CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 27-Apr-2021

Day Change Summary
	Previous	Current
	26-Apr-2021	27-Apr-2021	Change	Change %	Previous Week
Open	0.9269	0.9256	-0.0014	-0.1%	0.9195
High	0.9295	0.9256	-0.0039	-0.4%	0.9309
Low	0.9247	0.9197	-0.0050	-0.5%	0.9193
Close	0.9253	0.9199	-0.0054	-0.6%	0.9269
Range	0.0048	0.0059	0.0011	21.9%	0.0116
ATR	0.0048	0.0049	0.0001	1.5%	0.0000
Volume	109,481	100,577	-8,904	-8.1%	556,638

Daily Pivots for day following 27-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9393	0.9354	0.9231
R3	0.9334	0.9296	0.9215
R2	0.9276	0.9276	0.9210
R1	0.9237	0.9237	0.9204	0.9227
PP	0.9217	0.9217	0.9217	0.9212
S1	0.9179	0.9179	0.9194	0.9169
S2	0.9159	0.9159	0.9188
S3	0.9100	0.9120	0.9183
S4	0.9042	0.9062	0.9167

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	0.9197	0.0112	1.2%	0.0047	0.5%	2%	False	True	106,435
10	0.9309	0.9172	0.0137	1.5%	0.0044	0.5%	20%	False	False	102,320
20	0.9309	0.9018	0.0291	3.2%	0.0050	0.5%	62%	False	False	102,683
40	0.9383	0.9018	0.0365	4.0%	0.0049	0.5%	50%	False	False	87,539
60	0.9589	0.9018	0.0571	6.2%	0.0049	0.5%	32%	False	False	58,524
80	0.9763	0.9018	0.0745	8.1%	0.0048	0.5%	24%	False	False	43,902
100	0.9763	0.9018	0.0745	8.1%	0.0046	0.5%	24%	False	False	35,125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9504
2.618	0.9409
1.618	0.9350
1.000	0.9314
0.618	0.9292
HIGH	0.9256
0.618	0.9233
0.500	0.9226
0.382	0.9219
LOW	0.9197
0.618	0.9161
1.000	0.9139
1.618	0.9102
2.618	0.9044
4.250	0.8948

Fisher Pivots for day following 27-Apr-2021
Pivot	1 day	3 day
R1	0.9226	0.9253
PP	0.9217	0.9235
S1	0.9208	0.9217

Download as Excel Spreadsheet

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

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