CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9191 |
0.9209 |
0.0019 |
0.2% |
0.9151 |
| High |
0.9232 |
0.9210 |
-0.0022 |
-0.2% |
0.9233 |
| Low |
0.9178 |
0.9117 |
-0.0061 |
-0.7% |
0.9119 |
| Close |
0.9206 |
0.9127 |
-0.0079 |
-0.9% |
0.9209 |
| Range |
0.0054 |
0.0094 |
0.0039 |
73.1% |
0.0114 |
| ATR |
0.0051 |
0.0054 |
0.0003 |
6.1% |
0.0000 |
| Volume |
109,741 |
149,494 |
39,753 |
36.2% |
482,961 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9432 |
0.9373 |
0.9178 |
|
| R3 |
0.9338 |
0.9279 |
0.9153 |
|
| R2 |
0.9245 |
0.9245 |
0.9144 |
|
| R1 |
0.9186 |
0.9186 |
0.9136 |
0.9169 |
| PP |
0.9151 |
0.9151 |
0.9151 |
0.9143 |
| S1 |
0.9092 |
0.9092 |
0.9118 |
0.9075 |
| S2 |
0.9058 |
0.9058 |
0.9110 |
|
| S3 |
0.8964 |
0.8999 |
0.9101 |
|
| S4 |
0.8871 |
0.8905 |
0.9076 |
|
|
| 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 |
0.9117 |
0.0116 |
1.3% |
0.0063 |
0.7% |
9% |
False |
True |
119,664 |
| 10 |
0.9233 |
0.9117 |
0.0116 |
1.3% |
0.0057 |
0.6% |
9% |
False |
True |
104,830 |
| 20 |
0.9309 |
0.9117 |
0.0192 |
2.1% |
0.0051 |
0.6% |
5% |
False |
True |
105,527 |
| 40 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0050 |
0.6% |
38% |
False |
False |
102,794 |
| 60 |
0.9541 |
0.9018 |
0.0523 |
5.7% |
0.0051 |
0.6% |
21% |
False |
False |
78,097 |
| 80 |
0.9693 |
0.9018 |
0.0675 |
7.4% |
0.0049 |
0.5% |
16% |
False |
False |
58,596 |
| 100 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0048 |
0.5% |
15% |
False |
False |
46,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9607 |
|
2.618 |
0.9455 |
|
1.618 |
0.9361 |
|
1.000 |
0.9304 |
|
0.618 |
0.9268 |
|
HIGH |
0.9210 |
|
0.618 |
0.9174 |
|
0.500 |
0.9163 |
|
0.382 |
0.9152 |
|
LOW |
0.9117 |
|
0.618 |
0.9059 |
|
1.000 |
0.9023 |
|
1.618 |
0.8965 |
|
2.618 |
0.8872 |
|
4.250 |
0.8719 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9163 |
0.9174 |
| PP |
0.9151 |
0.9159 |
| S1 |
0.9139 |
0.9143 |
|