CME Japanese Yen Future September 2021


Trading Metrics calculated at close of trading on 05-May-2021
Day Change Summary
Previous Current
04-May-2021 05-May-2021 Change Change % Previous Week
Open 0.9163 0.9155 -0.0008 -0.1% 0.9281
High 0.9181 0.9172 -0.0010 -0.1% 0.9302
Low 0.9144 0.9144 0.0000 0.0% 0.9154
Close 0.9160 0.9163 0.0004 0.0% 0.9159
Range 0.0037 0.0028 -0.0010 -26.7% 0.0149
ATR 0.0049 0.0048 -0.0002 -3.2% 0.0000
Volume 46 20 -26 -56.5% 1,280
Daily Pivots for day following 05-May-2021
Classic Woodie Camarilla DeMark
R4 0.9242 0.9230 0.9178
R3 0.9215 0.9203 0.9171
R2 0.9187 0.9187 0.9168
R1 0.9175 0.9175 0.9166 0.9181
PP 0.9160 0.9160 0.9160 0.9163
S1 0.9148 0.9148 0.9160 0.9154
S2 0.9132 0.9132 0.9158
S3 0.9105 0.9120 0.9155
S4 0.9077 0.9093 0.9148
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.9650 0.9553 0.9241
R3 0.9502 0.9405 0.9200
R2 0.9353 0.9353 0.9186
R1 0.9256 0.9256 0.9173 0.9231
PP 0.9205 0.9205 0.9205 0.9192
S1 0.9108 0.9108 0.9145 0.9082
S2 0.9056 0.9056 0.9132
S3 0.8908 0.8959 0.9118
S4 0.8759 0.8811 0.9077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9233 0.9127 0.0106 1.2% 0.0050 0.6% 34% False False 238
10 0.9317 0.9127 0.0190 2.1% 0.0049 0.5% 19% False False 155
20 0.9317 0.9109 0.0208 2.3% 0.0048 0.5% 26% False False 104
40 0.9317 0.9028 0.0289 3.2% 0.0045 0.5% 47% False False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9288
2.618 0.9243
1.618 0.9216
1.000 0.9199
0.618 0.9188
HIGH 0.9172
0.618 0.9161
0.500 0.9158
0.382 0.9155
LOW 0.9144
0.618 0.9127
1.000 0.9117
1.618 0.9100
2.618 0.9072
4.250 0.9027
Fisher Pivots for day following 05-May-2021
Pivot 1 day 3 day
R1 0.9161 0.9162
PP 0.9160 0.9161
S1 0.9158 0.9160

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

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