CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 22-Apr-2021

Day Change Summary
	Previous	Current
	21-Apr-2021	22-Apr-2021	Change	Change %	Previous Week
Open	0.9258	0.9259	0.0001	0.0%	0.9123
High	0.9275	0.9279	0.0005	0.0%	0.9213
Low	0.9239	0.9244	0.0005	0.0%	0.9115
Close	0.9255	0.9255	0.0000	0.0%	0.9197
Range	0.0036	0.0036	0.0000	0.0%	0.0098
ATR	0.0048	0.0047	-0.0001	-1.9%	0.0000
Volume	95,299	111,770	16,471	17.3%	449,494

Daily Pivots for day following 22-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9366	0.9346	0.9275
R3	0.9330	0.9310	0.9265
R2	0.9295	0.9295	0.9262
R1	0.9275	0.9275	0.9258	0.9267
PP	0.9259	0.9259	0.9259	0.9255
S1	0.9239	0.9239	0.9252	0.9232
S2	0.9224	0.9224	0.9248
S3	0.9188	0.9204	0.9245
S4	0.9153	0.9168	0.9235

Weekly Pivots for week ending 16-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9467	0.9429	0.9250
R3	0.9370	0.9332	0.9223
R2	0.9272	0.9272	0.9214
R1	0.9234	0.9234	0.9205	0.9253
PP	0.9175	0.9175	0.9175	0.9184
S1	0.9137	0.9137	0.9188	0.9156
S2	0.9077	0.9077	0.9179
S3	0.8980	0.9039	0.9170
S4	0.8882	0.8942	0.9143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9279	0.9181	0.0098	1.1%	0.0044	0.5%	75%	True	False	103,607
10	0.9279	0.9099	0.0180	1.9%	0.0045	0.5%	87%	True	False	100,386
20	0.9279	0.9018	0.0261	2.8%	0.0049	0.5%	91%	True	False	99,967
40	0.9458	0.9018	0.0440	4.7%	0.0049	0.5%	54%	False	False	79,550
60	0.9669	0.9018	0.0651	7.0%	0.0049	0.5%	36%	False	False	53,110
80	0.9763	0.9018	0.0745	8.1%	0.0048	0.5%	32%	False	False	39,840

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9430
2.618	0.9372
1.618	0.9336
1.000	0.9315
0.618	0.9301
HIGH	0.9279
0.618	0.9265
0.500	0.9261
0.382	0.9257
LOW	0.9244
0.618	0.9222
1.000	0.9208
1.618	0.9186
2.618	0.9151
4.250	0.9093

Fisher Pivots for day following 22-Apr-2021
Pivot	1 day	3 day
R1	0.9261	0.9253
PP	0.9259	0.9250
S1	0.9257	0.9248

Download as Excel Spreadsheet

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

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