9322
4.250	0.9232

Fisher Pivots for day following 08-Feb-2021
Pivot	1 day	3 day
R1	0.9502	0.9502
PP	0.9498	0.9498
S1	0.9494	0.9493

Download as Excel Spreadsheet

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

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