CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 08-Mar-2021

Day Change Summary
	Previous	Current
	05-Mar-2021	08-Mar-2021	Change	Change %	Previous Week
Open	0.9262	0.9227	-0.0035	-0.4%	0.9383
High	0.9275	0.9233	-0.0042	-0.4%	0.9402
Low	0.9205	0.9179	-0.0026	-0.3%	0.9205
Close	0.9231	0.9186	-0.0046	-0.5%	0.9231
Range	0.0070	0.0054	-0.0016	-22.9%	0.0198
ATR	0.0053	0.0053	0.0000	0.1%	0.0000
Volume	131,155	118,643	-12,512	-9.5%	489,695

Daily Pivots for day following 08-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9361	0.9327	0.9215
R3	0.9307	0.9273	0.9200
R2	0.9253	0.9253	0.9195
R1	0.9219	0.9219	0.9190	0.9209
PP	0.9199	0.9199	0.9199	0.9194
S1	0.9165	0.9165	0.9181	0.9155
S2	0.9145	0.9145	0.9176
S3	0.9091	0.9111	0.9171
S4	0.9037	0.9057	0.9156

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	0.9375	0.9179	0.0196	2.1%	0.0056	0.6%	3%	False	True	104,209
10	0.9533	0.9179	0.0354	3.8%	0.0058	0.6%	2%	False	True	110,746
20	0.9580	0.9179	0.0401	4.4%	0.0055	0.6%	2%	False	True	103,587
40	0.9683	0.9179	0.0504	5.5%	0.0048	0.5%	1%	False	True	94,394
60	0.9755	0.9179	0.0576	6.3%	0.0049	0.5%	1%	False	True	94,653
80	0.9755	0.9179	0.0576	6.3%	0.0049	0.5%	1%	False	True	72,481
100	0.9755	0.9179	0.0576	6.3%	0.0050	0.5%	1%	False	True	58,014
120	0.9755	0.9179	0.0576	6.3%	0.0049	0.5%	1%	False	True	48,355

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9463
2.618	0.9374
1.618	0.9320
1.000	0.9287
0.618	0.9266
HIGH	0.9233
0.618	0.9212
0.500	0.9206
0.382	0.9200
LOW	0.9179
0.618	0.9146
1.000	0.9125
1.618	0.9092
2.618	0.9038
4.250	0.8950

Fisher Pivots for day following 08-Mar-2021
Pivot	1 day	3 day
R1	0.9206	0.9264
PP	0.9199	0.9238
S1	0.9192	0.9212

Download as Excel Spreadsheet

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

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