CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 10-Feb-2021

Day Change Summary
	Previous	Current
	09-Feb-2021	10-Feb-2021	Change	Change %	Previous Week
Open	0.9506	0.9568	0.0062	0.7%	0.9547
High	0.9572	0.9580	0.0008	0.1%	0.9563
Low	0.9503	0.9540	0.0037	0.4%	0.9458
Close	0.9568	0.9559	-0.0010	-0.1%	0.9487
Range	0.0069	0.0040	-0.0030	-42.8%	0.0105
ATR	0.0046	0.0045	0.0000	-1.0%	0.0000
Volume	97,369	89,008	-8,361	-8.6%	414,648

Daily Pivots for day following 10-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9678	0.9658	0.9580
R3	0.9638	0.9618	0.9569
R2	0.9599	0.9599	0.9566
R1	0.9579	0.9579	0.9562	0.9569
PP	0.9559	0.9559	0.9559	0.9555
S1	0.9539	0.9539	0.9555	0.9530
S2	0.9520	0.9520	0.9551
S3	0.9480	0.9500	0.9548
S4	0.9441	0.9460	0.9537

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	0.9580	0.9458	0.0122	1.3%	0.0051	0.5%	83%	True	False	92,954
10	0.9613	0.9458	0.0156	1.6%	0.0045	0.5%	65%	False	False	92,115
20	0.9683	0.9458	0.0225	2.4%	0.0042	0.4%	45%	False	False	85,654
40	0.9755	0.9458	0.0297	3.1%	0.0047	0.5%	34%	False	False	87,927
60	0.9755	0.9458	0.0297	3.1%	0.0047	0.5%	34%	False	False	66,608
80	0.9755	0.9458	0.0297	3.1%	0.0050	0.5%	34%	False	False	49,996
100	0.9755	0.9444	0.0311	3.3%	0.0048	0.5%	37%	False	False	40,007
120	0.9755	0.9386	0.0369	3.9%	0.0047	0.5%	47%	False	False	33,341

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9747
2.618	0.9683
1.618	0.9643
1.000	0.9619
0.618	0.9604
HIGH	0.9580
0.618	0.9564
0.500	0.9560
0.382	0.9555
LOW	0.9540
0.618	0.9516
1.000	0.9501
1.618	0.9476
2.618	0.9437
4.250	0.9372

Fisher Pivots for day following 10-Feb-2021
Pivot	1 day	3 day
R1	0.9560	0.9547
PP	0.9559	0.9535
S1	0.9559	0.9523

Download as Excel Spreadsheet

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

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