CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 14-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9120 |
0.9136 |
0.0016 |
0.2% |
0.9208 |
| High |
0.9142 |
0.9161 |
0.0019 |
0.2% |
0.9232 |
| Low |
0.9110 |
0.9122 |
0.0012 |
0.1% |
0.9110 |
| Close |
0.9138 |
0.9147 |
0.0008 |
0.1% |
0.9147 |
| Range |
0.0032 |
0.0040 |
0.0008 |
23.4% |
0.0122 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
95,568 |
74,446 |
-21,122 |
-22.1% |
526,262 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9262 |
0.9244 |
0.9168 |
|
| R3 |
0.9222 |
0.9204 |
0.9157 |
|
| R2 |
0.9183 |
0.9183 |
0.9154 |
|
| R1 |
0.9165 |
0.9165 |
0.9150 |
0.9174 |
| PP |
0.9143 |
0.9143 |
0.9143 |
0.9148 |
| S1 |
0.9125 |
0.9125 |
0.9143 |
0.9134 |
| S2 |
0.9104 |
0.9104 |
0.9139 |
|
| S3 |
0.9064 |
0.9086 |
0.9136 |
|
| S4 |
0.9025 |
0.9046 |
0.9125 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9529 |
0.9460 |
0.9214 |
|
| R3 |
0.9407 |
0.9338 |
0.9180 |
|
| R2 |
0.9285 |
0.9285 |
0.9169 |
|
| R1 |
0.9216 |
0.9216 |
0.9158 |
0.9189 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9150 |
| S1 |
0.9094 |
0.9094 |
0.9135 |
0.9067 |
| S2 |
0.9041 |
0.9041 |
0.9124 |
|
| S3 |
0.8919 |
0.8972 |
0.9113 |
|
| S4 |
0.8797 |
0.8850 |
0.9079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9232 |
0.9110 |
0.0122 |
1.3% |
0.0054 |
0.6% |
30% |
False |
False |
105,252 |
| 10 |
0.9233 |
0.9110 |
0.0123 |
1.3% |
0.0052 |
0.6% |
30% |
False |
False |
100,922 |
| 20 |
0.9309 |
0.9110 |
0.0199 |
2.2% |
0.0052 |
0.6% |
18% |
False |
False |
105,626 |
| 40 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0050 |
0.5% |
44% |
False |
False |
100,933 |
| 60 |
0.9541 |
0.9018 |
0.0523 |
5.7% |
0.0051 |
0.6% |
25% |
False |
False |
80,923 |
| 80 |
0.9693 |
0.9018 |
0.0675 |
7.4% |
0.0049 |
0.5% |
19% |
False |
False |
60,721 |
| 100 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0048 |
0.5% |
17% |
False |
False |
48,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9329 |
|
2.618 |
0.9264 |
|
1.618 |
0.9225 |
|
1.000 |
0.9201 |
|
0.618 |
0.9185 |
|
HIGH |
0.9161 |
|
0.618 |
0.9146 |
|
0.500 |
0.9141 |
|
0.382 |
0.9137 |
|
LOW |
0.9122 |
|
0.618 |
0.9097 |
|
1.000 |
0.9082 |
|
1.618 |
0.9058 |
|
2.618 |
0.9018 |
|
4.250 |
0.8954 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9145 |
0.9160 |
| PP |
0.9143 |
0.9156 |
| S1 |
0.9141 |
0.9151 |
|