CME Japanese Yen Future June 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 0.9721 0.9741 0.0020 0.2% 0.9680
High 0.9753 0.9763 0.0010 0.1% 0.9731
Low 0.9698 0.9709 0.0012 0.1% 0.9647
Close 0.9716 0.9760 0.0044 0.5% 0.9700
Range 0.0056 0.0054 -0.0002 -3.6% 0.0084
ATR 0.0043 0.0044 0.0001 1.7% 0.0000
Volume 25 4 -21 -84.0% 86
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.9904 0.9885 0.9789
R3 0.9851 0.9832 0.9774
R2 0.9797 0.9797 0.9769
R1 0.9778 0.9778 0.9764 0.9788
PP 0.9744 0.9744 0.9744 0.9748
S1 0.9725 0.9725 0.9755 0.9734
S2 0.9690 0.9690 0.9750
S3 0.9637 0.9671 0.9745
S4 0.9583 0.9618 0.9730
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.9943 0.9905 0.9745
R3 0.9859 0.9821 0.9722
R2 0.9776 0.9776 0.9715
R1 0.9738 0.9738 0.9707 0.9757
PP 0.9692 0.9692 0.9692 0.9702
S1 0.9654 0.9654 0.9692 0.9673
S2 0.9609 0.9609 0.9684
S3 0.9525 0.9571 0.9677
S4 0.9442 0.9487 0.9654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9763 0.9653 0.0110 1.1% 0.0046 0.5% 97% True False 16
10 0.9763 0.9647 0.0116 1.2% 0.0043 0.4% 97% True False 21
20 0.9763 0.9594 0.0169 1.7% 0.0039 0.4% 98% True False 19
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9990
2.618 0.9903
1.618 0.9849
1.000 0.9816
0.618 0.9796
HIGH 0.9763
0.618 0.9742
0.500 0.9736
0.382 0.9729
LOW 0.9709
0.618 0.9676
1.000 0.9656
1.618 0.9622
2.618 0.9569
4.250 0.9482
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 0.9752 0.9750
PP 0.9744 0.9740
S1 0.9736 0.9730

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

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