CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 10-Mar-2021

Day Change Summary
	Previous	Current
	09-Mar-2021	10-Mar-2021	Change	Change %	Previous Week
Open	0.9181	0.9216	0.0035	0.4%	0.9383
High	0.9224	0.9231	0.0007	0.1%	0.9402
Low	0.9155	0.9181	0.0026	0.3%	0.9205
Close	0.9220	0.9226	0.0006	0.1%	0.9231
Range	0.0069	0.0050	-0.0019	-27.0%	0.0198
ATR	0.0055	0.0054	0.0000	-0.6%	0.0000
Volume	155,119	186,542	31,423	20.3%	489,695

Daily Pivots for day following 10-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9362	0.9344	0.9253
R3	0.9312	0.9294	0.9239
R2	0.9262	0.9262	0.9235
R1	0.9244	0.9244	0.9230	0.9253
PP	0.9212	0.9212	0.9212	0.9217
S1	0.9194	0.9194	0.9221	0.9203
S2	0.9162	0.9162	0.9216
S3	0.9112	0.9144	0.9212
S4	0.9062	0.9094	0.9198

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	0.9349	0.9155	0.0194	2.1%	0.0066	0.7%	36%	False	False	141,117
10	0.9449	0.9155	0.0294	3.2%	0.0057	0.6%	24%	False	False	123,486
20	0.9580	0.9155	0.0425	4.6%	0.0055	0.6%	17%	False	False	111,618
40	0.9683	0.9155	0.0528	5.7%	0.0049	0.5%	13%	False	False	98,158
60	0.9755	0.9155	0.0600	6.5%	0.0050	0.5%	12%	False	False	96,569
80	0.9755	0.9155	0.0600	6.5%	0.0049	0.5%	12%	False	False	76,749
100	0.9755	0.9155	0.0600	6.5%	0.0051	0.5%	12%	False	False	61,431
120	0.9755	0.9155	0.0600	6.5%	0.0049	0.5%	12%	False	False	51,201

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9443
2.618	0.9361
1.618	0.9311
1.000	0.9281
0.618	0.9261
HIGH	0.9231
0.618	0.9211
0.500	0.9206
0.382	0.9200
LOW	0.9181
0.618	0.9150
1.000	0.9131
1.618	0.9100
2.618	0.9050
4.250	0.8968

Fisher Pivots for day following 10-Mar-2021
Pivot	1 day	3 day
R1	0.9219	0.9215
PP	0.9212	0.9205
S1	0.9206	0.9194

Download as Excel Spreadsheet

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

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