CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 01-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9068 |
0.9035 |
-0.0033 |
-0.4% |
0.9217 |
| High |
0.9075 |
0.9052 |
-0.0024 |
-0.3% |
0.9232 |
| Low |
0.9018 |
0.9027 |
0.0009 |
0.1% |
0.9110 |
| Close |
0.9036 |
0.9046 |
0.0010 |
0.1% |
0.9124 |
| Range |
0.0057 |
0.0025 |
-0.0033 |
-57.0% |
0.0123 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
125,108 |
91,685 |
-33,423 |
-26.7% |
442,370 |
|
| Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9115 |
0.9105 |
0.9059 |
|
| R3 |
0.9090 |
0.9080 |
0.9052 |
|
| R2 |
0.9066 |
0.9066 |
0.9050 |
|
| R1 |
0.9056 |
0.9056 |
0.9048 |
0.9061 |
| PP |
0.9041 |
0.9041 |
0.9041 |
0.9044 |
| S1 |
0.9031 |
0.9031 |
0.9043 |
0.9036 |
| S2 |
0.9017 |
0.9017 |
0.9041 |
|
| S3 |
0.8992 |
0.9007 |
0.9039 |
|
| S4 |
0.8968 |
0.8982 |
0.9032 |
|
|
| 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 |
0.9170 |
0.9018 |
0.0152 |
1.7% |
0.0047 |
0.5% |
18% |
False |
False |
99,445 |
| 10 |
0.9232 |
0.9018 |
0.0214 |
2.4% |
0.0044 |
0.5% |
13% |
False |
False |
95,072 |
| 20 |
0.9284 |
0.9018 |
0.0266 |
2.9% |
0.0048 |
0.5% |
10% |
False |
False |
87,561 |
| 40 |
0.9589 |
0.9018 |
0.0571 |
6.3% |
0.0050 |
0.6% |
5% |
False |
False |
44,264 |
| 60 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0048 |
0.5% |
4% |
False |
False |
29,523 |
| 80 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0046 |
0.5% |
4% |
False |
False |
22,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9156 |
|
2.618 |
0.9116 |
|
1.618 |
0.9091 |
|
1.000 |
0.9076 |
|
0.618 |
0.9067 |
|
HIGH |
0.9052 |
|
0.618 |
0.9042 |
|
0.500 |
0.9039 |
|
0.382 |
0.9036 |
|
LOW |
0.9027 |
|
0.618 |
0.9012 |
|
1.000 |
0.9003 |
|
1.618 |
0.8987 |
|
2.618 |
0.8963 |
|
4.250 |
0.8923 |
|
|
| Fisher Pivots for day following 01-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9043 |
0.9068 |
| PP |
0.9041 |
0.9060 |
| S1 |
0.9039 |
0.9053 |
|