CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 19-Feb-2021

Day Change Summary
	Previous	Current
	18-Feb-2021	19-Feb-2021	Change	Change %	Previous Week
Open	0.9447	0.9464	0.0017	0.2%	0.9531
High	0.9472	0.9504	0.0033	0.3%	0.9532
Low	0.9442	0.9458	0.0016	0.2%	0.9416
Close	0.9463	0.9481	0.0019	0.2%	0.9481
Range	0.0030	0.0047	0.0017	57.6%	0.0116
ATR	0.0046	0.0046	0.0000	0.1%	0.0000
Volume	82,854	109,246	26,392	31.9%	456,936

Daily Pivots for day following 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9620	0.9597	0.9507
R3	0.9574	0.9551	0.9494
R2	0.9527	0.9527	0.9490
R1	0.9504	0.9504	0.9485	0.9516
PP	0.9481	0.9481	0.9481	0.9487
S1	0.9458	0.9458	0.9477	0.9469
S2	0.9434	0.9434	0.9472
S3	0.9388	0.9411	0.9468
S4	0.9341	0.9365	0.9455

Weekly Pivots for week ending 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9824	0.9769	0.9545
R3	0.9708	0.9653	0.9513
R2	0.9592	0.9592	0.9502
R1	0.9537	0.9537	0.9492	0.9506
PP	0.9476	0.9476	0.9476	0.9461
S1	0.9421	0.9421	0.9470	0.9390
S2	0.9360	0.9360	0.9460
S3	0.9244	0.9305	0.9449
S4	0.9128	0.9189	0.9417

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9551	0.9416	0.0135	1.4%	0.0052	0.5%	49%	False	False	106,735
10	0.9580	0.9416	0.0164	1.7%	0.0049	0.5%	40%	False	False	96,684
20	0.9669	0.9416	0.0253	2.7%	0.0044	0.5%	26%	False	False	90,156
40	0.9755	0.9416	0.0339	3.6%	0.0046	0.5%	19%	False	False	86,684
60	0.9755	0.9416	0.0339	3.6%	0.0047	0.5%	19%	False	False	76,314
80	0.9755	0.9416	0.0339	3.6%	0.0050	0.5%	19%	False	False	57,289
100	0.9755	0.9416	0.0339	3.6%	0.0048	0.5%	19%	False	False	45,839
120	0.9755	0.9386	0.0369	3.9%	0.0047	0.5%	26%	False	False	38,204

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9702
2.618	0.9626
1.618	0.9579
1.000	0.9551
0.618	0.9533
HIGH	0.9504
0.618	0.9486
0.500	0.9481
0.382	0.9475
LOW	0.9458
0.618	0.9429
1.000	0.9411
1.618	0.9382
2.618	0.9336
4.250	0.9260

Fisher Pivots for day following 19-Feb-2021
Pivot	1 day	3 day
R1	0.9481	0.9474
PP	0.9481	0.9467
S1	0.9481	0.9460

Download as Excel Spreadsheet

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

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