CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 05-Apr-2021

Day Change Summary
	Previous	Current
	01-Apr-2021	05-Apr-2021	Change	Change %	Previous Week
Open	0.9035	0.9043	0.0008	0.1%	0.9123
High	0.9052	0.9101	0.0049	0.5%	0.9150
Low	0.9027	0.9036	0.0009	0.1%	0.9018
Close	0.9046	0.9084	0.0038	0.4%	0.9046
Range	0.0025	0.0065	0.0041	165.3%	0.0132
ATR	0.0048	0.0049	0.0001	2.6%	0.0000
Volume	91,685	75,715	-15,970	-17.4%	395,684

Daily Pivots for day following 05-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9268	0.9241	0.9119
R3	0.9203	0.9176	0.9101
R2	0.9138	0.9138	0.9095
R1	0.9111	0.9111	0.9089	0.9125
PP	0.9073	0.9073	0.9073	0.9080
S1	0.9046	0.9046	0.9078	0.9060
S2	0.9008	0.9008	0.9072
S3	0.8943	0.8981	0.9066
S4	0.8878	0.8916	0.9048

Weekly Pivots for week ending 02-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9466	0.9387	0.9118
R3	0.9334	0.9256	0.9082
R2	0.9203	0.9203	0.9070
R1	0.9124	0.9124	0.9058	0.9098
PP	0.9071	0.9071	0.9071	0.9058
S1	0.8993	0.8993	0.9033	0.8966
S2	0.8940	0.8940	0.9021
S3	0.8808	0.8861	0.9009
S4	0.8677	0.8730	0.8973

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9150	0.9018	0.0132	1.4%	0.0048	0.5%	50%	False	False	94,279
10	0.9232	0.9018	0.0214	2.4%	0.0046	0.5%	31%	False	False	91,376
20	0.9242	0.9018	0.0224	2.5%	0.0048	0.5%	29%	False	False	90,927
40	0.9589	0.9018	0.0571	6.3%	0.0050	0.6%	11%	False	False	46,153
60	0.9730	0.9018	0.0712	7.8%	0.0048	0.5%	9%	False	False	30,784
80	0.9763	0.9018	0.0745	8.2%	0.0046	0.5%	9%	False	False	23,093

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.9377
2.618	0.9271
1.618	0.9206
1.000	0.9166
0.618	0.9141
HIGH	0.9101
0.618	0.9076
0.500	0.9068
0.382	0.9060
LOW	0.9036
0.618	0.8995
1.000	0.8971
1.618	0.8930
2.618	0.8865
4.250	0.8759

Fisher Pivots for day following 05-Apr-2021
Pivot	1 day	3 day
R1	0.9078	0.9075
PP	0.9073	0.9067
S1	0.9068	0.9059

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols