CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 29-Mar-2021

Day Change Summary
	Previous	Current
	26-Mar-2021	29-Mar-2021	Change	Change %	Previous Week
Open	0.9166	0.9123	-0.0043	-0.5%	0.9217
High	0.9170	0.9150	-0.0021	-0.2%	0.9232
Low	0.9110	0.9111	0.0001	0.0%	0.9110
Close	0.9124	0.9113	-0.0011	-0.1%	0.9124
Range	0.0061	0.0039	-0.0022	-35.5%	0.0123
ATR	0.0049	0.0049	-0.0001	-1.5%	0.0000
Volume	101,543	82,804	-18,739	-18.5%	442,370

Daily Pivots for day following 29-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9241	0.9216	0.9134
R3	0.9202	0.9177	0.9123
R2	0.9163	0.9163	0.9120
R1	0.9138	0.9138	0.9116	0.9131
PP	0.9124	0.9124	0.9124	0.9121
S1	0.9099	0.9099	0.9109	0.9092
S2	0.9085	0.9085	0.9105
S3	0.9046	0.9060	0.9102
S4	0.9007	0.9021	0.9091

Weekly Pivots for week ending 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9523	0.9446	0.9191
R3	0.9400	0.9323	0.9157
R2	0.9278	0.9278	0.9146
R1	0.9201	0.9201	0.9135	0.9178
PP	0.9155	0.9155	0.9155	0.9144
S1	0.9078	0.9078	0.9112	0.9055
S2	0.9033	0.9033	0.9101
S3	0.8910	0.8956	0.9090
S4	0.8788	0.8833	0.9056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9232	0.9110	0.0123	1.3%	0.0046	0.5%	2%	False	False	89,557
10	0.9232	0.9110	0.0123	1.3%	0.0046	0.5%	2%	False	False	96,724
20	0.9383	0.9110	0.0274	3.0%	0.0049	0.5%	1%	False	False	72,396
40	0.9589	0.9110	0.0480	5.3%	0.0049	0.5%	1%	False	False	36,445
60	0.9763	0.9110	0.0654	7.2%	0.0048	0.5%	0%	False	False	24,309
80	0.9763	0.9110	0.0654	7.2%	0.0045	0.5%	0%	False	False	18,236

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	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9315
2.618	0.9252
1.618	0.9213
1.000	0.9189
0.618	0.9174
HIGH	0.9150
0.618	0.9135
0.500	0.9130
0.382	0.9125
LOW	0.9111
0.618	0.9086
1.000	0.9072
1.618	0.9047
2.618	0.9008
4.250	0.8945

Fisher Pivots for day following 29-Mar-2021
Pivot	1 day	3 day
R1	0.9130	0.9157
PP	0.9124	0.9142
S1	0.9118	0.9127

Download as Excel Spreadsheet

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

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