CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9195 |
0.9196 |
0.0001 |
0.0% |
0.9153 |
| High |
0.9213 |
0.9199 |
-0.0014 |
-0.2% |
0.9213 |
| Low |
0.9169 |
0.9161 |
-0.0009 |
-0.1% |
0.9134 |
| Close |
0.9200 |
0.9165 |
-0.0035 |
-0.4% |
0.9183 |
| Range |
0.0044 |
0.0039 |
-0.0006 |
-12.5% |
0.0079 |
| ATR |
0.0047 |
0.0047 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
110,202 |
91,770 |
-18,432 |
-16.7% |
435,459 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9290 |
0.9266 |
0.9186 |
|
| R3 |
0.9252 |
0.9228 |
0.9176 |
|
| R2 |
0.9213 |
0.9213 |
0.9172 |
|
| R1 |
0.9189 |
0.9189 |
0.9169 |
0.9182 |
| PP |
0.9175 |
0.9175 |
0.9175 |
0.9171 |
| S1 |
0.9151 |
0.9151 |
0.9161 |
0.9144 |
| S2 |
0.9136 |
0.9136 |
0.9158 |
|
| S3 |
0.9098 |
0.9112 |
0.9154 |
|
| S4 |
0.9059 |
0.9074 |
0.9144 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9413 |
0.9377 |
0.9226 |
|
| R3 |
0.9334 |
0.9298 |
0.9204 |
|
| R2 |
0.9255 |
0.9255 |
0.9197 |
|
| R1 |
0.9219 |
0.9219 |
0.9190 |
0.9237 |
| PP |
0.9176 |
0.9176 |
0.9176 |
0.9185 |
| S1 |
0.9140 |
0.9140 |
0.9175 |
0.9158 |
| S2 |
0.9097 |
0.9097 |
0.9168 |
|
| S3 |
0.9018 |
0.9061 |
0.9161 |
|
| S4 |
0.8939 |
0.8982 |
0.9139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9213 |
0.9150 |
0.0063 |
0.7% |
0.0038 |
0.4% |
24% |
False |
False |
84,407 |
| 10 |
0.9213 |
0.9110 |
0.0103 |
1.1% |
0.0040 |
0.4% |
53% |
False |
False |
87,186 |
| 20 |
0.9233 |
0.9110 |
0.0123 |
1.3% |
0.0049 |
0.5% |
45% |
False |
False |
96,008 |
| 40 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0049 |
0.5% |
51% |
False |
False |
100,131 |
| 60 |
0.9382 |
0.9018 |
0.0364 |
4.0% |
0.0049 |
0.5% |
40% |
False |
False |
92,454 |
| 80 |
0.9589 |
0.9018 |
0.0571 |
6.2% |
0.0049 |
0.5% |
26% |
False |
False |
69,488 |
| 100 |
0.9763 |
0.9018 |
0.0745 |
8.1% |
0.0048 |
0.5% |
20% |
False |
False |
55,599 |
| 120 |
0.9763 |
0.9018 |
0.0745 |
8.1% |
0.0046 |
0.5% |
20% |
False |
False |
46,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9363 |
|
2.618 |
0.9300 |
|
1.618 |
0.9261 |
|
1.000 |
0.9238 |
|
0.618 |
0.9223 |
|
HIGH |
0.9199 |
|
0.618 |
0.9184 |
|
0.500 |
0.9180 |
|
0.382 |
0.9175 |
|
LOW |
0.9161 |
|
0.618 |
0.9137 |
|
1.000 |
0.9122 |
|
1.618 |
0.9098 |
|
2.618 |
0.9060 |
|
4.250 |
0.8997 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9180 |
0.9187 |
| PP |
0.9175 |
0.9180 |
| S1 |
0.9170 |
0.9172 |
|