CME Japanese Yen Future September 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 |
0.9136 |
0.9073 |
-0.0063 |
-0.7% |
0.9110 |
| High |
0.9136 |
0.9151 |
0.0016 |
0.2% |
0.9154 |
| Low |
0.9071 |
0.9071 |
0.0000 |
0.0% |
0.9071 |
| Close |
0.9073 |
0.9138 |
0.0066 |
0.7% |
0.9138 |
| Range |
0.0065 |
0.0081 |
0.0016 |
23.8% |
0.0083 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.9% |
0.0000 |
| Volume |
2,747 |
6,651 |
3,904 |
142.1% |
17,966 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9361 |
0.9330 |
0.9182 |
|
| R3 |
0.9281 |
0.9250 |
0.9160 |
|
| R2 |
0.9200 |
0.9200 |
0.9153 |
|
| R1 |
0.9169 |
0.9169 |
0.9145 |
0.9185 |
| PP |
0.9120 |
0.9120 |
0.9120 |
0.9128 |
| S1 |
0.9089 |
0.9089 |
0.9131 |
0.9104 |
| S2 |
0.9039 |
0.9039 |
0.9123 |
|
| S3 |
0.8959 |
0.9008 |
0.9116 |
|
| S4 |
0.8878 |
0.8928 |
0.9094 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9370 |
0.9337 |
0.9184 |
|
| R3 |
0.9287 |
0.9254 |
0.9161 |
|
| R2 |
0.9204 |
0.9204 |
0.9153 |
|
| R1 |
0.9171 |
0.9171 |
0.9146 |
0.9187 |
| PP |
0.9121 |
0.9121 |
0.9121 |
0.9129 |
| S1 |
0.9088 |
0.9088 |
0.9130 |
0.9104 |
| S2 |
0.9038 |
0.9038 |
0.9123 |
|
| S3 |
0.8955 |
0.9005 |
0.9115 |
|
| S4 |
0.8872 |
0.8922 |
0.9092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9154 |
0.9071 |
0.0083 |
0.9% |
0.0053 |
0.6% |
81% |
False |
True |
3,827 |
| 10 |
0.9220 |
0.9071 |
0.0149 |
1.6% |
0.0048 |
0.5% |
45% |
False |
True |
2,123 |
| 20 |
0.9239 |
0.9071 |
0.0168 |
1.8% |
0.0050 |
0.5% |
40% |
False |
True |
1,107 |
| 40 |
0.9317 |
0.9071 |
0.0246 |
2.7% |
0.0048 |
0.5% |
27% |
False |
True |
606 |
| 60 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0046 |
0.5% |
38% |
False |
False |
410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9493 |
|
2.618 |
0.9362 |
|
1.618 |
0.9281 |
|
1.000 |
0.9232 |
|
0.618 |
0.9201 |
|
HIGH |
0.9151 |
|
0.618 |
0.9120 |
|
0.500 |
0.9111 |
|
0.382 |
0.9101 |
|
LOW |
0.9071 |
|
0.618 |
0.9021 |
|
1.000 |
0.8990 |
|
1.618 |
0.8940 |
|
2.618 |
0.8860 |
|
4.250 |
0.8728 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9129 |
0.9129 |
| PP |
0.9120 |
0.9120 |
| S1 |
0.9111 |
0.9111 |
|