CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 01-Mar-2021

Day Change Summary
	Previous	Current
	26-Feb-2021	01-Mar-2021	Change	Change %	Previous Week
Open	0.9412	0.9383	-0.0029	-0.3%	0.9481
High	0.9449	0.9402	-0.0047	-0.5%	0.9533
Low	0.9374	0.9357	-0.0017	-0.2%	0.9374
Close	0.9379	0.9364	-0.0015	-0.2%	0.9379
Range	0.0075	0.0046	-0.0030	-39.3%	0.0159
ATR	0.0052	0.0052	0.0000	-0.9%	0.0000
Volume	143,106	87,290	-55,816	-39.0%	609,882

Daily Pivots for day following 01-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9511	0.9483	0.9389
R3	0.9465	0.9437	0.9377
R2	0.9420	0.9420	0.9372
R1	0.9392	0.9392	0.9368	0.9383
PP	0.9374	0.9374	0.9374	0.9370
S1	0.9346	0.9346	0.9360	0.9338
S2	0.9329	0.9329	0.9356
S3	0.9283	0.9301	0.9351
S4	0.9238	0.9255	0.9339

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	0.9357	0.0176	1.9%	0.0060	0.6%	4%	False	True	117,284
10	0.9533	0.9357	0.0176	1.9%	0.0060	0.6%	4%	False	True	115,410
20	0.9580	0.9357	0.0223	2.4%	0.0050	0.5%	3%	False	True	98,267
40	0.9755	0.9357	0.0398	4.3%	0.0049	0.5%	2%	False	True	93,264
60	0.9755	0.9357	0.0398	4.3%	0.0048	0.5%	2%	False	True	87,870
80	0.9755	0.9357	0.0398	4.3%	0.0052	0.6%	2%	False	True	65,977
100	0.9755	0.9357	0.0398	4.3%	0.0049	0.5%	2%	False	True	52,809
120	0.9755	0.9357	0.0398	4.3%	0.0048	0.5%	2%	False	True	44,013

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9595
2.618	0.9521
1.618	0.9476
1.000	0.9448
0.618	0.9430
HIGH	0.9402
0.618	0.9385
0.500	0.9379
0.382	0.9374
LOW	0.9357
0.618	0.9328
1.000	0.9311
1.618	0.9283
2.618	0.9237
4.250	0.9163

Fisher Pivots for day following 01-Mar-2021
Pivot	1 day	3 day
R1	0.9379	0.9403
PP	0.9374	0.9390
S1	0.9369	0.9377

Download as Excel Spreadsheet

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

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