CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 04-Mar-2021

Day Change Summary
	Previous	Current
	03-Mar-2021	04-Mar-2021	Change	Change %	Previous Week
Open	0.9373	0.9348	-0.0025	-0.3%	0.9481
High	0.9374	0.9349	-0.0025	-0.3%	0.9533
Low	0.9333	0.9260	-0.0072	-0.8%	0.9374
Close	0.9349	0.9268	-0.0081	-0.9%	0.9379
Range	0.0041	0.0089	0.0048	115.9%	0.0159
ATR	0.0049	0.0052	0.0003	5.7%	0.0000
Volume	81,964	114,129	32,165	39.2%	609,882

Daily Pivots for day following 04-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9558	0.9502	0.9317
R3	0.9470	0.9413	0.9292
R2	0.9381	0.9381	0.9284
R1	0.9325	0.9325	0.9276	0.9309
PP	0.9292	0.9292	0.9292	0.9284
S1	0.9236	0.9236	0.9260	0.9220
S2	0.9204	0.9204	0.9252
S3	0.9115	0.9147	0.9244
S4	0.9027	0.9059	0.9219

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	0.9260	0.0188	2.0%	0.0055	0.6%	4%	False	True	100,329
10	0.9533	0.9260	0.0272	2.9%	0.0058	0.6%	3%	False	True	107,766
20	0.9580	0.9260	0.0319	3.4%	0.0054	0.6%	2%	False	True	100,833
40	0.9755	0.9260	0.0494	5.3%	0.0050	0.5%	2%	False	True	94,489
60	0.9755	0.9260	0.0494	5.3%	0.0048	0.5%	2%	False	True	92,052
80	0.9755	0.9260	0.0494	5.3%	0.0051	0.5%	2%	False	True	69,364
100	0.9755	0.9260	0.0494	5.3%	0.0050	0.5%	2%	False	True	55,517
120	0.9755	0.9260	0.0494	5.3%	0.0048	0.5%	2%	False	True	46,274

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9725
2.618	0.9581
1.618	0.9492
1.000	0.9438
0.618	0.9404
HIGH	0.9349
0.618	0.9315
0.500	0.9305
0.382	0.9294
LOW	0.9260
0.618	0.9206
1.000	0.9172
1.618	0.9117
2.618	0.9029
4.250	0.8884

Fisher Pivots for day following 04-Mar-2021
Pivot	1 day	3 day
R1	0.9305	0.9318
PP	0.9292	0.9301
S1	0.9280	0.9285

Download as Excel Spreadsheet

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

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