CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 31-Mar-2021

Day Change Summary
	Previous	Current
	30-Mar-2021	31-Mar-2021	Change	Change %	Previous Week
Open	0.9113	0.9068	-0.0046	-0.5%	0.9217
High	0.9118	0.9075	-0.0043	-0.5%	0.9232
Low	0.9063	0.9018	-0.0045	-0.5%	0.9110
Close	0.9069	0.9036	-0.0033	-0.4%	0.9124
Range	0.0055	0.0057	0.0002	3.6%	0.0123
ATR	0.0049	0.0050	0.0001	1.2%	0.0000
Volume	96,087	125,108	29,021	30.2%	442,370

Daily Pivots for day following 31-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9214	0.9182	0.9067
R3	0.9157	0.9125	0.9051
R2	0.9100	0.9100	0.9046
R1	0.9068	0.9068	0.9041	0.9055
PP	0.9043	0.9043	0.9043	0.9037
S1	0.9011	0.9011	0.9030	0.8998
S2	0.8986	0.8986	0.9025
S3	0.8929	0.8954	0.9020
S4	0.8872	0.8897	0.9004

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	0.9205	0.9018	0.0187	2.1%	0.0051	0.6%	9%	False	True	98,399
10	0.9232	0.9018	0.0214	2.4%	0.0047	0.5%	8%	False	True	99,043
20	0.9358	0.9018	0.0340	3.8%	0.0051	0.6%	5%	False	True	83,187
40	0.9589	0.9018	0.0571	6.3%	0.0050	0.6%	3%	False	True	41,972
60	0.9763	0.9018	0.0745	8.3%	0.0048	0.5%	2%	False	True	27,995
80	0.9763	0.9018	0.0745	8.3%	0.0046	0.5%	2%	False	True	21,001

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9317
2.618	0.9224
1.618	0.9167
1.000	0.9132
0.618	0.9110
HIGH	0.9075
0.618	0.9053
0.500	0.9047
0.382	0.9040
LOW	0.9018
0.618	0.8983
1.000	0.8961
1.618	0.8926
2.618	0.8869
4.250	0.8776

Fisher Pivots for day following 31-Mar-2021
Pivot	1 day	3 day
R1	0.9047	0.9084
PP	0.9043	0.9068
S1	0.9039	0.9052

Download as Excel Spreadsheet

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

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