CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 02-Jun-2021

Day Change Summary
	Previous	Current
	01-Jun-2021	02-Jun-2021	Change	Change %	Previous Week
Open	0.9105	0.9134	0.0029	0.3%	0.9182
High	0.9148	0.9137	-0.0011	-0.1%	0.9213
Low	0.9097	0.9101	0.0004	0.0%	0.9075
Close	0.9140	0.9128	-0.0013	-0.1%	0.9110
Range	0.0051	0.0036	-0.0015	-28.7%	0.0138
ATR	0.0048	0.0047	-0.0001	-1.3%	0.0000
Volume	143,820	93,794	-50,026	-34.8%	510,080

Daily Pivots for day following 02-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9230	0.9215	0.9147
R3	0.9194	0.9179	0.9137
R2	0.9158	0.9158	0.9134
R1	0.9143	0.9143	0.9131	0.9132
PP	0.9122	0.9122	0.9122	0.9117
S1	0.9107	0.9107	0.9124	0.9096
S2	0.9086	0.9086	0.9121
S3	0.9050	0.9071	0.9118
S4	0.9014	0.9035	0.9108

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9547	0.9466	0.9185
R3	0.9409	0.9328	0.9147
R2	0.9271	0.9271	0.9135
R1	0.9190	0.9190	0.9122	0.9161
PP	0.9133	0.9133	0.9133	0.9118
S1	0.9052	0.9052	0.9097	0.9023
S2	0.8995	0.8995	0.9084
S3	0.8857	0.8914	0.9072
S4	0.8719	0.8776	0.9034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9199	0.9075	0.0124	1.4%	0.0047	0.5%	42%	False	False	114,614
10	0.9213	0.9075	0.0138	1.5%	0.0045	0.5%	38%	False	False	103,522
20	0.9233	0.9075	0.0158	1.7%	0.0047	0.5%	33%	False	False	101,180
40	0.9309	0.9075	0.0234	2.6%	0.0048	0.5%	22%	False	False	101,713
60	0.9309	0.9018	0.0291	3.2%	0.0049	0.5%	38%	False	False	99,757
80	0.9589	0.9018	0.0571	6.3%	0.0050	0.5%	19%	False	False	75,498
100	0.9693	0.9018	0.0675	7.4%	0.0048	0.5%	16%	False	False	60,410
120	0.9763	0.9018	0.0745	8.2%	0.0047	0.5%	15%	False	False	50,346

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9290
2.618	0.9231
1.618	0.9195
1.000	0.9173
0.618	0.9159
HIGH	0.9137
0.618	0.9123
0.500	0.9119
0.382	0.9115
LOW	0.9101
0.618	0.9079
1.000	0.9065
1.618	0.9043
2.618	0.9007
4.250	0.8948

Fisher Pivots for day following 02-Jun-2021
Pivot	1 day	3 day
R1	0.9125	0.9122
PP	0.9122	0.9117
S1	0.9119	0.9111

Download as Excel Spreadsheet

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

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