CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 01-Jul-2021
Day Change Summary
Previous Current
30-Jun-2021 01-Jul-2021 Change Change % Previous Week
Open 0.9047 0.9013 -0.0034 -0.4% 0.9104
High 0.9069 0.9019 -0.0051 -0.6% 0.9128
Low 0.9013 0.8971 -0.0042 -0.5% 0.9014
Close 0.9014 0.8971 -0.0044 -0.5% 0.9035
Range 0.0057 0.0048 -0.0009 -15.0% 0.0115
ATR 0.0042 0.0043 0.0000 1.0% 0.0000
Volume 12 17 5 41.7% 139
Daily Pivots for day following 01-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.9131 0.9099 0.8997
R3 0.9083 0.9051 0.8984
R2 0.9035 0.9035 0.8979
R1 0.9003 0.9003 0.8975 0.8995
PP 0.8987 0.8987 0.8987 0.8983
S1 0.8955 0.8955 0.8966 0.8947
S2 0.8939 0.8939 0.8962
S3 0.8891 0.8907 0.8957
S4 0.8843 0.8859 0.8944
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.9402 0.9333 0.9098
R3 0.9288 0.9219 0.9066
R2 0.9173 0.9173 0.9056
R1 0.9104 0.9104 0.9045 0.9082
PP 0.9059 0.9059 0.9059 0.9048
S1 0.8990 0.8990 0.9025 0.8967
S2 0.8944 0.8944 0.9014
S3 0.8830 0.8875 0.9004
S4 0.8715 0.8761 0.8972
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9069 0.8971 0.0099 1.1% 0.0041 0.5% 0% False True 12
10 0.9128 0.8971 0.0158 1.8% 0.0041 0.5% 0% False True 31
20 0.9172 0.8971 0.0201 2.2% 0.0038 0.4% 0% False True 18
40 0.9246 0.8971 0.0275 3.1% 0.0037 0.4% 0% False True 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9223
2.618 0.9144
1.618 0.9096
1.000 0.9067
0.618 0.9048
HIGH 0.9019
0.618 0.9000
0.500 0.8995
0.382 0.8989
LOW 0.8971
0.618 0.8941
1.000 0.8923
1.618 0.8893
2.618 0.8845
4.250 0.8767
Fisher Pivots for day following 01-Jul-2021
Pivot 1 day 3 day
R1 0.8995 0.9020
PP 0.8987 0.9003
S1 0.8979 0.8987

These figures are updated between 7pm and 10pm EST after a trading day.

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