CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9128 |
0.9067 |
-0.0062 |
-0.7% |
0.9105 |
| High |
0.9129 |
0.9145 |
0.0016 |
0.2% |
0.9148 |
| Low |
0.9064 |
0.9064 |
0.0000 |
0.0% |
0.9064 |
| Close |
0.9066 |
0.9132 |
0.0066 |
0.7% |
0.9132 |
| Range |
0.0065 |
0.0081 |
0.0016 |
24.8% |
0.0084 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
4.7% |
0.0000 |
| Volume |
97,734 |
131,097 |
33,363 |
34.1% |
466,445 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9355 |
0.9324 |
0.9176 |
|
| R3 |
0.9274 |
0.9243 |
0.9154 |
|
| R2 |
0.9194 |
0.9194 |
0.9146 |
|
| R1 |
0.9163 |
0.9163 |
0.9139 |
0.9178 |
| PP |
0.9113 |
0.9113 |
0.9113 |
0.9121 |
| S1 |
0.9082 |
0.9082 |
0.9124 |
0.9098 |
| S2 |
0.9033 |
0.9033 |
0.9117 |
|
| S3 |
0.8952 |
0.9002 |
0.9109 |
|
| S4 |
0.8872 |
0.8921 |
0.9087 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9365 |
0.9332 |
0.9177 |
|
| R3 |
0.9281 |
0.9248 |
0.9154 |
|
| R2 |
0.9198 |
0.9198 |
0.9147 |
|
| R1 |
0.9165 |
0.9165 |
0.9139 |
0.9181 |
| PP |
0.9114 |
0.9114 |
0.9114 |
0.9123 |
| S1 |
0.9081 |
0.9081 |
0.9124 |
0.9098 |
| S2 |
0.9031 |
0.9031 |
0.9116 |
|
| S3 |
0.8947 |
0.8998 |
0.9109 |
|
| S4 |
0.8864 |
0.8914 |
0.9086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9148 |
0.9064 |
0.0084 |
0.9% |
0.0054 |
0.6% |
81% |
False |
True |
116,657 |
| 10 |
0.9213 |
0.9064 |
0.0149 |
1.6% |
0.0048 |
0.5% |
45% |
False |
True |
105,354 |
| 20 |
0.9233 |
0.9064 |
0.0169 |
1.8% |
0.0051 |
0.6% |
40% |
False |
True |
103,772 |
| 40 |
0.9309 |
0.9064 |
0.0245 |
2.7% |
0.0049 |
0.5% |
28% |
False |
True |
102,169 |
| 60 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0049 |
0.5% |
39% |
False |
False |
101,246 |
| 80 |
0.9589 |
0.9018 |
0.0571 |
6.3% |
0.0050 |
0.5% |
20% |
False |
False |
78,355 |
| 100 |
0.9693 |
0.9018 |
0.0675 |
7.4% |
0.0048 |
0.5% |
17% |
False |
False |
62,698 |
| 120 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0048 |
0.5% |
15% |
False |
False |
52,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9487 |
|
2.618 |
0.9355 |
|
1.618 |
0.9275 |
|
1.000 |
0.9225 |
|
0.618 |
0.9194 |
|
HIGH |
0.9145 |
|
0.618 |
0.9114 |
|
0.500 |
0.9104 |
|
0.382 |
0.9095 |
|
LOW |
0.9064 |
|
0.618 |
0.9014 |
|
1.000 |
0.8984 |
|
1.618 |
0.8934 |
|
2.618 |
0.8853 |
|
4.250 |
0.8722 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9122 |
0.9122 |
| PP |
0.9113 |
0.9113 |
| S1 |
0.9104 |
0.9104 |
|