CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 30-Mar-2021

Day Change Summary
	Previous	Current
	29-Mar-2021	30-Mar-2021	Change	Change %	Previous Week
Open	0.9123	0.9113	-0.0010	-0.1%	0.9217
High	0.9150	0.9118	-0.0032	-0.3%	0.9232
Low	0.9111	0.9063	-0.0048	-0.5%	0.9110
Close	0.9113	0.9069	-0.0044	-0.5%	0.9124
Range	0.0039	0.0055	0.0016	41.0%	0.0123
ATR	0.0049	0.0049	0.0000	0.9%	0.0000
Volume	82,804	96,087	13,283	16.0%	442,370

Daily Pivots for day following 30-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9248	0.9213	0.9099
R3	0.9193	0.9158	0.9084
R2	0.9138	0.9138	0.9079
R1	0.9103	0.9103	0.9074	0.9093
PP	0.9083	0.9083	0.9083	0.9078
S1	0.9048	0.9048	0.9063	0.9038
S2	0.9028	0.9028	0.9058
S3	0.8973	0.8993	0.9053
S4	0.8918	0.8938	0.9038

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	0.9228	0.9063	0.0166	1.8%	0.0049	0.5%	4%	False	True	90,957
10	0.9232	0.9063	0.0170	1.9%	0.0047	0.5%	4%	False	True	97,837
20	0.9382	0.9063	0.0320	3.5%	0.0051	0.6%	2%	False	True	77,100
40	0.9589	0.9063	0.0527	5.8%	0.0049	0.5%	1%	False	True	38,846
60	0.9763	0.9063	0.0701	7.7%	0.0048	0.5%	1%	False	True	25,910
80	0.9763	0.9063	0.0701	7.7%	0.0045	0.5%	1%	False	True	19,437

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9351
2.618	0.9261
1.618	0.9206
1.000	0.9173
0.618	0.9151
HIGH	0.9118
0.618	0.9096
0.500	0.9090
0.382	0.9084
LOW	0.9063
0.618	0.9029
1.000	0.9008
1.618	0.8974
2.618	0.8919
4.250	0.8829

Fisher Pivots for day following 30-Mar-2021
Pivot	1 day	3 day
R1	0.9090	0.9116
PP	0.9083	0.9100
S1	0.9076	0.9084

Download as Excel Spreadsheet

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

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