CME Japanese Yen Future September 2021
Trading Metrics calculated at close of trading on 01-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
0.9114 |
0.9110 |
-0.0004 |
0.0% |
0.9186 |
High |
0.9119 |
0.9154 |
0.0035 |
0.4% |
0.9220 |
Low |
0.9083 |
0.9104 |
0.0022 |
0.2% |
0.9083 |
Close |
0.9116 |
0.9146 |
0.0031 |
0.3% |
0.9116 |
Range |
0.0037 |
0.0050 |
0.0013 |
35.6% |
0.0137 |
ATR |
0.0047 |
0.0047 |
0.0000 |
0.4% |
0.0000 |
Volume |
1,173 |
987 |
-186 |
-15.9% |
3,139 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9283 |
0.9264 |
0.9173 |
|
R3 |
0.9234 |
0.9215 |
0.9160 |
|
R2 |
0.9184 |
0.9184 |
0.9155 |
|
R1 |
0.9165 |
0.9165 |
0.9151 |
0.9175 |
PP |
0.9135 |
0.9135 |
0.9135 |
0.9139 |
S1 |
0.9116 |
0.9116 |
0.9141 |
0.9125 |
S2 |
0.9085 |
0.9085 |
0.9137 |
|
S3 |
0.9036 |
0.9066 |
0.9132 |
|
S4 |
0.8986 |
0.9017 |
0.9119 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9550 |
0.9470 |
0.9191 |
|
R3 |
0.9413 |
0.9333 |
0.9153 |
|
R2 |
0.9276 |
0.9276 |
0.9141 |
|
R1 |
0.9196 |
0.9196 |
0.9128 |
0.9168 |
PP |
0.9139 |
0.9139 |
0.9139 |
0.9125 |
S1 |
0.9059 |
0.9059 |
0.9103 |
0.9031 |
S2 |
0.9002 |
0.9002 |
0.9090 |
|
S3 |
0.8865 |
0.8922 |
0.9078 |
|
S4 |
0.8728 |
0.8785 |
0.9040 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9220 |
0.9083 |
0.0137 |
1.5% |
0.0048 |
0.5% |
46% |
False |
False |
750 |
10 |
0.9220 |
0.9083 |
0.0137 |
1.5% |
0.0044 |
0.5% |
46% |
False |
False |
463 |
20 |
0.9239 |
0.9083 |
0.0156 |
1.7% |
0.0046 |
0.5% |
41% |
False |
False |
262 |
40 |
0.9317 |
0.9060 |
0.0257 |
2.8% |
0.0048 |
0.5% |
34% |
False |
False |
183 |
60 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0046 |
0.5% |
41% |
False |
False |
127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9364 |
2.618 |
0.9283 |
1.618 |
0.9234 |
1.000 |
0.9203 |
0.618 |
0.9184 |
HIGH |
0.9154 |
0.618 |
0.9135 |
0.500 |
0.9129 |
0.382 |
0.9123 |
LOW |
0.9104 |
0.618 |
0.9073 |
1.000 |
0.9055 |
1.618 |
0.9024 |
2.618 |
0.8974 |
4.250 |
0.8894 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9140 |
0.9141 |
PP |
0.9135 |
0.9135 |
S1 |
0.9129 |
0.9130 |
|