CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9187 |
0.9160 |
-0.0027 |
-0.3% |
0.9208 |
| High |
0.9213 |
0.9197 |
-0.0016 |
-0.2% |
0.9232 |
| Low |
0.9148 |
0.9150 |
0.0003 |
0.0% |
0.9110 |
| Close |
0.9159 |
0.9192 |
0.0033 |
0.4% |
0.9147 |
| Range |
0.0065 |
0.0047 |
-0.0018 |
-27.7% |
0.0122 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
131,889 |
78,625 |
-53,264 |
-40.4% |
526,262 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9321 |
0.9303 |
0.9218 |
|
| R3 |
0.9274 |
0.9256 |
0.9205 |
|
| R2 |
0.9227 |
0.9227 |
0.9201 |
|
| R1 |
0.9209 |
0.9209 |
0.9196 |
0.9218 |
| PP |
0.9180 |
0.9180 |
0.9180 |
0.9184 |
| S1 |
0.9162 |
0.9162 |
0.9188 |
0.9171 |
| S2 |
0.9133 |
0.9133 |
0.9183 |
|
| S3 |
0.9086 |
0.9115 |
0.9179 |
|
| S4 |
0.9039 |
0.9068 |
0.9166 |
|
|
| 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 |
0.9213 |
0.9122 |
0.0091 |
1.0% |
0.0045 |
0.5% |
77% |
False |
False |
86,577 |
| 10 |
0.9233 |
0.9110 |
0.0123 |
1.3% |
0.0054 |
0.6% |
67% |
False |
False |
102,189 |
| 20 |
0.9309 |
0.9110 |
0.0199 |
2.2% |
0.0052 |
0.6% |
41% |
False |
False |
101,469 |
| 40 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0050 |
0.5% |
60% |
False |
False |
100,718 |
| 60 |
0.9458 |
0.9018 |
0.0440 |
4.8% |
0.0050 |
0.5% |
40% |
False |
False |
86,856 |
| 80 |
0.9669 |
0.9018 |
0.0651 |
7.1% |
0.0050 |
0.5% |
27% |
False |
False |
65,199 |
| 100 |
0.9763 |
0.9018 |
0.0745 |
8.1% |
0.0049 |
0.5% |
23% |
False |
False |
52,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9397 |
|
2.618 |
0.9320 |
|
1.618 |
0.9273 |
|
1.000 |
0.9244 |
|
0.618 |
0.9226 |
|
HIGH |
0.9197 |
|
0.618 |
0.9179 |
|
0.500 |
0.9174 |
|
0.382 |
0.9168 |
|
LOW |
0.9150 |
|
0.618 |
0.9121 |
|
1.000 |
0.9103 |
|
1.618 |
0.9074 |
|
2.618 |
0.9027 |
|
4.250 |
0.8950 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9186 |
0.9188 |
| PP |
0.9180 |
0.9184 |
| S1 |
0.9174 |
0.9180 |
|