CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 06-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2021 |
06-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9043 |
0.9086 |
0.0043 |
0.5% |
0.9123 |
| High |
0.9101 |
0.9125 |
0.0024 |
0.3% |
0.9150 |
| Low |
0.9036 |
0.9051 |
0.0015 |
0.2% |
0.9018 |
| Close |
0.9084 |
0.9109 |
0.0025 |
0.3% |
0.9046 |
| Range |
0.0065 |
0.0074 |
0.0009 |
13.8% |
0.0132 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.6% |
0.0000 |
| Volume |
75,715 |
125,499 |
49,784 |
65.8% |
395,684 |
|
| Daily Pivots for day following 06-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9317 |
0.9287 |
0.9149 |
|
| R3 |
0.9243 |
0.9213 |
0.9129 |
|
| R2 |
0.9169 |
0.9169 |
0.9122 |
|
| R1 |
0.9139 |
0.9139 |
0.9115 |
0.9154 |
| PP |
0.9095 |
0.9095 |
0.9095 |
0.9102 |
| S1 |
0.9065 |
0.9065 |
0.9102 |
0.9080 |
| S2 |
0.9021 |
0.9021 |
0.9095 |
|
| S3 |
0.8947 |
0.8991 |
0.9088 |
|
| S4 |
0.8873 |
0.8917 |
0.9068 |
|
|
| 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 |
0.9125 |
0.9018 |
0.0107 |
1.2% |
0.0055 |
0.6% |
85% |
True |
False |
102,818 |
| 10 |
0.9232 |
0.9018 |
0.0214 |
2.3% |
0.0050 |
0.6% |
42% |
False |
False |
96,187 |
| 20 |
0.9239 |
0.9018 |
0.0221 |
2.4% |
0.0049 |
0.5% |
41% |
False |
False |
95,843 |
| 40 |
0.9589 |
0.9018 |
0.0571 |
6.3% |
0.0051 |
0.6% |
16% |
False |
False |
49,282 |
| 60 |
0.9693 |
0.9018 |
0.0675 |
7.4% |
0.0047 |
0.5% |
13% |
False |
False |
32,875 |
| 80 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0047 |
0.5% |
12% |
False |
False |
24,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9439 |
|
2.618 |
0.9318 |
|
1.618 |
0.9244 |
|
1.000 |
0.9199 |
|
0.618 |
0.9170 |
|
HIGH |
0.9125 |
|
0.618 |
0.9096 |
|
0.500 |
0.9088 |
|
0.382 |
0.9079 |
|
LOW |
0.9051 |
|
0.618 |
0.9005 |
|
1.000 |
0.8977 |
|
1.618 |
0.8931 |
|
2.618 |
0.8857 |
|
4.250 |
0.8736 |
|
|
| Fisher Pivots for day following 06-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9102 |
0.9098 |
| PP |
0.9095 |
0.9087 |
| S1 |
0.9088 |
0.9076 |
|