CME Japanese Yen Future June 2021


Trading Metrics calculated at close of trading on 06-Jan-2021
Day Change Summary
Previous Current
05-Jan-2021 06-Jan-2021 Change Change % Previous Week
Open 0.9741 0.9728 -0.0013 -0.1% 0.9680
High 0.9763 0.9763 0.0001 0.0% 0.9731
Low 0.9709 0.9685 -0.0025 -0.3% 0.9647
Close 0.9760 0.9714 -0.0046 -0.5% 0.9700
Range 0.0054 0.0079 0.0025 47.7% 0.0084
ATR 0.0044 0.0047 0.0002 5.7% 0.0000
Volume 4 53 49 1,225.0% 86
Daily Pivots for day following 06-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.9957 0.9914 0.9757
R3 0.9878 0.9835 0.9735
R2 0.9799 0.9799 0.9728
R1 0.9756 0.9756 0.9721 0.9738
PP 0.9720 0.9720 0.9720 0.9711
S1 0.9678 0.9678 0.9706 0.9660
S2 0.9642 0.9642 0.9699
S3 0.9563 0.9599 0.9692
S4 0.9484 0.9520 0.9670
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 0.9673 0.0090 0.9% 0.0055 0.6% 44% True False 24
10 0.9763 0.9647 0.0116 1.2% 0.0045 0.5% 57% True False 21
20 0.9763 0.9594 0.0170 1.8% 0.0041 0.4% 71% True False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.0099
2.618 0.9970
1.618 0.9891
1.000 0.9842
0.618 0.9812
HIGH 0.9763
0.618 0.9733
0.500 0.9724
0.382 0.9715
LOW 0.9685
0.618 0.9636
1.000 0.9606
1.618 0.9557
2.618 0.9478
4.250 0.9349
Fisher Pivots for day following 06-Jan-2021
Pivot 1 day 3 day
R1 0.9724 0.9724
PP 0.9720 0.9720
S1 0.9717 0.9717

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

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