CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9131 |
0.9155 |
0.0024 |
0.3% |
0.9105 |
| High |
0.9160 |
0.9159 |
-0.0001 |
0.0% |
0.9148 |
| Low |
0.9122 |
0.9128 |
0.0006 |
0.1% |
0.9064 |
| Close |
0.9154 |
0.9133 |
-0.0021 |
-0.2% |
0.9132 |
| Range |
0.0038 |
0.0031 |
-0.0007 |
-18.7% |
0.0084 |
| ATR |
0.0050 |
0.0048 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
99,606 |
103,590 |
3,984 |
4.0% |
466,445 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9231 |
0.9213 |
0.9150 |
|
| R3 |
0.9201 |
0.9182 |
0.9141 |
|
| R2 |
0.9170 |
0.9170 |
0.9139 |
|
| R1 |
0.9152 |
0.9152 |
0.9136 |
0.9146 |
| PP |
0.9140 |
0.9140 |
0.9140 |
0.9137 |
| S1 |
0.9121 |
0.9121 |
0.9130 |
0.9115 |
| S2 |
0.9109 |
0.9109 |
0.9127 |
|
| S3 |
0.9079 |
0.9091 |
0.9125 |
|
| S4 |
0.9048 |
0.9060 |
0.9116 |
|
|
| 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 |
0.9160 |
0.9064 |
0.0096 |
1.0% |
0.0050 |
0.5% |
72% |
False |
False |
105,164 |
| 10 |
0.9213 |
0.9064 |
0.0149 |
1.6% |
0.0049 |
0.5% |
46% |
False |
False |
111,530 |
| 20 |
0.9232 |
0.9064 |
0.0168 |
1.8% |
0.0048 |
0.5% |
41% |
False |
False |
102,221 |
| 40 |
0.9309 |
0.9064 |
0.0245 |
2.7% |
0.0048 |
0.5% |
28% |
False |
False |
102,300 |
| 60 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0049 |
0.5% |
40% |
False |
False |
100,995 |
| 80 |
0.9559 |
0.9018 |
0.0541 |
5.9% |
0.0050 |
0.5% |
21% |
False |
False |
80,893 |
| 100 |
0.9693 |
0.9018 |
0.0675 |
7.4% |
0.0048 |
0.5% |
17% |
False |
False |
64,729 |
| 120 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0048 |
0.5% |
15% |
False |
False |
53,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9288 |
|
2.618 |
0.9238 |
|
1.618 |
0.9208 |
|
1.000 |
0.9189 |
|
0.618 |
0.9177 |
|
HIGH |
0.9159 |
|
0.618 |
0.9147 |
|
0.500 |
0.9143 |
|
0.382 |
0.9140 |
|
LOW |
0.9128 |
|
0.618 |
0.9109 |
|
1.000 |
0.9098 |
|
1.618 |
0.9079 |
|
2.618 |
0.9048 |
|
4.250 |
0.8998 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9143 |
0.9126 |
| PP |
0.9140 |
0.9119 |
| S1 |
0.9136 |
0.9112 |
|