CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 08-Mar-2021

Day Change Summary
	Previous	Current
	05-Mar-2021	08-Mar-2021	Change	Change %	Previous Week
Open	0.9270	0.9234	-0.0037	-0.4%	0.9393
High	0.9284	0.9242	-0.0042	-0.5%	0.9412
Low	0.9214	0.9189	-0.0026	-0.3%	0.9214
Close	0.9240	0.9195	-0.0046	-0.5%	0.9240
Range	0.0070	0.0054	-0.0017	-23.6%	0.0198
ATR	0.0052	0.0052	0.0000	0.2%	0.0000
Volume	8,398	27,176	18,778	223.6%	20,079

Daily Pivots for day following 08-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9369	0.9335	0.9224
R3	0.9315	0.9282	0.9209
R2	0.9262	0.9262	0.9204
R1	0.9228	0.9228	0.9199	0.9218
PP	0.9208	0.9208	0.9208	0.9203
S1	0.9175	0.9175	0.9190	0.9165
S2	0.9155	0.9155	0.9185
S3	0.9101	0.9121	0.9180
S4	0.9048	0.9068	0.9165

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9881	0.9758	0.9349
R3	0.9684	0.9561	0.9294
R2	0.9486	0.9486	0.9276
R1	0.9363	0.9363	0.9258	0.9326
PP	0.9289	0.9289	0.9289	0.9270
S1	0.9166	0.9166	0.9222	0.9128
S2	0.9091	0.9091	0.9204
S3	0.8894	0.8968	0.9186
S4	0.8696	0.8771	0.9131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9383	0.9189	0.0195	2.1%	0.0055	0.6%	3%	False	True	9,028
10	0.9541	0.9189	0.0352	3.8%	0.0057	0.6%	2%	False	True	5,238
20	0.9589	0.9189	0.0401	4.4%	0.0053	0.6%	1%	False	True	2,721
40	0.9693	0.9189	0.0504	5.5%	0.0046	0.5%	1%	False	True	1,391
60	0.9763	0.9189	0.0575	6.3%	0.0046	0.5%	1%	False	True	935

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9469
2.618	0.9382
1.618	0.9329
1.000	0.9296
0.618	0.9275
HIGH	0.9242
0.618	0.9222
0.500	0.9215
0.382	0.9209
LOW	0.9189
0.618	0.9155
1.000	0.9135
1.618	0.9102
2.618	0.9048
4.250	0.8961

Fisher Pivots for day following 08-Mar-2021
Pivot	1 day	3 day
R1	0.9215	0.9273
PP	0.9208	0.9247
S1	0.9201	0.9221

Download as Excel Spreadsheet

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

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