CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 09-Mar-2021

Day Change Summary
	Previous	Current
	08-Mar-2021	09-Mar-2021	Change	Change %	Previous Week
Open	0.9227	0.9181	-0.0046	-0.5%	0.9383
High	0.9233	0.9224	-0.0010	-0.1%	0.9402
Low	0.9179	0.9155	-0.0024	-0.3%	0.9205
Close	0.9186	0.9220	0.0034	0.4%	0.9231
Range	0.0054	0.0069	0.0015	26.9%	0.0198
ATR	0.0053	0.0055	0.0001	2.0%	0.0000
Volume	118,643	155,119	36,476	30.7%	489,695

Daily Pivots for day following 09-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9405	0.9381	0.9257
R3	0.9336	0.9312	0.9238
R2	0.9268	0.9268	0.9232
R1	0.9244	0.9244	0.9226	0.9256
PP	0.9199	0.9199	0.9199	0.9205
S1	0.9175	0.9175	0.9213	0.9187
S2	0.9131	0.9131	0.9207
S3	0.9062	0.9107	0.9201
S4	0.8994	0.9038	0.9182

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	0.9374	0.9155	0.0219	2.4%	0.0064	0.7%	30%	False	True	120,202
10	0.9508	0.9155	0.0353	3.8%	0.0060	0.7%	18%	False	True	117,852
20	0.9580	0.9155	0.0425	4.6%	0.0056	0.6%	15%	False	True	107,159
40	0.9683	0.9155	0.0528	5.7%	0.0049	0.5%	12%	False	True	95,118
60	0.9755	0.9155	0.0600	6.5%	0.0050	0.5%	11%	False	True	95,284
80	0.9755	0.9155	0.0600	6.5%	0.0049	0.5%	11%	False	True	74,418
100	0.9755	0.9155	0.0600	6.5%	0.0051	0.5%	11%	False	True	59,565
120	0.9755	0.9155	0.0600	6.5%	0.0049	0.5%	11%	False	True	49,646

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9515
2.618	0.9403
1.618	0.9334
1.000	0.9292
0.618	0.9266
HIGH	0.9224
0.618	0.9197
0.500	0.9189
0.382	0.9181
LOW	0.9155
0.618	0.9113
1.000	0.9087
1.618	0.9044
2.618	0.8976
4.250	0.8864

Fisher Pivots for day following 09-Mar-2021
Pivot	1 day	3 day
R1	0.9209	0.9218
PP	0.9199	0.9216
S1	0.9189	0.9215

Download as Excel Spreadsheet

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

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