CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 17-Feb-2021

Day Change Summary
	Previous	Current
	16-Feb-2021	17-Feb-2021	Change	Change %	Previous Week
Open	0.9531	0.9426	-0.0105	-1.1%	0.9493
High	0.9532	0.9456	-0.0076	-0.8%	0.9580
Low	0.9430	0.9416	-0.0014	-0.1%	0.9466
Close	0.9445	0.9444	-0.0002	0.0%	0.9528
Range	0.0102	0.0041	-0.0062	-60.3%	0.0114
ATR	0.0048	0.0047	-0.0001	-1.1%	0.0000
Volume	149,748	115,088	-34,660	-23.1%	396,600

Daily Pivots for day following 17-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9560	0.9542	0.9466
R3	0.9519	0.9502	0.9455
R2	0.9479	0.9479	0.9451
R1	0.9461	0.9461	0.9447	0.9470
PP	0.9438	0.9438	0.9438	0.9443
S1	0.9421	0.9421	0.9440	0.9430
S2	0.9398	0.9398	0.9436
S3	0.9357	0.9380	0.9432
S4	0.9317	0.9340	0.9421

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	0.9416	0.0164	1.7%	0.0050	0.5%	17%	False	True	96,077
10	0.9580	0.9416	0.0164	1.7%	0.0048	0.5%	17%	False	True	91,976
20	0.9683	0.9416	0.0267	2.8%	0.0044	0.5%	10%	False	True	87,883
40	0.9755	0.9416	0.0339	3.6%	0.0047	0.5%	8%	False	True	86,937
60	0.9755	0.9416	0.0339	3.6%	0.0047	0.5%	8%	False	True	73,125
80	0.9755	0.9416	0.0339	3.6%	0.0050	0.5%	8%	False	True	54,888
100	0.9755	0.9416	0.0339	3.6%	0.0047	0.5%	8%	False	True	43,920
120	0.9755	0.9386	0.0369	3.9%	0.0048	0.5%	16%	False	False	36,603

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9628
2.618	0.9562
1.618	0.9522
1.000	0.9497
0.618	0.9481
HIGH	0.9456
0.618	0.9441
0.500	0.9436
0.382	0.9431
LOW	0.9416
0.618	0.9390
1.000	0.9375
1.618	0.9350
2.618	0.9309
4.250	0.9243

Fisher Pivots for day following 17-Feb-2021
Pivot	1 day	3 day
R1	0.9441	0.9483
PP	0.9438	0.9470
S1	0.9436	0.9457

Download as Excel Spreadsheet

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

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