CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 27-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2021 |
27-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9269 |
0.9256 |
-0.0014 |
-0.1% |
0.9195 |
| High |
0.9295 |
0.9256 |
-0.0039 |
-0.4% |
0.9309 |
| Low |
0.9247 |
0.9197 |
-0.0050 |
-0.5% |
0.9193 |
| Close |
0.9253 |
0.9199 |
-0.0054 |
-0.6% |
0.9269 |
| Range |
0.0048 |
0.0059 |
0.0011 |
21.9% |
0.0116 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.5% |
0.0000 |
| Volume |
109,481 |
100,577 |
-8,904 |
-8.1% |
556,638 |
|
| Daily Pivots for day following 27-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9393 |
0.9354 |
0.9231 |
|
| R3 |
0.9334 |
0.9296 |
0.9215 |
|
| R2 |
0.9276 |
0.9276 |
0.9210 |
|
| R1 |
0.9237 |
0.9237 |
0.9204 |
0.9227 |
| PP |
0.9217 |
0.9217 |
0.9217 |
0.9212 |
| S1 |
0.9179 |
0.9179 |
0.9194 |
0.9169 |
| S2 |
0.9159 |
0.9159 |
0.9188 |
|
| S3 |
0.9100 |
0.9120 |
0.9183 |
|
| S4 |
0.9042 |
0.9062 |
0.9167 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9603 |
0.9552 |
0.9333 |
|
| R3 |
0.9488 |
0.9436 |
0.9301 |
|
| R2 |
0.9372 |
0.9372 |
0.9290 |
|
| R1 |
0.9321 |
0.9321 |
0.9280 |
0.9347 |
| PP |
0.9257 |
0.9257 |
0.9257 |
0.9270 |
| S1 |
0.9205 |
0.9205 |
0.9258 |
0.9231 |
| S2 |
0.9141 |
0.9141 |
0.9248 |
|
| S3 |
0.9026 |
0.9090 |
0.9237 |
|
| S4 |
0.8910 |
0.8974 |
0.9205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9309 |
0.9197 |
0.0112 |
1.2% |
0.0047 |
0.5% |
2% |
False |
True |
106,435 |
| 10 |
0.9309 |
0.9172 |
0.0137 |
1.5% |
0.0044 |
0.5% |
20% |
False |
False |
102,320 |
| 20 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0050 |
0.5% |
62% |
False |
False |
102,683 |
| 40 |
0.9383 |
0.9018 |
0.0365 |
4.0% |
0.0049 |
0.5% |
50% |
False |
False |
87,539 |
| 60 |
0.9589 |
0.9018 |
0.0571 |
6.2% |
0.0049 |
0.5% |
32% |
False |
False |
58,524 |
| 80 |
0.9763 |
0.9018 |
0.0745 |
8.1% |
0.0048 |
0.5% |
24% |
False |
False |
43,902 |
| 100 |
0.9763 |
0.9018 |
0.0745 |
8.1% |
0.0046 |
0.5% |
24% |
False |
False |
35,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9504 |
|
2.618 |
0.9409 |
|
1.618 |
0.9350 |
|
1.000 |
0.9314 |
|
0.618 |
0.9292 |
|
HIGH |
0.9256 |
|
0.618 |
0.9233 |
|
0.500 |
0.9226 |
|
0.382 |
0.9219 |
|
LOW |
0.9197 |
|
0.618 |
0.9161 |
|
1.000 |
0.9139 |
|
1.618 |
0.9102 |
|
2.618 |
0.9044 |
|
4.250 |
0.8948 |
|
|
| Fisher Pivots for day following 27-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9226 |
0.9253 |
| PP |
0.9217 |
0.9235 |
| S1 |
0.9208 |
0.9217 |
|