CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 28-Apr-2021

Day Change Summary
	Previous	Current
	27-Apr-2021	28-Apr-2021	Change	Change %	Previous Week
Open	0.9256	0.9202	-0.0054	-0.6%	0.9195
High	0.9256	0.9214	-0.0042	-0.5%	0.9309
Low	0.9197	0.9171	-0.0027	-0.3%	0.9193
Close	0.9199	0.9205	0.0006	0.1%	0.9269
Range	0.0059	0.0043	-0.0016	-26.5%	0.0116
ATR	0.0049	0.0048	0.0000	-0.9%	0.0000
Volume	100,577	127,509	26,932	26.8%	556,638

Daily Pivots for day following 28-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9325	0.9308	0.9228
R3	0.9282	0.9265	0.9216
R2	0.9239	0.9239	0.9212
R1	0.9222	0.9222	0.9208	0.9231
PP	0.9196	0.9196	0.9196	0.9201
S1	0.9179	0.9179	0.9201	0.9188
S2	0.9153	0.9153	0.9197
S3	0.9110	0.9136	0.9193
S4	0.9067	0.9093	0.9181

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	0.9171	0.0138	1.5%	0.0049	0.5%	25%	False	True	112,877
10	0.9309	0.9171	0.0138	1.5%	0.0046	0.5%	25%	False	True	106,223
20	0.9309	0.9018	0.0291	3.2%	0.0049	0.5%	64%	False	False	104,254
40	0.9382	0.9018	0.0364	4.0%	0.0050	0.5%	51%	False	False	90,677
60	0.9589	0.9018	0.0571	6.2%	0.0049	0.5%	33%	False	False	60,648
80	0.9763	0.9018	0.0745	8.1%	0.0048	0.5%	25%	False	False	45,496
100	0.9763	0.9018	0.0745	8.1%	0.0046	0.5%	25%	False	False	36,400

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	0.9396
2.618	0.9326
1.618	0.9283
1.000	0.9257
0.618	0.9240
HIGH	0.9214
0.618	0.9197
0.500	0.9192
0.382	0.9187
LOW	0.9171
0.618	0.9144
1.000	0.9128
1.618	0.9101
2.618	0.9058
4.250	0.8988

Fisher Pivots for day following 28-Apr-2021
Pivot	1 day	3 day
R1	0.9200	0.9233
PP	0.9196	0.9223
S1	0.9192	0.9214

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols