CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9165 |
0.9104 |
-0.0062 |
-0.7% |
0.9182 |
| High |
0.9172 |
0.9113 |
-0.0059 |
-0.6% |
0.9213 |
| Low |
0.9098 |
0.9075 |
-0.0023 |
-0.2% |
0.9075 |
| Close |
0.9109 |
0.9110 |
0.0001 |
0.0% |
0.9110 |
| Range |
0.0074 |
0.0038 |
-0.0036 |
-48.6% |
0.0138 |
| ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
126,844 |
116,844 |
-10,000 |
-7.9% |
510,080 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9213 |
0.9199 |
0.9130 |
|
| R3 |
0.9175 |
0.9161 |
0.9120 |
|
| R2 |
0.9137 |
0.9137 |
0.9116 |
|
| R1 |
0.9123 |
0.9123 |
0.9113 |
0.9130 |
| PP |
0.9099 |
0.9099 |
0.9099 |
0.9103 |
| S1 |
0.9085 |
0.9085 |
0.9106 |
0.9092 |
| S2 |
0.9061 |
0.9061 |
0.9103 |
|
| S3 |
0.9023 |
0.9047 |
0.9099 |
|
| S4 |
0.8985 |
0.9009 |
0.9089 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9547 |
0.9466 |
0.9185 |
|
| R3 |
0.9409 |
0.9328 |
0.9147 |
|
| R2 |
0.9271 |
0.9271 |
0.9135 |
|
| R1 |
0.9190 |
0.9190 |
0.9122 |
0.9161 |
| PP |
0.9133 |
0.9133 |
0.9133 |
0.9118 |
| S1 |
0.9052 |
0.9052 |
0.9097 |
0.9023 |
| S2 |
0.8995 |
0.8995 |
0.9084 |
|
| S3 |
0.8857 |
0.8914 |
0.9072 |
|
| S4 |
0.8719 |
0.8776 |
0.9034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9213 |
0.9075 |
0.0138 |
1.5% |
0.0044 |
0.5% |
25% |
False |
True |
102,016 |
| 10 |
0.9213 |
0.9075 |
0.0138 |
1.5% |
0.0044 |
0.5% |
25% |
False |
True |
94,553 |
| 20 |
0.9233 |
0.9075 |
0.0158 |
1.7% |
0.0048 |
0.5% |
22% |
False |
True |
97,738 |
| 40 |
0.9309 |
0.9036 |
0.0273 |
3.0% |
0.0050 |
0.5% |
27% |
False |
False |
100,803 |
| 60 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0049 |
0.5% |
31% |
False |
False |
96,389 |
| 80 |
0.9589 |
0.9018 |
0.0571 |
6.3% |
0.0050 |
0.5% |
16% |
False |
False |
72,534 |
| 100 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0048 |
0.5% |
12% |
False |
False |
58,035 |
| 120 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0047 |
0.5% |
12% |
False |
False |
48,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9275 |
|
2.618 |
0.9212 |
|
1.618 |
0.9174 |
|
1.000 |
0.9151 |
|
0.618 |
0.9136 |
|
HIGH |
0.9113 |
|
0.618 |
0.9098 |
|
0.500 |
0.9094 |
|
0.382 |
0.9090 |
|
LOW |
0.9075 |
|
0.618 |
0.9052 |
|
1.000 |
0.9037 |
|
1.618 |
0.9014 |
|
2.618 |
0.8976 |
|
4.250 |
0.8914 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9104 |
0.9137 |
| PP |
0.9099 |
0.9128 |
| S1 |
0.9094 |
0.9119 |
|