CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 07-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9073 |
0.9138 |
0.0065 |
0.7% |
0.9110 |
| High |
0.9151 |
0.9166 |
0.0015 |
0.2% |
0.9154 |
| Low |
0.9071 |
0.9128 |
0.0058 |
0.6% |
0.9071 |
| Close |
0.9138 |
0.9161 |
0.0023 |
0.2% |
0.9138 |
| Range |
0.0081 |
0.0038 |
-0.0043 |
-52.8% |
0.0083 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
6,651 |
20,276 |
13,625 |
204.9% |
17,966 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9266 |
0.9251 |
0.9181 |
|
| R3 |
0.9228 |
0.9213 |
0.9171 |
|
| R2 |
0.9190 |
0.9190 |
0.9167 |
|
| R1 |
0.9175 |
0.9175 |
0.9164 |
0.9182 |
| PP |
0.9152 |
0.9152 |
0.9152 |
0.9155 |
| S1 |
0.9137 |
0.9137 |
0.9157 |
0.9144 |
| S2 |
0.9114 |
0.9114 |
0.9154 |
|
| S3 |
0.9076 |
0.9099 |
0.9150 |
|
| S4 |
0.9038 |
0.9061 |
0.9140 |
|
|
| 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 |
0.9166 |
0.9071 |
0.0096 |
1.0% |
0.0053 |
0.6% |
94% |
True |
False |
7,648 |
| 10 |
0.9220 |
0.9071 |
0.0149 |
1.6% |
0.0048 |
0.5% |
60% |
False |
False |
4,138 |
| 20 |
0.9239 |
0.9071 |
0.0168 |
1.8% |
0.0048 |
0.5% |
54% |
False |
False |
2,117 |
| 40 |
0.9317 |
0.9071 |
0.0246 |
2.7% |
0.0047 |
0.5% |
37% |
False |
False |
1,112 |
| 60 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0046 |
0.5% |
46% |
False |
False |
748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9328 |
|
2.618 |
0.9265 |
|
1.618 |
0.9227 |
|
1.000 |
0.9204 |
|
0.618 |
0.9189 |
|
HIGH |
0.9166 |
|
0.618 |
0.9151 |
|
0.500 |
0.9147 |
|
0.382 |
0.9143 |
|
LOW |
0.9128 |
|
0.618 |
0.9105 |
|
1.000 |
0.9090 |
|
1.618 |
0.9067 |
|
2.618 |
0.9029 |
|
4.250 |
0.8967 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9156 |
0.9146 |
| PP |
0.9152 |
0.9132 |
| S1 |
0.9147 |
0.9118 |
|