CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 15-Mar-2021

Day Change Summary
	Previous	Current
	12-Mar-2021	15-Mar-2021	Change	Change %	Previous Week
Open	0.9213	0.9176	-0.0037	-0.4%	0.9227
High	0.9216	0.9181	-0.0035	-0.4%	0.9233
Low	0.9138	0.9144	0.0006	0.1%	0.9138
Close	0.9169	0.9157	-0.0012	-0.1%	0.9169
Range	0.0077	0.0037	-0.0040	-51.9%	0.0095
ATR	0.0055	0.0054	-0.0001	-2.4%	0.0000
Volume	25,469	772	-24,697	-97.0%	641,185

Daily Pivots for day following 15-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9272	0.9251	0.9177
R3	0.9235	0.9214	0.9167
R2	0.9198	0.9198	0.9164
R1	0.9177	0.9177	0.9160	0.9169
PP	0.9161	0.9161	0.9161	0.9157
S1	0.9140	0.9140	0.9154	0.9132
S2	0.9124	0.9124	0.9150
S3	0.9087	0.9103	0.9147
S4	0.9050	0.9066	0.9137

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	0.9231	0.9138	0.0092	1.0%	0.0054	0.6%	20%	False	False	104,662
10	0.9375	0.9138	0.0237	2.6%	0.0055	0.6%	8%	False	False	104,436
20	0.9533	0.9138	0.0394	4.3%	0.0057	0.6%	5%	False	False	109,923
40	0.9683	0.9138	0.0544	5.9%	0.0049	0.5%	3%	False	False	96,709
60	0.9755	0.9138	0.0616	6.7%	0.0050	0.5%	3%	False	False	94,023
80	0.9755	0.9138	0.0616	6.7%	0.0049	0.5%	3%	False	False	79,017
100	0.9755	0.9138	0.0616	6.7%	0.0051	0.6%	3%	False	False	63,247
120	0.9755	0.9138	0.0616	6.7%	0.0049	0.5%	3%	False	False	52,714

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	0.0008
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9338
2.618	0.9278
1.618	0.9241
1.000	0.9218
0.618	0.9204
HIGH	0.9181
0.618	0.9167
0.500	0.9163
0.382	0.9158
LOW	0.9144
0.618	0.9121
1.000	0.9107
1.618	0.9084
2.618	0.9047
4.250	0.8987

Fisher Pivots for day following 15-Mar-2021
Pivot	1 day	3 day
R1	0.9163	0.9183
PP	0.9161	0.9175
S1	0.9159	0.9166

Download as Excel Spreadsheet

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

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