CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 29-Apr-2021

Day Change Summary
	Previous	Current
	28-Apr-2021	29-Apr-2021	Change	Change %	Previous Week
Open	0.9202	0.9210	0.0008	0.1%	0.9195
High	0.9214	0.9225	0.0012	0.1%	0.9309
Low	0.9171	0.9158	-0.0013	-0.1%	0.9193
Close	0.9205	0.9188	-0.0017	-0.2%	0.9269
Range	0.0043	0.0067	0.0024	55.8%	0.0116
ATR	0.0048	0.0050	0.0001	2.7%	0.0000
Volume	127,509	102,677	-24,832	-19.5%	556,638

Daily Pivots for day following 29-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9391	0.9357	0.9225
R3	0.9324	0.9290	0.9206
R2	0.9257	0.9257	0.9200
R1	0.9223	0.9223	0.9194	0.9207
PP	0.9190	0.9190	0.9190	0.9182
S1	0.9156	0.9156	0.9182	0.9140
S2	0.9123	0.9123	0.9176
S3	0.9056	0.9089	0.9170
S4	0.8989	0.9022	0.9151

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	0.9158	0.0151	1.6%	0.0055	0.6%	20%	False	True	111,058
10	0.9309	0.9158	0.0151	1.6%	0.0050	0.5%	20%	False	True	107,333
20	0.9309	0.9027	0.0282	3.1%	0.0050	0.5%	57%	False	False	103,132
40	0.9358	0.9018	0.0340	3.7%	0.0051	0.5%	50%	False	False	93,159
60	0.9589	0.9018	0.0571	6.2%	0.0050	0.5%	30%	False	False	62,359
80	0.9763	0.9018	0.0745	8.1%	0.0049	0.5%	23%	False	False	46,779
100	0.9763	0.9018	0.0745	8.1%	0.0046	0.5%	23%	False	False	37,427

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9510
2.618	0.9400
1.618	0.9333
1.000	0.9292
0.618	0.9266
HIGH	0.9225
0.618	0.9199
0.500	0.9192
0.382	0.9184
LOW	0.9158
0.618	0.9117
1.000	0.9091
1.618	0.9050
2.618	0.8983
4.250	0.8873

Fisher Pivots for day following 29-Apr-2021
Pivot	1 day	3 day
R1	0.9192	0.9207
PP	0.9190	0.9201
S1	0.9189	0.9194

Download as Excel Spreadsheet

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

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