CME Japanese Yen Future September 2021
Trading Metrics calculated at close of trading on 27-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
Open |
0.9203 |
0.9169 |
-0.0034 |
-0.4% |
0.9157 |
High |
0.9206 |
0.9178 |
-0.0028 |
-0.3% |
0.9219 |
Low |
0.9167 |
0.9104 |
-0.0063 |
-0.7% |
0.9142 |
Close |
0.9172 |
0.9115 |
-0.0057 |
-0.6% |
0.9190 |
Range |
0.0039 |
0.0074 |
0.0035 |
92.2% |
0.0078 |
ATR |
0.0045 |
0.0047 |
0.0002 |
4.5% |
0.0000 |
Volume |
515 |
873 |
358 |
69.5% |
571 |
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9354 |
0.9309 |
0.9156 |
|
R3 |
0.9280 |
0.9235 |
0.9135 |
|
R2 |
0.9206 |
0.9206 |
0.9129 |
|
R1 |
0.9161 |
0.9161 |
0.9122 |
0.9146 |
PP |
0.9132 |
0.9132 |
0.9132 |
0.9125 |
S1 |
0.9087 |
0.9087 |
0.9108 |
0.9073 |
S2 |
0.9058 |
0.9058 |
0.9101 |
|
S3 |
0.8984 |
0.9013 |
0.9095 |
|
S4 |
0.8910 |
0.8939 |
0.9074 |
|
|
Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9416 |
0.9380 |
0.9232 |
|
R3 |
0.9338 |
0.9303 |
0.9211 |
|
R2 |
0.9261 |
0.9261 |
0.9204 |
|
R1 |
0.9225 |
0.9225 |
0.9197 |
0.9243 |
PP |
0.9183 |
0.9183 |
0.9183 |
0.9192 |
S1 |
0.9148 |
0.9148 |
0.9182 |
0.9166 |
S2 |
0.9106 |
0.9106 |
0.9175 |
|
S3 |
0.9028 |
0.9070 |
0.9168 |
|
S4 |
0.8951 |
0.8993 |
0.9147 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9220 |
0.9104 |
0.0116 |
1.3% |
0.0042 |
0.5% |
10% |
False |
True |
420 |
10 |
0.9220 |
0.9104 |
0.0116 |
1.3% |
0.0043 |
0.5% |
10% |
False |
True |
259 |
20 |
0.9239 |
0.9104 |
0.0135 |
1.5% |
0.0048 |
0.5% |
8% |
False |
True |
209 |
40 |
0.9317 |
0.9036 |
0.0281 |
3.1% |
0.0048 |
0.5% |
28% |
False |
False |
130 |
60 |
0.9340 |
0.9028 |
0.0313 |
3.4% |
0.0046 |
0.5% |
28% |
False |
False |
92 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9492 |
2.618 |
0.9372 |
1.618 |
0.9298 |
1.000 |
0.9252 |
0.618 |
0.9224 |
HIGH |
0.9178 |
0.618 |
0.9150 |
0.500 |
0.9141 |
0.382 |
0.9132 |
LOW |
0.9104 |
0.618 |
0.9058 |
1.000 |
0.9030 |
1.618 |
0.8984 |
2.618 |
0.8910 |
4.250 |
0.8790 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9141 |
0.9162 |
PP |
0.9132 |
0.9146 |
S1 |
0.9124 |
0.9131 |
|