CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 16-Feb-2021

Day Change Summary
	Previous	Current
	12-Feb-2021	16-Feb-2021	Change	Change %	Previous Week
Open	0.9547	0.9531	-0.0017	-0.2%	0.9493
High	0.9551	0.9532	-0.0019	-0.2%	0.9580
Low	0.9509	0.9430	-0.0080	-0.8%	0.9466
Close	0.9528	0.9445	-0.0083	-0.9%	0.9528
Range	0.0042	0.0102	0.0061	145.8%	0.0114
ATR	0.0044	0.0048	0.0004	9.5%	0.0000
Volume	76,741	149,748	73,007	95.1%	396,600

Daily Pivots for day following 16-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9775	0.9712	0.9501
R3	0.9673	0.9610	0.9473
R2	0.9571	0.9571	0.9464
R1	0.9508	0.9508	0.9454	0.9488
PP	0.9469	0.9469	0.9469	0.9459
S1	0.9406	0.9406	0.9436	0.9386
S2	0.9367	0.9367	0.9426
S3	0.9265	0.9304	0.9417
S4	0.9163	0.9202	0.9389

Weekly Pivots for week ending 12-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9865	0.9810	0.9590
R3	0.9752	0.9697	0.9559
R2	0.9638	0.9638	0.9549
R1	0.9583	0.9583	0.9538	0.9611
PP	0.9525	0.9525	0.9525	0.9538
S1	0.9470	0.9470	0.9518	0.9497
S2	0.9411	0.9411	0.9507
S3	0.9298	0.9356	0.9497
S4	0.9184	0.9243	0.9466

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9580	0.9430	0.0150	1.6%	0.0055	0.6%	10%	False	True	92,533
10	0.9580	0.9430	0.0150	1.6%	0.0047	0.5%	10%	False	True	87,748
20	0.9683	0.9430	0.0253	2.7%	0.0044	0.5%	6%	False	True	87,960
40	0.9755	0.9430	0.0325	3.4%	0.0047	0.5%	5%	False	True	86,945
60	0.9755	0.9430	0.0325	3.4%	0.0047	0.5%	5%	False	True	71,208
80	0.9755	0.9430	0.0325	3.4%	0.0051	0.5%	5%	False	True	53,450
100	0.9755	0.9430	0.0325	3.4%	0.0048	0.5%	5%	False	True	42,770
120	0.9755	0.9386	0.0369	3.9%	0.0048	0.5%	16%	False	False	35,644

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 66 trading days

Fibonacci Retracements and Extensions
4.250	0.9965
2.618	0.9799
1.618	0.9697
1.000	0.9634
0.618	0.9595
HIGH	0.9532
0.618	0.9493
0.500	0.9481
0.382	0.9468
LOW	0.9430
0.618	0.9366
1.000	0.9328
1.618	0.9264
2.618	0.9162
4.250	0.8996

Fisher Pivots for day following 16-Feb-2021
Pivot	1 day	3 day
R1	0.9481	0.9499
PP	0.9469	0.9481
S1	0.9457	0.9463

Download as Excel Spreadsheet

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

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