CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 12-Mar-2021

Day Change Summary
	Previous	Current
	11-Mar-2021	12-Mar-2021	Change	Change %	Previous Week
Open	0.9225	0.9213	-0.0012	-0.1%	0.9227
High	0.9229	0.9216	-0.0013	-0.1%	0.9233
Low	0.9190	0.9138	-0.0052	-0.6%	0.9138
Close	0.9221	0.9169	-0.0052	-0.6%	0.9169
Range	0.0039	0.0077	0.0039	100.0%	0.0095
ATR	0.0053	0.0055	0.0002	3.9%	0.0000
Volume	155,412	25,469	-129,943	-83.6%	641,185

Daily Pivots for day following 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9405	0.9364	0.9211
R3	0.9328	0.9287	0.9190
R2	0.9251	0.9251	0.9183
R1	0.9210	0.9210	0.9176	0.9192
PP	0.9174	0.9174	0.9174	0.9165
S1	0.9133	0.9133	0.9161	0.9115
S2	0.9097	0.9097	0.9154
S3	0.9020	0.9056	0.9147
S4	0.8943	0.8979	0.9126

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9464	0.9411	0.9220
R3	0.9369	0.9316	0.9194
R2	0.9275	0.9275	0.9186
R1	0.9222	0.9222	0.9177	0.9201
PP	0.9180	0.9180	0.9180	0.9170
S1	0.9127	0.9127	0.9160	0.9106
S2	0.9085	0.9085	0.9151
S3	0.8991	0.9032	0.9143
S4	0.8896	0.8938	0.9117

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9233	0.9138	0.0095	1.0%	0.0058	0.6%	32%	False	True	128,237
10	0.9402	0.9138	0.0264	2.9%	0.0056	0.6%	11%	False	True	113,088
20	0.9551	0.9138	0.0412	4.5%	0.0057	0.6%	7%	False	True	113,721
40	0.9683	0.9138	0.0544	5.9%	0.0049	0.5%	6%	False	True	98,876
60	0.9755	0.9138	0.0616	6.7%	0.0050	0.5%	5%	False	True	95,424
80	0.9755	0.9138	0.0616	6.7%	0.0049	0.5%	5%	False	True	79,008
100	0.9755	0.9138	0.0616	6.7%	0.0051	0.6%	5%	False	True	63,239
120	0.9755	0.9138	0.0616	6.7%	0.0049	0.5%	5%	False	True	52,708

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9543
2.618	0.9417
1.618	0.9340
1.000	0.9293
0.618	0.9263
HIGH	0.9216
0.618	0.9186
0.500	0.9177
0.382	0.9168
LOW	0.9138
0.618	0.9091
1.000	0.9061
1.618	0.9014
2.618	0.8937
4.250	0.8811

Fisher Pivots for day following 12-Mar-2021
Pivot	1 day	3 day
R1	0.9177	0.9184
PP	0.9174	0.9179
S1	0.9171	0.9174

Download as Excel Spreadsheet

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

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