CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 05-Mar-2021

Day Change Summary
	Previous	Current
	04-Mar-2021	05-Mar-2021	Change	Change %	Previous Week
Open	0.9348	0.9262	-0.0086	-0.9%	0.9383
High	0.9349	0.9275	-0.0075	-0.8%	0.9402
Low	0.9260	0.9205	-0.0056	-0.6%	0.9205
Close	0.9268	0.9231	-0.0037	-0.4%	0.9231
Range	0.0089	0.0070	-0.0019	-20.9%	0.0198
ATR	0.0052	0.0053	0.0001	2.4%	0.0000
Volume	114,129	131,155	17,026	14.9%	489,695

Daily Pivots for day following 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9447	0.9409	0.9270
R3	0.9377	0.9339	0.9250
R2	0.9307	0.9307	0.9244
R1	0.9269	0.9269	0.9237	0.9253
PP	0.9237	0.9237	0.9237	0.9229
S1	0.9199	0.9199	0.9225	0.9183
S2	0.9167	0.9167	0.9218
S3	0.9097	0.9129	0.9212
S4	0.9027	0.9059	0.9193

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9872	0.9749	0.9340
R3	0.9674	0.9551	0.9285
R2	0.9477	0.9477	0.9267
R1	0.9354	0.9354	0.9249	0.9317
PP	0.9279	0.9279	0.9279	0.9261
S1	0.9156	0.9156	0.9213	0.9119
S2	0.9082	0.9082	0.9195
S3	0.8884	0.8959	0.9177
S4	0.8687	0.8761	0.9122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9402	0.9205	0.0198	2.1%	0.0054	0.6%	13%	False	True	97,939
10	0.9533	0.9205	0.0328	3.6%	0.0060	0.7%	8%	False	True	109,957
20	0.9580	0.9205	0.0375	4.1%	0.0054	0.6%	7%	False	True	103,321
40	0.9720	0.9205	0.0516	5.6%	0.0049	0.5%	5%	False	True	94,453
60	0.9755	0.9205	0.0550	6.0%	0.0049	0.5%	5%	False	True	93,609
80	0.9755	0.9205	0.0550	6.0%	0.0051	0.6%	5%	False	True	71,002
100	0.9755	0.9205	0.0550	6.0%	0.0050	0.5%	5%	False	True	56,828
120	0.9755	0.9205	0.0550	6.0%	0.0049	0.5%	5%	False	True	47,366

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9572
2.618	0.9458
1.618	0.9388
1.000	0.9345
0.618	0.9318
HIGH	0.9275
0.618	0.9248
0.500	0.9240
0.382	0.9231
LOW	0.9205
0.618	0.9161
1.000	0.9135
1.618	0.9091
2.618	0.9021
4.250	0.8907

Fisher Pivots for day following 05-Mar-2021
Pivot	1 day	3 day
R1	0.9240	0.9289
PP	0.9237	0.9270
S1	0.9234	0.9250

Download as Excel Spreadsheet

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

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