CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 26-Feb-2021

Day Change Summary
	Previous	Current
	25-Feb-2021	26-Feb-2021	Change	Change %	Previous Week
Open	0.9446	0.9412	-0.0034	-0.4%	0.9481
High	0.9449	0.9449	0.0000	0.0%	0.9533
Low	0.9399	0.9374	-0.0025	-0.3%	0.9374
Close	0.9416	0.9379	-0.0037	-0.4%	0.9379
Range	0.0050	0.0075	0.0025	50.0%	0.0159
ATR	0.0051	0.0052	0.0002	3.4%	0.0000
Volume	141,763	143,106	1,343	0.9%	609,882

Daily Pivots for day following 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9625	0.9577	0.9420
R3	0.9550	0.9502	0.9399
R2	0.9475	0.9475	0.9392
R1	0.9427	0.9427	0.9385	0.9414
PP	0.9400	0.9400	0.9400	0.9394
S1	0.9352	0.9352	0.9372	0.9339
S2	0.9325	0.9325	0.9365
S3	0.9250	0.9277	0.9358
S4	0.9175	0.9202	0.9337

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9905	0.9801	0.9466
R3	0.9746	0.9642	0.9422
R2	0.9587	0.9587	0.9408
R1	0.9483	0.9483	0.9393	0.9456
PP	0.9428	0.9428	0.9428	0.9415
S1	0.9324	0.9324	0.9364	0.9297
S2	0.9269	0.9269	0.9349
S3	0.9110	0.9165	0.9335
S4	0.8951	0.9006	0.9291

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9533	0.9374	0.0159	1.7%	0.0066	0.7%	3%	False	True	121,976
10	0.9551	0.9374	0.0177	1.9%	0.0059	0.6%	3%	False	True	114,355
20	0.9599	0.9374	0.0226	2.4%	0.0051	0.5%	2%	False	True	100,501
40	0.9755	0.9374	0.0381	4.1%	0.0050	0.5%	1%	False	True	93,260
60	0.9755	0.9374	0.0381	4.1%	0.0048	0.5%	1%	False	True	86,436
80	0.9755	0.9374	0.0381	4.1%	0.0051	0.5%	1%	False	True	64,886
100	0.9755	0.9374	0.0381	4.1%	0.0049	0.5%	1%	False	True	51,936
120	0.9755	0.9374	0.0381	4.1%	0.0048	0.5%	1%	False	True	43,286

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9767
2.618	0.9645
1.618	0.9570
1.000	0.9524
0.618	0.9495
HIGH	0.9449
0.618	0.9420
0.500	0.9411
0.382	0.9402
LOW	0.9374
0.618	0.9327
1.000	0.9299
1.618	0.9252
2.618	0.9177
4.250	0.9055

Fisher Pivots for day following 26-Feb-2021
Pivot	1 day	3 day
R1	0.9411	0.9441
PP	0.9400	0.9420
S1	0.9389	0.9399

Download as Excel Spreadsheet

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

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