CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 13-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9209 |
0.9120 |
-0.0089 |
-1.0% |
0.9151 |
| High |
0.9210 |
0.9142 |
-0.0068 |
-0.7% |
0.9233 |
| Low |
0.9117 |
0.9110 |
-0.0007 |
-0.1% |
0.9119 |
| Close |
0.9127 |
0.9138 |
0.0011 |
0.1% |
0.9209 |
| Range |
0.0094 |
0.0032 |
-0.0062 |
-65.8% |
0.0114 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
149,494 |
95,568 |
-53,926 |
-36.1% |
482,961 |
|
| Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9226 |
0.9214 |
0.9156 |
|
| R3 |
0.9194 |
0.9182 |
0.9147 |
|
| R2 |
0.9162 |
0.9162 |
0.9144 |
|
| R1 |
0.9150 |
0.9150 |
0.9141 |
0.9156 |
| PP |
0.9130 |
0.9130 |
0.9130 |
0.9133 |
| S1 |
0.9118 |
0.9118 |
0.9136 |
0.9124 |
| S2 |
0.9098 |
0.9098 |
0.9133 |
|
| S3 |
0.9066 |
0.9086 |
0.9130 |
|
| S4 |
0.9034 |
0.9054 |
0.9121 |
|
|
| 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 |
0.9110 |
0.0123 |
1.3% |
0.0062 |
0.7% |
23% |
False |
True |
117,802 |
| 10 |
0.9233 |
0.9110 |
0.0123 |
1.3% |
0.0054 |
0.6% |
23% |
False |
True |
104,120 |
| 20 |
0.9309 |
0.9110 |
0.0199 |
2.2% |
0.0052 |
0.6% |
14% |
False |
True |
105,726 |
| 40 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0050 |
0.5% |
41% |
False |
False |
102,357 |
| 60 |
0.9541 |
0.9018 |
0.0523 |
5.7% |
0.0051 |
0.6% |
23% |
False |
False |
79,685 |
| 80 |
0.9693 |
0.9018 |
0.0675 |
7.4% |
0.0049 |
0.5% |
18% |
False |
False |
59,790 |
| 100 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0048 |
0.5% |
16% |
False |
False |
47,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9278 |
|
2.618 |
0.9226 |
|
1.618 |
0.9194 |
|
1.000 |
0.9174 |
|
0.618 |
0.9162 |
|
HIGH |
0.9142 |
|
0.618 |
0.9130 |
|
0.500 |
0.9126 |
|
0.382 |
0.9122 |
|
LOW |
0.9110 |
|
0.618 |
0.9090 |
|
1.000 |
0.9078 |
|
1.618 |
0.9058 |
|
2.618 |
0.9026 |
|
4.250 |
0.8974 |
|
|
| Fisher Pivots for day following 13-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9134 |
0.9171 |
| PP |
0.9130 |
0.9160 |
| S1 |
0.9126 |
0.9149 |
|