CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 02-Feb-2021

Day Change Summary
	Previous	Current
	01-Feb-2021	02-Feb-2021	Change	Change %	Previous Week
Open	0.9566	0.9546	-0.0020	-0.2%	0.9647
High	0.9572	0.9551	-0.0021	-0.2%	0.9672
Low	0.9534	0.9522	-0.0013	-0.1%	0.9544
Close	0.9542	0.9530	-0.0013	-0.1%	0.9561
Range	0.0038	0.0030	-0.0008	-21.1%	0.0128
ATR	0.0044	0.0043	-0.0001	-2.3%	0.0000
Volume	47	66	19	40.4%	306

Daily Pivots for day following 02-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9624	0.9607	0.9546
R3	0.9594	0.9577	0.9538
R2	0.9564	0.9564	0.9535
R1	0.9547	0.9547	0.9532	0.9540
PP	0.9534	0.9534	0.9534	0.9531
S1	0.9517	0.9517	0.9527	0.9511
S2	0.9504	0.9504	0.9524
S3	0.9474	0.9487	0.9521
S4	0.9444	0.9457	0.9513

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9976	0.9897	0.9631
R3	0.9848	0.9769	0.9596
R2	0.9720	0.9720	0.9584
R1	0.9641	0.9641	0.9573	0.9616
PP	0.9592	0.9592	0.9592	0.9580
S1	0.9513	0.9513	0.9549	0.9488
S2	0.9464	0.9464	0.9538
S3	0.9336	0.9385	0.9526
S4	0.9208	0.9257	0.9491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9669	0.9522	0.0147	1.5%	0.0045	0.5%	5%	False	True	69
10	0.9693	0.9522	0.0171	1.8%	0.0038	0.4%	5%	False	True	52
20	0.9763	0.9522	0.0242	2.5%	0.0045	0.5%	3%	False	True	42
40	0.9763	0.9522	0.0242	2.5%	0.0042	0.4%	3%	False	True	30

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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9679
2.618	0.9630
1.618	0.9600
1.000	0.9581
0.618	0.9570
HIGH	0.9551
0.618	0.9540
0.500	0.9536
0.382	0.9533
LOW	0.9522
0.618	0.9503
1.000	0.9492
1.618	0.9473
2.618	0.9443
4.250	0.9394

Fisher Pivots for day following 02-Feb-2021
Pivot	1 day	3 day
R1	0.9536	0.9565
PP	0.9534	0.9553
S1	0.9532	0.9541

Download as Excel Spreadsheet

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

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