CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 03-May-2021

Day Change Summary
	Previous	Current
	30-Apr-2021	03-May-2021	Change	Change %	Previous Week
Open	0.9184	0.9151	-0.0034	-0.4%	0.9269
High	0.9202	0.9186	-0.0016	-0.2%	0.9295
Low	0.9145	0.9119	-0.0027	-0.3%	0.9145
Close	0.9152	0.9168	0.0017	0.2%	0.9152
Range	0.0057	0.0068	0.0011	19.5%	0.0150
ATR	0.0050	0.0051	0.0001	2.5%	0.0000
Volume	106,423	81,364	-25,059	-23.5%	546,667

Daily Pivots for day following 03-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9360	0.9332	0.9205
R3	0.9293	0.9264	0.9187
R2	0.9225	0.9225	0.9180
R1	0.9197	0.9197	0.9174	0.9211
PP	0.9158	0.9158	0.9158	0.9165
S1	0.9129	0.9129	0.9162	0.9143
S2	0.9090	0.9090	0.9156
S3	0.9023	0.9062	0.9149
S4	0.8955	0.8994	0.9131

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	0.9256	0.9119	0.0137	1.5%	0.0059	0.6%	36%	False	True	103,710
10	0.9309	0.9119	0.0190	2.1%	0.0052	0.6%	26%	False	True	106,056
20	0.9309	0.9051	0.0258	2.8%	0.0051	0.6%	46%	False	False	104,152
40	0.9309	0.9018	0.0291	3.2%	0.0050	0.5%	52%	False	False	97,539
60	0.9589	0.9018	0.0571	6.2%	0.0051	0.6%	26%	False	False	65,486
80	0.9730	0.9018	0.0712	7.8%	0.0048	0.5%	21%	False	False	49,126
100	0.9763	0.9018	0.0745	8.1%	0.0047	0.5%	20%	False	False	39,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9473
2.618	0.9363
1.618	0.9295
1.000	0.9254
0.618	0.9228
HIGH	0.9186
0.618	0.9160
0.500	0.9152
0.382	0.9144
LOW	0.9119
0.618	0.9077
1.000	0.9051
1.618	0.9009
2.618	0.8942
4.250	0.8832

Fisher Pivots for day following 03-May-2021
Pivot	1 day	3 day
R1	0.9163	0.9172
PP	0.9158	0.9171
S1	0.9152	0.9169

Download as Excel Spreadsheet

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

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