CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 04-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9151 |
0.9172 |
0.0022 |
0.2% |
0.9269 |
| High |
0.9186 |
0.9175 |
-0.0011 |
-0.1% |
0.9295 |
| Low |
0.9119 |
0.9137 |
0.0018 |
0.2% |
0.9145 |
| Close |
0.9168 |
0.9152 |
-0.0016 |
-0.2% |
0.9152 |
| Range |
0.0068 |
0.0039 |
-0.0029 |
-43.0% |
0.0150 |
| ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
81,364 |
87,398 |
6,034 |
7.4% |
546,667 |
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9270 |
0.9250 |
0.9173 |
|
| R3 |
0.9232 |
0.9211 |
0.9163 |
|
| R2 |
0.9193 |
0.9193 |
0.9159 |
|
| R1 |
0.9173 |
0.9173 |
0.9156 |
0.9164 |
| PP |
0.9155 |
0.9155 |
0.9155 |
0.9150 |
| S1 |
0.9134 |
0.9134 |
0.9148 |
0.9125 |
| S2 |
0.9116 |
0.9116 |
0.9145 |
|
| S3 |
0.9078 |
0.9096 |
0.9141 |
|
| S4 |
0.9039 |
0.9057 |
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 |
0.9225 |
0.9119 |
0.0107 |
1.2% |
0.0055 |
0.6% |
31% |
False |
False |
101,074 |
| 10 |
0.9309 |
0.9119 |
0.0190 |
2.1% |
0.0051 |
0.6% |
18% |
False |
False |
103,754 |
| 20 |
0.9309 |
0.9099 |
0.0210 |
2.3% |
0.0049 |
0.5% |
25% |
False |
False |
102,247 |
| 40 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0049 |
0.5% |
46% |
False |
False |
99,045 |
| 60 |
0.9589 |
0.9018 |
0.0571 |
6.2% |
0.0051 |
0.6% |
23% |
False |
False |
66,937 |
| 80 |
0.9693 |
0.9018 |
0.0675 |
7.4% |
0.0048 |
0.5% |
20% |
False |
False |
50,218 |
| 100 |
0.9763 |
0.9018 |
0.0745 |
8.1% |
0.0047 |
0.5% |
18% |
False |
False |
40,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9339 |
|
2.618 |
0.9276 |
|
1.618 |
0.9237 |
|
1.000 |
0.9214 |
|
0.618 |
0.9199 |
|
HIGH |
0.9175 |
|
0.618 |
0.9160 |
|
0.500 |
0.9156 |
|
0.382 |
0.9151 |
|
LOW |
0.9137 |
|
0.618 |
0.9113 |
|
1.000 |
0.9098 |
|
1.618 |
0.9074 |
|
2.618 |
0.9036 |
|
4.250 |
0.8973 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9156 |
0.9160 |
| PP |
0.9155 |
0.9157 |
| S1 |
0.9153 |
0.9155 |
|