CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 23-Feb-2021

Day Change Summary
	Previous	Current
	22-Feb-2021	23-Feb-2021	Change	Change %	Previous Week
Open	0.9481	0.9521	0.0040	0.4%	0.9531
High	0.9527	0.9533	0.0006	0.1%	0.9532
Low	0.9449	0.9486	0.0037	0.4%	0.9416
Close	0.9524	0.9496	-0.0028	-0.3%	0.9481
Range	0.0078	0.0047	-0.0031	-40.0%	0.0116
ATR	0.0048	0.0048	0.0000	-0.3%	0.0000
Volume	110,752	84,066	-26,686	-24.1%	456,936

Daily Pivots for day following 23-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9644	0.9617	0.9522
R3	0.9598	0.9570	0.9509
R2	0.9551	0.9551	0.9505
R1	0.9524	0.9524	0.9500	0.9514
PP	0.9505	0.9505	0.9505	0.9500
S1	0.9477	0.9477	0.9492	0.9468
S2	0.9458	0.9458	0.9487
S3	0.9412	0.9431	0.9483
S4	0.9365	0.9384	0.9470

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	0.9533	0.9416	0.0117	1.2%	0.0048	0.5%	69%	True	False	100,401
10	0.9580	0.9416	0.0164	1.7%	0.0052	0.5%	49%	False	False	96,467
20	0.9662	0.9416	0.0246	2.6%	0.0047	0.5%	33%	False	False	93,616
40	0.9755	0.9416	0.0339	3.6%	0.0047	0.5%	24%	False	False	87,614
60	0.9755	0.9416	0.0339	3.6%	0.0047	0.5%	24%	False	False	79,554
80	0.9755	0.9416	0.0339	3.6%	0.0051	0.5%	24%	False	False	59,700
100	0.9755	0.9416	0.0339	3.6%	0.0048	0.5%	24%	False	False	47,787
120	0.9755	0.9416	0.0339	3.6%	0.0047	0.5%	24%	False	False	39,827

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9730
2.618	0.9654
1.618	0.9608
1.000	0.9579
0.618	0.9561
HIGH	0.9533
0.618	0.9515
0.500	0.9509
0.382	0.9504
LOW	0.9486
0.618	0.9457
1.000	0.9440
1.618	0.9411
2.618	0.9364
4.250	0.9288

Fisher Pivots for day following 23-Feb-2021
Pivot	1 day	3 day
R1	0.9509	0.9494
PP	0.9505	0.9493
S1	0.9500	0.9491

Download as Excel Spreadsheet

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

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