CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 11-Mar-2021

Day Change Summary
	Previous	Current
	10-Mar-2021	11-Mar-2021	Change	Change %	Previous Week
Open	0.9216	0.9225	0.0009	0.1%	0.9383
High	0.9231	0.9229	-0.0002	0.0%	0.9402
Low	0.9181	0.9190	0.0010	0.1%	0.9205
Close	0.9226	0.9221	-0.0005	-0.1%	0.9231
Range	0.0050	0.0039	-0.0012	-23.0%	0.0198
ATR	0.0054	0.0053	-0.0001	-2.1%	0.0000
Volume	186,542	155,412	-31,130	-16.7%	489,695

Daily Pivots for day following 11-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9329	0.9313	0.9242
R3	0.9290	0.9275	0.9231
R2	0.9252	0.9252	0.9228
R1	0.9236	0.9236	0.9224	0.9225
PP	0.9213	0.9213	0.9213	0.9207
S1	0.9198	0.9198	0.9217	0.9186
S2	0.9175	0.9175	0.9213
S3	0.9136	0.9159	0.9210
S4	0.9098	0.9121	0.9199

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	0.9275	0.9155	0.0120	1.3%	0.0056	0.6%	55%	False	False	149,374
10	0.9449	0.9155	0.0294	3.2%	0.0056	0.6%	22%	False	False	124,851
20	0.9568	0.9155	0.0413	4.5%	0.0055	0.6%	16%	False	False	114,938
40	0.9683	0.9155	0.0528	5.7%	0.0048	0.5%	12%	False	False	100,296
60	0.9755	0.9155	0.0600	6.5%	0.0050	0.5%	11%	False	False	96,931
80	0.9755	0.9155	0.0600	6.5%	0.0049	0.5%	11%	False	False	78,690
100	0.9755	0.9155	0.0600	6.5%	0.0051	0.5%	11%	False	False	62,985
120	0.9755	0.9155	0.0600	6.5%	0.0049	0.5%	11%	False	False	52,496

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9392
2.618	0.9329
1.618	0.9291
1.000	0.9267
0.618	0.9252
HIGH	0.9229
0.618	0.9214
0.500	0.9209
0.382	0.9205
LOW	0.9190
0.618	0.9166
1.000	0.9152
1.618	0.9128
2.618	0.9089
4.250	0.9026

Fisher Pivots for day following 11-Mar-2021
Pivot	1 day	3 day
R1	0.9217	0.9211
PP	0.9213	0.9202
S1	0.9209	0.9193

Download as Excel Spreadsheet

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

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