CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 07-Apr-2021

Day Change Summary
	Previous	Current
	06-Apr-2021	07-Apr-2021	Change	Change %	Previous Week
Open	0.9086	0.9117	0.0031	0.3%	0.9123
High	0.9125	0.9132	0.0007	0.1%	0.9150
Low	0.9051	0.9102	0.0051	0.6%	0.9018
Close	0.9109	0.9113	0.0005	0.0%	0.9046
Range	0.0074	0.0030	-0.0044	-59.5%	0.0132
ATR	0.0051	0.0049	-0.0001	-2.9%	0.0000
Volume	125,499	98,352	-27,147	-21.6%	395,684

Daily Pivots for day following 07-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9205	0.9189	0.9130
R3	0.9175	0.9159	0.9121
R2	0.9145	0.9145	0.9119
R1	0.9129	0.9129	0.9116	0.9122
PP	0.9115	0.9115	0.9115	0.9112
S1	0.9099	0.9099	0.9110	0.9092
S2	0.9085	0.9085	0.9108
S3	0.9055	0.9069	0.9105
S4	0.9025	0.9039	0.9097

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	0.9132	0.9018	0.0114	1.2%	0.0050	0.5%	84%	True	False	103,271
10	0.9228	0.9018	0.0210	2.3%	0.0049	0.5%	45%	False	False	97,114
20	0.9239	0.9018	0.0221	2.4%	0.0047	0.5%	43%	False	False	98,106
40	0.9589	0.9018	0.0571	6.3%	0.0051	0.6%	17%	False	False	51,737
60	0.9693	0.9018	0.0675	7.4%	0.0047	0.5%	14%	False	False	34,513
80	0.9763	0.9018	0.0745	8.2%	0.0047	0.5%	13%	False	False	25,891

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9259
2.618	0.9210
1.618	0.9180
1.000	0.9162
0.618	0.9150
HIGH	0.9132
0.618	0.9120
0.500	0.9117
0.382	0.9113
LOW	0.9102
0.618	0.9083
1.000	0.9072
1.618	0.9053
2.618	0.9023
4.250	0.8974

Fisher Pivots for day following 07-Apr-2021
Pivot	1 day	3 day
R1	0.9117	0.9103
PP	0.9115	0.9093
S1	0.9114	0.9084

Download as Excel Spreadsheet

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

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