CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9122 |
0.9147 |
0.0025 |
0.3% |
0.9131 |
| High |
0.9150 |
0.9148 |
-0.0002 |
0.0% |
0.9160 |
| Low |
0.9108 |
0.9104 |
-0.0004 |
0.0% |
0.9104 |
| Close |
0.9138 |
0.9115 |
-0.0023 |
-0.3% |
0.9115 |
| Range |
0.0042 |
0.0044 |
0.0002 |
4.8% |
0.0056 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
127,600 |
24,505 |
-103,095 |
-80.8% |
496,864 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9254 |
0.9229 |
0.9139 |
|
| R3 |
0.9210 |
0.9185 |
0.9127 |
|
| R2 |
0.9166 |
0.9166 |
0.9123 |
|
| R1 |
0.9141 |
0.9141 |
0.9119 |
0.9132 |
| PP |
0.9122 |
0.9122 |
0.9122 |
0.9118 |
| S1 |
0.9097 |
0.9097 |
0.9111 |
0.9088 |
| S2 |
0.9078 |
0.9078 |
0.9107 |
|
| S3 |
0.9034 |
0.9053 |
0.9103 |
|
| S4 |
0.8990 |
0.9009 |
0.9091 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9293 |
0.9259 |
0.9146 |
|
| R3 |
0.9237 |
0.9204 |
0.9130 |
|
| R2 |
0.9182 |
0.9182 |
0.9125 |
|
| R1 |
0.9148 |
0.9148 |
0.9120 |
0.9137 |
| PP |
0.9126 |
0.9126 |
0.9126 |
0.9121 |
| S1 |
0.9093 |
0.9093 |
0.9110 |
0.9082 |
| S2 |
0.9071 |
0.9071 |
0.9105 |
|
| S3 |
0.9015 |
0.9037 |
0.9100 |
|
| S4 |
0.8960 |
0.8982 |
0.9084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9160 |
0.9104 |
0.0056 |
0.6% |
0.0038 |
0.4% |
20% |
False |
True |
99,372 |
| 10 |
0.9160 |
0.9064 |
0.0096 |
1.0% |
0.0046 |
0.5% |
53% |
False |
False |
108,015 |
| 20 |
0.9213 |
0.9064 |
0.0149 |
1.6% |
0.0045 |
0.5% |
34% |
False |
False |
99,164 |
| 40 |
0.9309 |
0.9064 |
0.0245 |
2.7% |
0.0048 |
0.5% |
21% |
False |
False |
102,445 |
| 60 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0048 |
0.5% |
33% |
False |
False |
101,293 |
| 80 |
0.9541 |
0.9018 |
0.0523 |
5.7% |
0.0050 |
0.5% |
19% |
False |
False |
84,555 |
| 100 |
0.9693 |
0.9018 |
0.0675 |
7.4% |
0.0048 |
0.5% |
14% |
False |
False |
67,665 |
| 120 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0048 |
0.5% |
13% |
False |
False |
56,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9335 |
|
2.618 |
0.9263 |
|
1.618 |
0.9219 |
|
1.000 |
0.9192 |
|
0.618 |
0.9175 |
|
HIGH |
0.9148 |
|
0.618 |
0.9131 |
|
0.500 |
0.9126 |
|
0.382 |
0.9121 |
|
LOW |
0.9104 |
|
0.618 |
0.9077 |
|
1.000 |
0.9060 |
|
1.618 |
0.9033 |
|
2.618 |
0.8989 |
|
4.250 |
0.8917 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9126 |
0.9130 |
| PP |
0.9122 |
0.9125 |
| S1 |
0.9119 |
0.9120 |
|