CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 03-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
03-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9184 |
0.9151 |
-0.0034 |
-0.4% |
0.9269 |
| High |
0.9202 |
0.9186 |
-0.0016 |
-0.2% |
0.9295 |
| Low |
0.9145 |
0.9119 |
-0.0027 |
-0.3% |
0.9145 |
| Close |
0.9152 |
0.9168 |
0.0017 |
0.2% |
0.9152 |
| Range |
0.0057 |
0.0068 |
0.0011 |
19.5% |
0.0150 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.5% |
0.0000 |
| Volume |
106,423 |
81,364 |
-25,059 |
-23.5% |
546,667 |
|
| Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9360 |
0.9332 |
0.9205 |
|
| R3 |
0.9293 |
0.9264 |
0.9187 |
|
| R2 |
0.9225 |
0.9225 |
0.9180 |
|
| R1 |
0.9197 |
0.9197 |
0.9174 |
0.9211 |
| PP |
0.9158 |
0.9158 |
0.9158 |
0.9165 |
| S1 |
0.9129 |
0.9129 |
0.9162 |
0.9143 |
| S2 |
0.9090 |
0.9090 |
0.9156 |
|
| S3 |
0.9023 |
0.9062 |
0.9149 |
|
| S4 |
0.8955 |
0.8994 |
0.9131 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9646 |
0.9548 |
0.9234 |
|
| R3 |
0.9496 |
0.9399 |
0.9193 |
|
| R2 |
0.9347 |
0.9347 |
0.9179 |
|
| R1 |
0.9249 |
0.9249 |
0.9165 |
0.9223 |
| PP |
0.9197 |
0.9197 |
0.9197 |
0.9184 |
| S1 |
0.9100 |
0.9100 |
0.9138 |
0.9074 |
| S2 |
0.9048 |
0.9048 |
0.9124 |
|
| S3 |
0.8898 |
0.8950 |
0.9110 |
|
| S4 |
0.8749 |
0.8801 |
0.9069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9256 |
0.9119 |
0.0137 |
1.5% |
0.0059 |
0.6% |
36% |
False |
True |
103,710 |
| 10 |
0.9309 |
0.9119 |
0.0190 |
2.1% |
0.0052 |
0.6% |
26% |
False |
True |
106,056 |
| 20 |
0.9309 |
0.9051 |
0.0258 |
2.8% |
0.0051 |
0.6% |
46% |
False |
False |
104,152 |
| 40 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0050 |
0.5% |
52% |
False |
False |
97,539 |
| 60 |
0.9589 |
0.9018 |
0.0571 |
6.2% |
0.0051 |
0.6% |
26% |
False |
False |
65,486 |
| 80 |
0.9730 |
0.9018 |
0.0712 |
7.8% |
0.0048 |
0.5% |
21% |
False |
False |
49,126 |
| 100 |
0.9763 |
0.9018 |
0.0745 |
8.1% |
0.0047 |
0.5% |
20% |
False |
False |
39,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9473 |
|
2.618 |
0.9363 |
|
1.618 |
0.9295 |
|
1.000 |
0.9254 |
|
0.618 |
0.9228 |
|
HIGH |
0.9186 |
|
0.618 |
0.9160 |
|
0.500 |
0.9152 |
|
0.382 |
0.9144 |
|
LOW |
0.9119 |
|
0.618 |
0.9077 |
|
1.000 |
0.9051 |
|
1.618 |
0.9009 |
|
2.618 |
0.8942 |
|
4.250 |
0.8832 |
|
|
| Fisher Pivots for day following 03-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9163 |
0.9172 |
| PP |
0.9158 |
0.9171 |
| S1 |
0.9152 |
0.9169 |
|