CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 05-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2021 |
05-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9035 |
0.9043 |
0.0008 |
0.1% |
0.9123 |
| High |
0.9052 |
0.9101 |
0.0049 |
0.5% |
0.9150 |
| Low |
0.9027 |
0.9036 |
0.0009 |
0.1% |
0.9018 |
| Close |
0.9046 |
0.9084 |
0.0038 |
0.4% |
0.9046 |
| Range |
0.0025 |
0.0065 |
0.0041 |
165.3% |
0.0132 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.6% |
0.0000 |
| Volume |
91,685 |
75,715 |
-15,970 |
-17.4% |
395,684 |
|
| Daily Pivots for day following 05-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9268 |
0.9241 |
0.9119 |
|
| R3 |
0.9203 |
0.9176 |
0.9101 |
|
| R2 |
0.9138 |
0.9138 |
0.9095 |
|
| R1 |
0.9111 |
0.9111 |
0.9089 |
0.9125 |
| PP |
0.9073 |
0.9073 |
0.9073 |
0.9080 |
| S1 |
0.9046 |
0.9046 |
0.9078 |
0.9060 |
| S2 |
0.9008 |
0.9008 |
0.9072 |
|
| S3 |
0.8943 |
0.8981 |
0.9066 |
|
| S4 |
0.8878 |
0.8916 |
0.9048 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9466 |
0.9387 |
0.9118 |
|
| R3 |
0.9334 |
0.9256 |
0.9082 |
|
| R2 |
0.9203 |
0.9203 |
0.9070 |
|
| R1 |
0.9124 |
0.9124 |
0.9058 |
0.9098 |
| PP |
0.9071 |
0.9071 |
0.9071 |
0.9058 |
| S1 |
0.8993 |
0.8993 |
0.9033 |
0.8966 |
| S2 |
0.8940 |
0.8940 |
0.9021 |
|
| S3 |
0.8808 |
0.8861 |
0.9009 |
|
| S4 |
0.8677 |
0.8730 |
0.8973 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9150 |
0.9018 |
0.0132 |
1.4% |
0.0048 |
0.5% |
50% |
False |
False |
94,279 |
| 10 |
0.9232 |
0.9018 |
0.0214 |
2.4% |
0.0046 |
0.5% |
31% |
False |
False |
91,376 |
| 20 |
0.9242 |
0.9018 |
0.0224 |
2.5% |
0.0048 |
0.5% |
29% |
False |
False |
90,927 |
| 40 |
0.9589 |
0.9018 |
0.0571 |
6.3% |
0.0050 |
0.6% |
11% |
False |
False |
46,153 |
| 60 |
0.9730 |
0.9018 |
0.0712 |
7.8% |
0.0048 |
0.5% |
9% |
False |
False |
30,784 |
| 80 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0046 |
0.5% |
9% |
False |
False |
23,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9377 |
|
2.618 |
0.9271 |
|
1.618 |
0.9206 |
|
1.000 |
0.9166 |
|
0.618 |
0.9141 |
|
HIGH |
0.9101 |
|
0.618 |
0.9076 |
|
0.500 |
0.9068 |
|
0.382 |
0.9060 |
|
LOW |
0.9036 |
|
0.618 |
0.8995 |
|
1.000 |
0.8971 |
|
1.618 |
0.8930 |
|
2.618 |
0.8865 |
|
4.250 |
0.8759 |
|
|
| Fisher Pivots for day following 05-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9078 |
0.9075 |
| PP |
0.9073 |
0.9067 |
| S1 |
0.9068 |
0.9059 |
|