CME Japanese Yen Future June 2021

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

Day Change Summary
	Previous	Current
	01-Mar-2021	02-Mar-2021	Change	Change %	Previous Week
Open	0.9393	0.9375	-0.0018	-0.2%	0.9489
High	0.9412	0.9383	-0.0029	-0.3%	0.9541
Low	0.9366	0.9360	-0.0006	-0.1%	0.9384
Close	0.9374	0.9377	0.0004	0.0%	0.9389
Range	0.0046	0.0023	-0.0023	-49.5%	0.0157
ATR	0.0050	0.0048	-0.0002	-3.9%	0.0000
Volume	2,111	1,992	-119	-5.6%	5,420

Daily Pivots for day following 02-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9442	0.9433	0.9390
R3	0.9419	0.9410	0.9383
R2	0.9396	0.9396	0.9381
R1	0.9387	0.9387	0.9379	0.9392
PP	0.9373	0.9373	0.9373	0.9376
S1	0.9364	0.9364	0.9375	0.9369
S2	0.9350	0.9350	0.9373
S3	0.9327	0.9341	0.9371
S4	0.9304	0.9318	0.9364

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9907	0.9804	0.9475
R3	0.9751	0.9648	0.9432
R2	0.9594	0.9594	0.9417
R1	0.9491	0.9491	0.9403	0.9465
PP	0.9438	0.9438	0.9438	0.9424
S1	0.9335	0.9335	0.9374	0.9308
S2	0.9281	0.9281	0.9360
S3	0.9125	0.9178	0.9345
S4	0.8968	0.9022	0.9302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9516	0.9360	0.0156	1.7%	0.0054	0.6%	11%	False	True	1,791
10	0.9541	0.9360	0.0181	1.9%	0.0050	0.5%	9%	False	True	1,041
20	0.9589	0.9360	0.0229	2.4%	0.0048	0.5%	7%	False	True	591
40	0.9763	0.9360	0.0403	4.3%	0.0047	0.5%	4%	False	True	315
60	0.9763	0.9360	0.0403	4.3%	0.0044	0.5%	4%	False	True	216

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9481
2.618	0.9443
1.618	0.9420
1.000	0.9406
0.618	0.9397
HIGH	0.9383
0.618	0.9374
0.500	0.9372
0.382	0.9369
LOW	0.9360
0.618	0.9346
1.000	0.9337
1.618	0.9323
2.618	0.9300
4.250	0.9262

Fisher Pivots for day following 02-Mar-2021
Pivot	1 day	3 day
R1	0.9375	0.9409
PP	0.9373	0.9398
S1	0.9372	0.9388

Download as Excel Spreadsheet

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

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