CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9104 |
0.9105 |
0.0002 |
0.0% |
0.9182 |
| High |
0.9113 |
0.9148 |
0.0035 |
0.4% |
0.9213 |
| Low |
0.9075 |
0.9097 |
0.0022 |
0.2% |
0.9075 |
| Close |
0.9110 |
0.9140 |
0.0031 |
0.3% |
0.9110 |
| Range |
0.0038 |
0.0051 |
0.0013 |
32.9% |
0.0138 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.4% |
0.0000 |
| Volume |
116,844 |
143,820 |
26,976 |
23.1% |
510,080 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9280 |
0.9260 |
0.9168 |
|
| R3 |
0.9229 |
0.9210 |
0.9154 |
|
| R2 |
0.9179 |
0.9179 |
0.9149 |
|
| R1 |
0.9159 |
0.9159 |
0.9145 |
0.9169 |
| PP |
0.9128 |
0.9128 |
0.9128 |
0.9133 |
| S1 |
0.9109 |
0.9109 |
0.9135 |
0.9119 |
| S2 |
0.9078 |
0.9078 |
0.9131 |
|
| S3 |
0.9027 |
0.9058 |
0.9126 |
|
| S4 |
0.8977 |
0.9008 |
0.9112 |
|
|
| 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% |
0.0049 |
0.5% |
47% |
False |
False |
117,896 |
| 10 |
0.9213 |
0.9075 |
0.0138 |
1.5% |
0.0045 |
0.5% |
47% |
False |
False |
101,601 |
| 20 |
0.9233 |
0.9075 |
0.0158 |
1.7% |
0.0047 |
0.5% |
41% |
False |
False |
100,860 |
| 40 |
0.9309 |
0.9051 |
0.0258 |
2.8% |
0.0049 |
0.5% |
35% |
False |
False |
102,506 |
| 60 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0049 |
0.5% |
42% |
False |
False |
98,646 |
| 80 |
0.9589 |
0.9018 |
0.0571 |
6.2% |
0.0050 |
0.5% |
21% |
False |
False |
74,329 |
| 100 |
0.9730 |
0.9018 |
0.0712 |
7.8% |
0.0048 |
0.5% |
17% |
False |
False |
59,473 |
| 120 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0047 |
0.5% |
16% |
False |
False |
49,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9362 |
|
2.618 |
0.9280 |
|
1.618 |
0.9229 |
|
1.000 |
0.9198 |
|
0.618 |
0.9179 |
|
HIGH |
0.9148 |
|
0.618 |
0.9128 |
|
0.500 |
0.9122 |
|
0.382 |
0.9116 |
|
LOW |
0.9097 |
|
0.618 |
0.9066 |
|
1.000 |
0.9047 |
|
1.618 |
0.9015 |
|
2.618 |
0.8965 |
|
4.250 |
0.8882 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9134 |
0.9134 |
| PP |
0.9128 |
0.9129 |
| S1 |
0.9122 |
0.9123 |
|