CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 25-Feb-2021

Day Change Summary
	Previous	Current
	24-Feb-2021	25-Feb-2021	Change	Change %	Previous Week
Open	0.9504	0.9446	-0.0058	-0.6%	0.9531
High	0.9508	0.9449	-0.0060	-0.6%	0.9532
Low	0.9426	0.9399	-0.0027	-0.3%	0.9416
Close	0.9441	0.9416	-0.0025	-0.3%	0.9481
Range	0.0083	0.0050	-0.0033	-39.4%	0.0116
ATR	0.0051	0.0051	0.0000	-0.1%	0.0000
Volume	130,195	141,763	11,568	8.9%	456,936

Daily Pivots for day following 25-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9571	0.9543	0.9443
R3	0.9521	0.9493	0.9429
R2	0.9471	0.9471	0.9425
R1	0.9443	0.9443	0.9420	0.9432
PP	0.9421	0.9421	0.9421	0.9415
S1	0.9393	0.9393	0.9411	0.9382
S2	0.9371	0.9371	0.9406
S3	0.9321	0.9343	0.9402
S4	0.9271	0.9293	0.9388

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	0.9399	0.0134	1.4%	0.0061	0.6%	13%	False	True	115,204
10	0.9568	0.9399	0.0169	1.8%	0.0054	0.6%	10%	False	True	105,025
20	0.9613	0.9399	0.0215	2.3%	0.0049	0.5%	8%	False	True	98,570
40	0.9755	0.9399	0.0356	3.8%	0.0049	0.5%	5%	False	True	91,358
60	0.9755	0.9399	0.0356	3.8%	0.0048	0.5%	5%	False	True	84,075
80	0.9755	0.9399	0.0356	3.8%	0.0051	0.5%	5%	False	True	63,098
100	0.9755	0.9399	0.0356	3.8%	0.0049	0.5%	5%	False	True	50,506
120	0.9755	0.9399	0.0356	3.8%	0.0047	0.5%	5%	False	True	42,093

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9661
2.618	0.9579
1.618	0.9529
1.000	0.9499
0.618	0.9479
HIGH	0.9449
0.618	0.9429
0.500	0.9424
0.382	0.9418
LOW	0.9399
0.618	0.9368
1.000	0.9349
1.618	0.9318
2.618	0.9268
4.250	0.9186

Fisher Pivots for day following 25-Feb-2021
Pivot	1 day	3 day
R1	0.9424	0.9466
PP	0.9421	0.9449
S1	0.9418	0.9432

Download as Excel Spreadsheet

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

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