CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 03-Feb-2021

Day Change Summary
	Previous	Current
	02-Feb-2021	03-Feb-2021	Change	Change %	Previous Week
Open	0.9546	0.9538	-0.0008	-0.1%	0.9647
High	0.9551	0.9543	-0.0009	-0.1%	0.9672
Low	0.9522	0.9528	0.0006	0.1%	0.9544
Close	0.9530	0.9532	0.0002	0.0%	0.9561
Range	0.0030	0.0015	-0.0015	-50.0%	0.0128
ATR	0.0043	0.0041	-0.0002	-4.6%	0.0000
Volume	66	8	-58	-87.9%	306

Daily Pivots for day following 03-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9579	0.9570	0.9540
R3	0.9564	0.9555	0.9536
R2	0.9549	0.9549	0.9534
R1	0.9540	0.9540	0.9533	0.9537
PP	0.9534	0.9534	0.9534	0.9532
S1	0.9525	0.9525	0.9530	0.9522
S2	0.9519	0.9519	0.9529
S3	0.9504	0.9510	0.9527
S4	0.9489	0.9495	0.9523

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	0.9622	0.9522	0.0101	1.1%	0.0037	0.4%	10%	False	False	60
10	0.9693	0.9522	0.0171	1.8%	0.0035	0.4%	6%	False	False	50
20	0.9763	0.9522	0.0242	2.5%	0.0043	0.5%	4%	False	False	42
40	0.9763	0.9522	0.0242	2.5%	0.0041	0.4%	4%	False	False	30

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	0.9606
2.618	0.9582
1.618	0.9567
1.000	0.9558
0.618	0.9552
HIGH	0.9543
0.618	0.9537
0.500	0.9535
0.382	0.9533
LOW	0.9528
0.618	0.9518
1.000	0.9513
1.618	0.9503
2.618	0.9488
4.250	0.9464

Fisher Pivots for day following 03-Feb-2021
Pivot	1 day	3 day
R1	0.9535	0.9547
PP	0.9534	0.9542
S1	0.9533	0.9537

Download as Excel Spreadsheet

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

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