CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 23-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2021 |
23-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9259 |
0.9267 |
0.0009 |
0.1% |
0.9195 |
| High |
0.9279 |
0.9309 |
0.0030 |
0.3% |
0.9309 |
| Low |
0.9244 |
0.9251 |
0.0007 |
0.1% |
0.9193 |
| Close |
0.9255 |
0.9269 |
0.0014 |
0.2% |
0.9269 |
| Range |
0.0036 |
0.0058 |
0.0023 |
63.4% |
0.0116 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.6% |
0.0000 |
| Volume |
111,770 |
115,050 |
3,280 |
2.9% |
556,638 |
|
| Daily Pivots for day following 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9450 |
0.9418 |
0.9301 |
|
| R3 |
0.9392 |
0.9360 |
0.9285 |
|
| R2 |
0.9334 |
0.9334 |
0.9280 |
|
| R1 |
0.9302 |
0.9302 |
0.9274 |
0.9318 |
| PP |
0.9276 |
0.9276 |
0.9276 |
0.9284 |
| S1 |
0.9244 |
0.9244 |
0.9264 |
0.9260 |
| S2 |
0.9218 |
0.9218 |
0.9258 |
|
| S3 |
0.9160 |
0.9186 |
0.9253 |
|
| S4 |
0.9102 |
0.9128 |
0.9237 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9603 |
0.9552 |
0.9333 |
|
| R3 |
0.9488 |
0.9436 |
0.9301 |
|
| R2 |
0.9372 |
0.9372 |
0.9290 |
|
| R1 |
0.9321 |
0.9321 |
0.9280 |
0.9347 |
| PP |
0.9257 |
0.9257 |
0.9257 |
0.9270 |
| S1 |
0.9205 |
0.9205 |
0.9258 |
0.9231 |
| S2 |
0.9141 |
0.9141 |
0.9248 |
|
| S3 |
0.9026 |
0.9090 |
0.9237 |
|
| S4 |
0.8910 |
0.8974 |
0.9205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9309 |
0.9193 |
0.0116 |
1.2% |
0.0050 |
0.5% |
66% |
True |
False |
111,327 |
| 10 |
0.9309 |
0.9115 |
0.0194 |
2.1% |
0.0044 |
0.5% |
80% |
True |
False |
100,613 |
| 20 |
0.9309 |
0.9018 |
0.0291 |
3.1% |
0.0049 |
0.5% |
86% |
True |
False |
101,397 |
| 40 |
0.9458 |
0.9018 |
0.0440 |
4.7% |
0.0050 |
0.5% |
57% |
False |
False |
82,410 |
| 60 |
0.9622 |
0.9018 |
0.0604 |
6.5% |
0.0049 |
0.5% |
42% |
False |
False |
55,026 |
| 80 |
0.9763 |
0.9018 |
0.0745 |
8.0% |
0.0048 |
0.5% |
34% |
False |
False |
41,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9555 |
|
2.618 |
0.9460 |
|
1.618 |
0.9402 |
|
1.000 |
0.9367 |
|
0.618 |
0.9344 |
|
HIGH |
0.9309 |
|
0.618 |
0.9286 |
|
0.500 |
0.9280 |
|
0.382 |
0.9273 |
|
LOW |
0.9251 |
|
0.618 |
0.9215 |
|
1.000 |
0.9193 |
|
1.618 |
0.9157 |
|
2.618 |
0.9099 |
|
4.250 |
0.9004 |
|
|
| Fisher Pivots for day following 23-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9280 |
0.9274 |
| PP |
0.9276 |
0.9272 |
| S1 |
0.9273 |
0.9271 |
|