CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 06-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9153 |
0.9160 |
0.0007 |
0.1% |
0.9269 |
| High |
0.9165 |
0.9176 |
0.0011 |
0.1% |
0.9295 |
| Low |
0.9136 |
0.9141 |
0.0005 |
0.1% |
0.9145 |
| Close |
0.9156 |
0.9174 |
0.0018 |
0.2% |
0.9152 |
| Range |
0.0029 |
0.0035 |
0.0006 |
20.7% |
0.0150 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
72,127 |
104,878 |
32,751 |
45.4% |
546,667 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9269 |
0.9256 |
0.9193 |
|
| R3 |
0.9234 |
0.9221 |
0.9183 |
|
| R2 |
0.9199 |
0.9199 |
0.9180 |
|
| R1 |
0.9186 |
0.9186 |
0.9177 |
0.9192 |
| PP |
0.9164 |
0.9164 |
0.9164 |
0.9167 |
| S1 |
0.9151 |
0.9151 |
0.9170 |
0.9157 |
| S2 |
0.9129 |
0.9129 |
0.9167 |
|
| S3 |
0.9094 |
0.9116 |
0.9164 |
|
| S4 |
0.9059 |
0.9081 |
0.9154 |
|
|
| 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 |
0.9202 |
0.9119 |
0.0083 |
0.9% |
0.0045 |
0.5% |
66% |
False |
False |
90,438 |
| 10 |
0.9309 |
0.9119 |
0.0190 |
2.1% |
0.0050 |
0.5% |
29% |
False |
False |
100,748 |
| 20 |
0.9309 |
0.9099 |
0.0210 |
2.3% |
0.0047 |
0.5% |
36% |
False |
False |
100,567 |
| 40 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0048 |
0.5% |
54% |
False |
False |
99,984 |
| 60 |
0.9589 |
0.9018 |
0.0571 |
6.2% |
0.0050 |
0.5% |
27% |
False |
False |
69,883 |
| 80 |
0.9693 |
0.9018 |
0.0675 |
7.4% |
0.0048 |
0.5% |
23% |
False |
False |
52,429 |
| 100 |
0.9763 |
0.9018 |
0.0745 |
8.1% |
0.0047 |
0.5% |
21% |
False |
False |
41,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9325 |
|
2.618 |
0.9268 |
|
1.618 |
0.9233 |
|
1.000 |
0.9211 |
|
0.618 |
0.9198 |
|
HIGH |
0.9176 |
|
0.618 |
0.9163 |
|
0.500 |
0.9159 |
|
0.382 |
0.9154 |
|
LOW |
0.9141 |
|
0.618 |
0.9119 |
|
1.000 |
0.9106 |
|
1.618 |
0.9084 |
|
2.618 |
0.9049 |
|
4.250 |
0.8992 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9169 |
0.9168 |
| PP |
0.9164 |
0.9162 |
| S1 |
0.9159 |
0.9156 |
|