CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 10-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9172 |
0.9208 |
0.0036 |
0.4% |
0.9151 |
| High |
0.9233 |
0.9222 |
-0.0011 |
-0.1% |
0.9233 |
| Low |
0.9152 |
0.9172 |
0.0020 |
0.2% |
0.9119 |
| Close |
0.9209 |
0.9192 |
-0.0017 |
-0.2% |
0.9209 |
| Range |
0.0081 |
0.0050 |
-0.0031 |
-37.9% |
0.0114 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0000 |
| Volume |
137,194 |
97,013 |
-40,181 |
-29.3% |
482,961 |
|
| Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9345 |
0.9319 |
0.9220 |
|
| R3 |
0.9295 |
0.9269 |
0.9206 |
|
| R2 |
0.9245 |
0.9245 |
0.9201 |
|
| R1 |
0.9219 |
0.9219 |
0.9197 |
0.9207 |
| PP |
0.9195 |
0.9195 |
0.9195 |
0.9189 |
| S1 |
0.9169 |
0.9169 |
0.9187 |
0.9157 |
| S2 |
0.9145 |
0.9145 |
0.9183 |
|
| S3 |
0.9095 |
0.9119 |
0.9178 |
|
| S4 |
0.9045 |
0.9069 |
0.9165 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9529 |
0.9483 |
0.9272 |
|
| R3 |
0.9415 |
0.9369 |
0.9240 |
|
| R2 |
0.9301 |
0.9301 |
0.9230 |
|
| R1 |
0.9255 |
0.9255 |
0.9219 |
0.9278 |
| PP |
0.9187 |
0.9187 |
0.9187 |
0.9198 |
| S1 |
0.9141 |
0.9141 |
0.9199 |
0.9164 |
| S2 |
0.9073 |
0.9073 |
0.9188 |
|
| S3 |
0.8959 |
0.9027 |
0.9178 |
|
| S4 |
0.8845 |
0.8913 |
0.9146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9233 |
0.9136 |
0.0097 |
1.0% |
0.0047 |
0.5% |
58% |
False |
False |
99,722 |
| 10 |
0.9256 |
0.9119 |
0.0137 |
1.5% |
0.0053 |
0.6% |
54% |
False |
False |
101,716 |
| 20 |
0.9309 |
0.9117 |
0.0192 |
2.1% |
0.0049 |
0.5% |
39% |
False |
False |
102,378 |
| 40 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0049 |
0.5% |
60% |
False |
False |
100,383 |
| 60 |
0.9559 |
0.9018 |
0.0541 |
5.9% |
0.0051 |
0.6% |
32% |
False |
False |
73,783 |
| 80 |
0.9693 |
0.9018 |
0.0675 |
7.3% |
0.0048 |
0.5% |
26% |
False |
False |
55,357 |
| 100 |
0.9763 |
0.9018 |
0.0745 |
8.1% |
0.0048 |
0.5% |
23% |
False |
False |
44,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9434 |
|
2.618 |
0.9352 |
|
1.618 |
0.9302 |
|
1.000 |
0.9272 |
|
0.618 |
0.9252 |
|
HIGH |
0.9222 |
|
0.618 |
0.9202 |
|
0.500 |
0.9197 |
|
0.382 |
0.9191 |
|
LOW |
0.9172 |
|
0.618 |
0.9141 |
|
1.000 |
0.9122 |
|
1.618 |
0.9091 |
|
2.618 |
0.9041 |
|
4.250 |
0.8959 |
|
|
| Fisher Pivots for day following 10-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9197 |
0.9190 |
| PP |
0.9195 |
0.9189 |
| S1 |
0.9194 |
0.9187 |
|