CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 20-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2021 |
20-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9195 |
0.9252 |
0.0057 |
0.6% |
0.9123 |
| High |
0.9263 |
0.9266 |
0.0003 |
0.0% |
0.9213 |
| Low |
0.9193 |
0.9217 |
0.0024 |
0.3% |
0.9115 |
| Close |
0.9255 |
0.9254 |
-0.0001 |
0.0% |
0.9197 |
| Range |
0.0070 |
0.0049 |
-0.0021 |
-30.0% |
0.0098 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.0% |
0.0000 |
| Volume |
124,108 |
110,411 |
-13,697 |
-11.0% |
449,494 |
|
| Daily Pivots for day following 20-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9393 |
0.9372 |
0.9280 |
|
| R3 |
0.9344 |
0.9323 |
0.9267 |
|
| R2 |
0.9295 |
0.9295 |
0.9262 |
|
| R1 |
0.9274 |
0.9274 |
0.9258 |
0.9284 |
| PP |
0.9246 |
0.9246 |
0.9246 |
0.9251 |
| S1 |
0.9225 |
0.9225 |
0.9249 |
0.9235 |
| S2 |
0.9197 |
0.9197 |
0.9245 |
|
| S3 |
0.9148 |
0.9176 |
0.9240 |
|
| S4 |
0.9099 |
0.9127 |
0.9227 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9467 |
0.9429 |
0.9250 |
|
| R3 |
0.9370 |
0.9332 |
0.9223 |
|
| R2 |
0.9272 |
0.9272 |
0.9214 |
|
| R1 |
0.9234 |
0.9234 |
0.9205 |
0.9253 |
| PP |
0.9175 |
0.9175 |
0.9175 |
0.9184 |
| S1 |
0.9137 |
0.9137 |
0.9188 |
0.9156 |
| S2 |
0.9077 |
0.9077 |
0.9179 |
|
| S3 |
0.8980 |
0.9039 |
0.9170 |
|
| S4 |
0.8882 |
0.8942 |
0.9143 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9266 |
0.9172 |
0.0095 |
1.0% |
0.0042 |
0.5% |
87% |
True |
False |
98,205 |
| 10 |
0.9266 |
0.9099 |
0.0167 |
1.8% |
0.0048 |
0.5% |
93% |
True |
False |
100,739 |
| 20 |
0.9266 |
0.9018 |
0.0248 |
2.7% |
0.0049 |
0.5% |
95% |
True |
False |
98,463 |
| 40 |
0.9541 |
0.9018 |
0.0523 |
5.6% |
0.0051 |
0.5% |
45% |
False |
False |
74,416 |
| 60 |
0.9672 |
0.9018 |
0.0654 |
7.1% |
0.0049 |
0.5% |
36% |
False |
False |
49,660 |
| 80 |
0.9763 |
0.9018 |
0.0745 |
8.1% |
0.0048 |
0.5% |
32% |
False |
False |
37,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9474 |
|
2.618 |
0.9394 |
|
1.618 |
0.9345 |
|
1.000 |
0.9315 |
|
0.618 |
0.9296 |
|
HIGH |
0.9266 |
|
0.618 |
0.9247 |
|
0.500 |
0.9242 |
|
0.382 |
0.9236 |
|
LOW |
0.9217 |
|
0.618 |
0.9187 |
|
1.000 |
0.9168 |
|
1.618 |
0.9138 |
|
2.618 |
0.9089 |
|
4.250 |
0.9009 |
|
|
| Fisher Pivots for day following 20-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9250 |
0.9244 |
| PP |
0.9246 |
0.9234 |
| S1 |
0.9242 |
0.9224 |
|