CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 11-Feb-2021

Day Change Summary
	Previous	Current
	10-Feb-2021	11-Feb-2021	Change	Change %	Previous Week
Open	0.9568	0.9563	-0.0006	-0.1%	0.9547
High	0.9580	0.9568	-0.0012	-0.1%	0.9563
Low	0.9540	0.9544	0.0004	0.0%	0.9458
Close	0.9559	0.9548	-0.0011	-0.1%	0.9487
Range	0.0040	0.0024	-0.0016	-39.2%	0.0105
ATR	0.0045	0.0044	-0.0002	-3.4%	0.0000
Volume	89,008	49,800	-39,208	-44.0%	414,648

Daily Pivots for day following 11-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9625	0.9611	0.9561
R3	0.9601	0.9587	0.9555
R2	0.9577	0.9577	0.9552
R1	0.9563	0.9563	0.9550	0.9558
PP	0.9553	0.9553	0.9553	0.9551
S1	0.9539	0.9539	0.9546	0.9534
S2	0.9529	0.9529	0.9544
S3	0.9505	0.9515	0.9541
S4	0.9481	0.9491	0.9535

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%	0.0045	0.5%	74%	False	False	86,633
10	0.9599	0.9458	0.0142	1.5%	0.0043	0.5%	64%	False	False	86,647
20	0.9683	0.9458	0.0225	2.4%	0.0041	0.4%	40%	False	False	84,030
40	0.9755	0.9458	0.0297	3.1%	0.0046	0.5%	30%	False	False	86,276
60	0.9755	0.9458	0.0297	3.1%	0.0046	0.5%	30%	False	False	67,437
80	0.9755	0.9458	0.0297	3.1%	0.0050	0.5%	30%	False	False	50,619
100	0.9755	0.9444	0.0311	3.3%	0.0048	0.5%	34%	False	False	40,505
120	0.9755	0.9386	0.0369	3.9%	0.0047	0.5%	44%	False	False	33,756

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9670
2.618	0.9630
1.618	0.9606
1.000	0.9592
0.618	0.9582
HIGH	0.9568
0.618	0.9558
0.500	0.9556
0.382	0.9553
LOW	0.9544
0.618	0.9529
1.000	0.9520
1.618	0.9505
2.618	0.9481
4.250	0.9442

Fisher Pivots for day following 11-Feb-2021
Pivot	1 day	3 day
R1	0.9556	0.9546
PP	0.9553	0.9544
S1	0.9551	0.9541

Download as Excel Spreadsheet

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

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