CME Japanese Yen Future September 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 |
0.9129 |
0.9153 |
0.0024 |
0.3% |
0.9138 |
| High |
0.9156 |
0.9155 |
-0.0001 |
0.0% |
0.9166 |
| Low |
0.9114 |
0.9110 |
-0.0004 |
0.0% |
0.9110 |
| Close |
0.9145 |
0.9122 |
-0.0023 |
-0.3% |
0.9122 |
| Range |
0.0042 |
0.0045 |
0.0003 |
7.1% |
0.0057 |
| ATR |
0.0047 |
0.0046 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
79,311 |
101,500 |
22,189 |
28.0% |
332,371 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9264 |
0.9238 |
0.9146 |
|
| R3 |
0.9219 |
0.9193 |
0.9134 |
|
| R2 |
0.9174 |
0.9174 |
0.9130 |
|
| R1 |
0.9148 |
0.9148 |
0.9126 |
0.9138 |
| PP |
0.9129 |
0.9129 |
0.9129 |
0.9124 |
| S1 |
0.9103 |
0.9103 |
0.9117 |
0.9093 |
| S2 |
0.9084 |
0.9084 |
0.9113 |
|
| S3 |
0.9039 |
0.9058 |
0.9109 |
|
| S4 |
0.8994 |
0.9013 |
0.9097 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9302 |
0.9268 |
0.9153 |
|
| R3 |
0.9245 |
0.9212 |
0.9137 |
|
| R2 |
0.9189 |
0.9189 |
0.9132 |
|
| R1 |
0.9155 |
0.9155 |
0.9127 |
0.9144 |
| PP |
0.9132 |
0.9132 |
0.9132 |
0.9127 |
| S1 |
0.9099 |
0.9099 |
0.9116 |
0.9087 |
| S2 |
0.9076 |
0.9076 |
0.9111 |
|
| S3 |
0.9019 |
0.9042 |
0.9106 |
|
| S4 |
0.8963 |
0.8986 |
0.9090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9166 |
0.9110 |
0.0057 |
0.6% |
0.0038 |
0.4% |
21% |
False |
True |
66,474 |
| 10 |
0.9166 |
0.9071 |
0.0096 |
1.0% |
0.0046 |
0.5% |
53% |
False |
False |
35,151 |
| 20 |
0.9220 |
0.9071 |
0.0149 |
1.6% |
0.0044 |
0.5% |
34% |
False |
False |
17,705 |
| 40 |
0.9317 |
0.9071 |
0.0246 |
2.7% |
0.0047 |
0.5% |
21% |
False |
False |
8,909 |
| 60 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0047 |
0.5% |
33% |
False |
False |
5,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9346 |
|
2.618 |
0.9272 |
|
1.618 |
0.9227 |
|
1.000 |
0.9200 |
|
0.618 |
0.9182 |
|
HIGH |
0.9155 |
|
0.618 |
0.9137 |
|
0.500 |
0.9132 |
|
0.382 |
0.9127 |
|
LOW |
0.9110 |
|
0.618 |
0.9082 |
|
1.000 |
0.9065 |
|
1.618 |
0.9037 |
|
2.618 |
0.8992 |
|
4.250 |
0.8918 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9132 |
0.9136 |
| PP |
0.9129 |
0.9131 |
| S1 |
0.9125 |
0.9126 |
|