CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 24-Feb-2021

Day Change Summary
	Previous	Current
	23-Feb-2021	24-Feb-2021	Change	Change %	Previous Week
Open	0.9535	0.9515	-0.0019	-0.2%	0.9531
High	0.9541	0.9516	-0.0025	-0.3%	0.9540
Low	0.9496	0.9436	-0.0060	-0.6%	0.9426
Close	0.9505	0.9450	-0.0056	-0.6%	0.9490
Range	0.0045	0.0081	0.0036	78.9%	0.0114
ATR	0.0046	0.0049	0.0002	5.3%	0.0000
Volume	274	1,424	1,150	419.7%	1,259

Daily Pivots for day following 24-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9709	0.9660	0.9494
R3	0.9628	0.9579	0.9472
R2	0.9548	0.9548	0.9464
R1	0.9499	0.9499	0.9457	0.9483
PP	0.9467	0.9467	0.9467	0.9459
S1	0.9418	0.9418	0.9442	0.9402
S2	0.9387	0.9387	0.9435
S3	0.9306	0.9338	0.9427
S4	0.9226	0.9257	0.9405

Weekly Pivots for week ending 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9827	0.9772	0.9552
R3	0.9713	0.9658	0.9521
R2	0.9599	0.9599	0.9510
R1	0.9544	0.9544	0.9500	0.9515
PP	0.9485	0.9485	0.9485	0.9470
S1	0.9430	0.9430	0.9479	0.9401
S2	0.9371	0.9371	0.9469
S3	0.9257	0.9316	0.9458
S4	0.9143	0.9202	0.9427

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9541	0.9436	0.0105	1.1%	0.0055	0.6%	13%	False	True	528
10	0.9589	0.9426	0.0164	1.7%	0.0051	0.5%	15%	False	False	353
20	0.9669	0.9426	0.0243	2.6%	0.0048	0.5%	10%	False	False	229
40	0.9763	0.9426	0.0338	3.6%	0.0046	0.5%	7%	False	False	129

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	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9858
2.618	0.9727
1.618	0.9646
1.000	0.9597
0.618	0.9566
HIGH	0.9516
0.618	0.9485
0.500	0.9476
0.382	0.9466
LOW	0.9436
0.618	0.9386
1.000	0.9355
1.618	0.9305
2.618	0.9225
4.250	0.9093

Fisher Pivots for day following 24-Feb-2021
Pivot	1 day	3 day
R1	0.9476	0.9488
PP	0.9467	0.9475
S1	0.9458	0.9462

Download as Excel Spreadsheet

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

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