CME Japanese Yen Future June 2021
Trading Metrics calculated at close of trading on 27-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.9196 |
0.9165 |
-0.0031 |
-0.3% |
0.9153 |
High |
0.9199 |
0.9172 |
-0.0028 |
-0.3% |
0.9213 |
Low |
0.9161 |
0.9098 |
-0.0063 |
-0.7% |
0.9134 |
Close |
0.9165 |
0.9109 |
-0.0056 |
-0.6% |
0.9183 |
Range |
0.0039 |
0.0074 |
0.0036 |
92.2% |
0.0079 |
ATR |
0.0047 |
0.0048 |
0.0002 |
4.2% |
0.0000 |
Volume |
91,770 |
126,844 |
35,074 |
38.2% |
435,459 |
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9348 |
0.9303 |
0.9150 |
|
R3 |
0.9274 |
0.9229 |
0.9129 |
|
R2 |
0.9200 |
0.9200 |
0.9123 |
|
R1 |
0.9155 |
0.9155 |
0.9116 |
0.9140 |
PP |
0.9126 |
0.9126 |
0.9126 |
0.9119 |
S1 |
0.9081 |
0.9081 |
0.9102 |
0.9066 |
S2 |
0.9052 |
0.9052 |
0.9095 |
|
S3 |
0.8978 |
0.9007 |
0.9089 |
|
S4 |
0.8904 |
0.8933 |
0.9068 |
|
|
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 |
0.9098 |
0.0116 |
1.3% |
0.0043 |
0.5% |
10% |
False |
True |
94,050 |
10 |
0.9213 |
0.9098 |
0.0116 |
1.3% |
0.0044 |
0.5% |
10% |
False |
True |
90,314 |
20 |
0.9233 |
0.9098 |
0.0135 |
1.5% |
0.0049 |
0.5% |
9% |
False |
True |
97,217 |
40 |
0.9309 |
0.9027 |
0.0282 |
3.1% |
0.0049 |
0.5% |
29% |
False |
False |
100,174 |
60 |
0.9358 |
0.9018 |
0.0340 |
3.7% |
0.0050 |
0.5% |
27% |
False |
False |
94,512 |
80 |
0.9589 |
0.9018 |
0.0571 |
6.3% |
0.0050 |
0.5% |
16% |
False |
False |
71,073 |
100 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0049 |
0.5% |
12% |
False |
False |
56,867 |
120 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0047 |
0.5% |
12% |
False |
False |
47,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9486 |
2.618 |
0.9365 |
1.618 |
0.9291 |
1.000 |
0.9246 |
0.618 |
0.9217 |
HIGH |
0.9172 |
0.618 |
0.9143 |
0.500 |
0.9135 |
0.382 |
0.9126 |
LOW |
0.9098 |
0.618 |
0.9052 |
1.000 |
0.9024 |
1.618 |
0.8978 |
2.618 |
0.8904 |
4.250 |
0.8783 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9135 |
0.9155 |
PP |
0.9126 |
0.9140 |
S1 |
0.9118 |
0.9124 |
|