CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 22-Feb-2021

Day Change Summary
	Previous	Current
	19-Feb-2021	22-Feb-2021	Change	Change %	Previous Week
Open	0.9464	0.9481	0.0017	0.2%	0.9531
High	0.9504	0.9527	0.0023	0.2%	0.9532
Low	0.9458	0.9449	-0.0009	-0.1%	0.9416
Close	0.9481	0.9524	0.0043	0.4%	0.9481
Range	0.0047	0.0078	0.0031	66.7%	0.0116
ATR	0.0046	0.0048	0.0002	4.9%	0.0000
Volume	109,246	110,752	1,506	1.4%	456,936

Daily Pivots for day following 22-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9732	0.9705	0.9566
R3	0.9655	0.9628	0.9545
R2	0.9577	0.9577	0.9538
R1	0.9550	0.9550	0.9531	0.9564
PP	0.9500	0.9500	0.9500	0.9506
S1	0.9473	0.9473	0.9516	0.9486
S2	0.9422	0.9422	0.9509
S3	0.9345	0.9395	0.9502
S4	0.9267	0.9318	0.9481

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	0.9532	0.9416	0.0116	1.2%	0.0059	0.6%	93%	False	False	113,537
10	0.9580	0.9416	0.0164	1.7%	0.0053	0.6%	66%	False	False	96,428
20	0.9662	0.9416	0.0246	2.6%	0.0046	0.5%	44%	False	False	92,672
40	0.9755	0.9416	0.0339	3.6%	0.0047	0.5%	32%	False	False	87,612
60	0.9755	0.9416	0.0339	3.6%	0.0047	0.5%	32%	False	False	78,157
80	0.9755	0.9416	0.0339	3.6%	0.0051	0.5%	32%	False	False	58,649
100	0.9755	0.9416	0.0339	3.6%	0.0048	0.5%	32%	False	False	46,947
120	0.9755	0.9416	0.0339	3.6%	0.0047	0.5%	32%	False	False	39,126

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

Fibonacci Retracements and Extensions
4.250	0.9856
2.618	0.9729
1.618	0.9652
1.000	0.9604
0.618	0.9574
HIGH	0.9527
0.618	0.9497
0.500	0.9488
0.382	0.9479
LOW	0.9449
0.618	0.9401
1.000	0.9372
1.618	0.9324
2.618	0.9246
4.250	0.9120

Fisher Pivots for day following 22-Feb-2021
Pivot	1 day	3 day
R1	0.9512	0.9510
PP	0.9500	0.9497
S1	0.9488	0.9484

Download as Excel Spreadsheet

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

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