CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9153 |
0.9126 |
-0.0028 |
-0.3% |
0.9138 |
| High |
0.9155 |
0.9130 |
-0.0025 |
-0.3% |
0.9166 |
| Low |
0.9110 |
0.9089 |
-0.0021 |
-0.2% |
0.9110 |
| Close |
0.9122 |
0.9089 |
-0.0033 |
-0.4% |
0.9122 |
| Range |
0.0045 |
0.0041 |
-0.0005 |
-10.0% |
0.0057 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
101,500 |
78,753 |
-22,747 |
-22.4% |
332,371 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9224 |
0.9197 |
0.9111 |
|
| R3 |
0.9184 |
0.9157 |
0.9100 |
|
| R2 |
0.9143 |
0.9143 |
0.9096 |
|
| R1 |
0.9116 |
0.9116 |
0.9093 |
0.9109 |
| PP |
0.9103 |
0.9103 |
0.9103 |
0.9099 |
| S1 |
0.9076 |
0.9076 |
0.9085 |
0.9069 |
| S2 |
0.9062 |
0.9062 |
0.9082 |
|
| S3 |
0.9022 |
0.9035 |
0.9078 |
|
| S4 |
0.8981 |
0.8995 |
0.9067 |
|
|
| 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 |
0.9165 |
0.9089 |
0.0076 |
0.8% |
0.0039 |
0.4% |
0% |
False |
True |
78,169 |
| 10 |
0.9166 |
0.9071 |
0.0096 |
1.1% |
0.0046 |
0.5% |
19% |
False |
False |
42,909 |
| 20 |
0.9220 |
0.9071 |
0.0149 |
1.6% |
0.0045 |
0.5% |
12% |
False |
False |
21,640 |
| 40 |
0.9317 |
0.9071 |
0.0246 |
2.7% |
0.0048 |
0.5% |
8% |
False |
False |
10,877 |
| 60 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0046 |
0.5% |
21% |
False |
False |
7,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9302 |
|
2.618 |
0.9236 |
|
1.618 |
0.9195 |
|
1.000 |
0.9170 |
|
0.618 |
0.9155 |
|
HIGH |
0.9130 |
|
0.618 |
0.9114 |
|
0.500 |
0.9109 |
|
0.382 |
0.9104 |
|
LOW |
0.9089 |
|
0.618 |
0.9064 |
|
1.000 |
0.9049 |
|
1.618 |
0.9023 |
|
2.618 |
0.8983 |
|
4.250 |
0.8917 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9109 |
0.9122 |
| PP |
0.9103 |
0.9111 |
| S1 |
0.9096 |
0.9100 |
|