CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 26-Apr-2021

Day Change Summary
	Previous	Current
	23-Apr-2021	26-Apr-2021	Change	Change %	Previous Week
Open	0.9267	0.9269	0.0002	0.0%	0.9195
High	0.9309	0.9295	-0.0014	-0.2%	0.9309
Low	0.9251	0.9247	-0.0004	0.0%	0.9193
Close	0.9269	0.9253	-0.0016	-0.2%	0.9269
Range	0.0058	0.0048	-0.0010	-17.2%	0.0116
ATR	0.0048	0.0048	0.0000	0.0%	0.0000
Volume	115,050	109,481	-5,569	-4.8%	556,638

Daily Pivots for day following 26-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9409	0.9379	0.9279
R3	0.9361	0.9331	0.9266
R2	0.9313	0.9313	0.9262
R1	0.9283	0.9283	0.9257	0.9274
PP	0.9265	0.9265	0.9265	0.9260
S1	0.9235	0.9235	0.9249	0.9226
S2	0.9217	0.9217	0.9244
S3	0.9169	0.9187	0.9240
S4	0.9121	0.9139	0.9227

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	0.9217	0.0092	1.0%	0.0045	0.5%	39%	False	False	108,402
10	0.9309	0.9117	0.0192	2.1%	0.0045	0.5%	71%	False	False	103,041
20	0.9309	0.9018	0.0291	3.1%	0.0049	0.5%	81%	False	False	101,794
40	0.9412	0.9018	0.0394	4.3%	0.0049	0.5%	60%	False	False	85,077
60	0.9609	0.9018	0.0591	6.4%	0.0049	0.5%	40%	False	False	56,850
80	0.9763	0.9018	0.0745	8.1%	0.0048	0.5%	32%	False	False	42,646
100	0.9763	0.9018	0.0745	8.1%	0.0046	0.5%	32%	False	False	34,120

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9499
2.618	0.9420
1.618	0.9372
1.000	0.9343
0.618	0.9324
HIGH	0.9295
0.618	0.9276
0.500	0.9271
0.382	0.9265
LOW	0.9247
0.618	0.9217
1.000	0.9199
1.618	0.9169
2.618	0.9121
4.250	0.9043

Fisher Pivots for day following 26-Apr-2021
Pivot	1 day	3 day
R1	0.9271	0.9276
PP	0.9265	0.9268
S1	0.9259	0.9261

Download as Excel Spreadsheet

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

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