CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9134 |
0.9128 |
-0.0006 |
-0.1% |
0.9182 |
| High |
0.9137 |
0.9129 |
-0.0009 |
-0.1% |
0.9213 |
| Low |
0.9101 |
0.9064 |
-0.0037 |
-0.4% |
0.9075 |
| Close |
0.9128 |
0.9066 |
-0.0062 |
-0.7% |
0.9110 |
| Range |
0.0036 |
0.0065 |
0.0029 |
79.2% |
0.0138 |
| ATR |
0.0047 |
0.0049 |
0.0001 |
2.6% |
0.0000 |
| Volume |
93,794 |
97,734 |
3,940 |
4.2% |
510,080 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9280 |
0.9237 |
0.9101 |
|
| R3 |
0.9215 |
0.9173 |
0.9084 |
|
| R2 |
0.9151 |
0.9151 |
0.9078 |
|
| R1 |
0.9108 |
0.9108 |
0.9072 |
0.9097 |
| PP |
0.9086 |
0.9086 |
0.9086 |
0.9081 |
| S1 |
0.9044 |
0.9044 |
0.9060 |
0.9033 |
| S2 |
0.9022 |
0.9022 |
0.9054 |
|
| S3 |
0.8957 |
0.8979 |
0.9048 |
|
| S4 |
0.8893 |
0.8915 |
0.9031 |
|
|
| 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 |
0.9172 |
0.9064 |
0.0108 |
1.2% |
0.0053 |
0.6% |
2% |
False |
True |
115,807 |
| 10 |
0.9213 |
0.9064 |
0.0149 |
1.6% |
0.0045 |
0.5% |
1% |
False |
True |
100,107 |
| 20 |
0.9233 |
0.9064 |
0.0169 |
1.9% |
0.0049 |
0.5% |
1% |
False |
True |
102,461 |
| 40 |
0.9309 |
0.9064 |
0.0245 |
2.7% |
0.0049 |
0.5% |
1% |
False |
True |
101,698 |
| 60 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0048 |
0.5% |
17% |
False |
False |
100,501 |
| 80 |
0.9589 |
0.9018 |
0.0571 |
6.3% |
0.0050 |
0.6% |
8% |
False |
False |
76,718 |
| 100 |
0.9693 |
0.9018 |
0.0675 |
7.4% |
0.0048 |
0.5% |
7% |
False |
False |
61,387 |
| 120 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0048 |
0.5% |
6% |
False |
False |
51,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9403 |
|
2.618 |
0.9297 |
|
1.618 |
0.9233 |
|
1.000 |
0.9193 |
|
0.618 |
0.9168 |
|
HIGH |
0.9129 |
|
0.618 |
0.9104 |
|
0.500 |
0.9096 |
|
0.382 |
0.9089 |
|
LOW |
0.9064 |
|
0.618 |
0.9024 |
|
1.000 |
0.9000 |
|
1.618 |
0.8960 |
|
2.618 |
0.8895 |
|
4.250 |
0.8790 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9096 |
0.9106 |
| PP |
0.9086 |
0.9093 |
| S1 |
0.9076 |
0.9079 |
|