CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 30-Apr-2021

Day Change Summary
	Previous	Current
	29-Apr-2021	30-Apr-2021	Change	Change %	Previous Week
Open	0.9210	0.9184	-0.0026	-0.3%	0.9269
High	0.9225	0.9202	-0.0024	-0.3%	0.9295
Low	0.9158	0.9145	-0.0013	-0.1%	0.9145
Close	0.9188	0.9152	-0.0037	-0.4%	0.9152
Range	0.0067	0.0057	-0.0011	-15.7%	0.0150
ATR	0.0050	0.0050	0.0000	1.0%	0.0000
Volume	102,677	106,423	3,746	3.6%	546,667

Daily Pivots for day following 30-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9336	0.9300	0.9183
R3	0.9279	0.9244	0.9167
R2	0.9223	0.9223	0.9162
R1	0.9187	0.9187	0.9157	0.9177
PP	0.9166	0.9166	0.9166	0.9161
S1	0.9131	0.9131	0.9146	0.9120
S2	0.9110	0.9110	0.9141
S3	0.9053	0.9074	0.9136
S4	0.8997	0.9018	0.9120

Weekly Pivots for week ending 30-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9646	0.9548	0.9234
R3	0.9496	0.9399	0.9193
R2	0.9347	0.9347	0.9179
R1	0.9249	0.9249	0.9165	0.9223
PP	0.9197	0.9197	0.9197	0.9184
S1	0.9100	0.9100	0.9138	0.9074
S2	0.9048	0.9048	0.9124
S3	0.8898	0.8950	0.9110
S4	0.8749	0.8801	0.9069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9295	0.9145	0.0150	1.6%	0.0055	0.6%	4%	False	True	109,333
10	0.9309	0.9145	0.0164	1.8%	0.0052	0.6%	4%	False	True	110,330
20	0.9309	0.9036	0.0273	3.0%	0.0051	0.6%	42%	False	False	103,869
40	0.9309	0.9018	0.0291	3.2%	0.0050	0.5%	46%	False	False	95,715
60	0.9589	0.9018	0.0571	6.2%	0.0050	0.6%	23%	False	False	64,132
80	0.9763	0.9018	0.0745	8.1%	0.0049	0.5%	18%	False	False	48,110
100	0.9763	0.9018	0.0745	8.1%	0.0047	0.5%	18%	False	False	38,491

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9442
2.618	0.9349
1.618	0.9293
1.000	0.9258
0.618	0.9236
HIGH	0.9202
0.618	0.9180
0.500	0.9173
0.382	0.9167
LOW	0.9145
0.618	0.9110
1.000	0.9089
1.618	0.9054
2.618	0.8997
4.250	0.8905

Fisher Pivots for day following 30-Apr-2021
Pivot	1 day	3 day
R1	0.9173	0.9185
PP	0.9166	0.9174
S1	0.9159	0.9163

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