CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 03-Mar-2021

Day Change Summary
	Previous	Current
	02-Mar-2021	03-Mar-2021	Change	Change %	Previous Week
Open	0.9366	0.9373	0.0007	0.1%	0.9481
High	0.9375	0.9374	-0.0002	0.0%	0.9533
Low	0.9350	0.9333	-0.0018	-0.2%	0.9374
Close	0.9368	0.9349	-0.0020	-0.2%	0.9379
Range	0.0025	0.0041	0.0016	64.0%	0.0159
ATR	0.0050	0.0049	-0.0001	-1.3%	0.0000
Volume	75,157	81,964	6,807	9.1%	609,882

Daily Pivots for day following 03-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9475	0.9453	0.9371
R3	0.9434	0.9412	0.9360
R2	0.9393	0.9393	0.9356
R1	0.9371	0.9371	0.9352	0.9361
PP	0.9352	0.9352	0.9352	0.9347
S1	0.9330	0.9330	0.9345	0.9320
S2	0.9311	0.9311	0.9341
S3	0.9270	0.9289	0.9337
S4	0.9229	0.9248	0.9326

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	0.9449	0.9333	0.0116	1.2%	0.0047	0.5%	14%	False	True	105,856
10	0.9533	0.9333	0.0200	2.1%	0.0052	0.6%	8%	False	True	104,639
20	0.9580	0.9333	0.0247	2.6%	0.0050	0.5%	6%	False	True	98,307
40	0.9755	0.9333	0.0422	4.5%	0.0049	0.5%	4%	False	True	93,685
60	0.9755	0.9333	0.0422	4.5%	0.0047	0.5%	4%	False	True	90,340
80	0.9755	0.9333	0.0422	4.5%	0.0051	0.5%	4%	False	True	67,939
100	0.9755	0.9333	0.0422	4.5%	0.0049	0.5%	4%	False	True	54,376
120	0.9755	0.9333	0.0422	4.5%	0.0048	0.5%	4%	False	True	45,322

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9548
2.618	0.9481
1.618	0.9440
1.000	0.9415
0.618	0.9399
HIGH	0.9374
0.618	0.9358
0.500	0.9353
0.382	0.9348
LOW	0.9333
0.618	0.9307
1.000	0.9292
1.618	0.9266
2.618	0.9225
4.250	0.9158

Fisher Pivots for day following 03-Mar-2021
Pivot	1 day	3 day
R1	0.9353	0.9367
PP	0.9352	0.9361
S1	0.9350	0.9355

Download as Excel Spreadsheet

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

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