CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 04-May-2021

Day Change Summary
	Previous	Current
	03-May-2021	04-May-2021	Change	Change %	Previous Week
Open	0.9151	0.9172	0.0022	0.2%	0.9269
High	0.9186	0.9175	-0.0011	-0.1%	0.9295
Low	0.9119	0.9137	0.0018	0.2%	0.9145
Close	0.9168	0.9152	-0.0016	-0.2%	0.9152
Range	0.0068	0.0039	-0.0029	-43.0%	0.0150
ATR	0.0051	0.0051	-0.0001	-1.8%	0.0000
Volume	81,364	87,398	6,034	7.4%	546,667

Daily Pivots for day following 04-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9270	0.9250	0.9173
R3	0.9232	0.9211	0.9163
R2	0.9193	0.9193	0.9159
R1	0.9173	0.9173	0.9156	0.9164
PP	0.9155	0.9155	0.9155	0.9150
S1	0.9134	0.9134	0.9148	0.9125
S2	0.9116	0.9116	0.9145
S3	0.9078	0.9096	0.9141
S4	0.9039	0.9057	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	0.9225	0.9119	0.0107	1.2%	0.0055	0.6%	31%	False	False	101,074
10	0.9309	0.9119	0.0190	2.1%	0.0051	0.6%	18%	False	False	103,754
20	0.9309	0.9099	0.0210	2.3%	0.0049	0.5%	25%	False	False	102,247
40	0.9309	0.9018	0.0291	3.2%	0.0049	0.5%	46%	False	False	99,045
60	0.9589	0.9018	0.0571	6.2%	0.0051	0.6%	23%	False	False	66,937
80	0.9693	0.9018	0.0675	7.4%	0.0048	0.5%	20%	False	False	50,218
100	0.9763	0.9018	0.0745	8.1%	0.0047	0.5%	18%	False	False	40,179

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9339
2.618	0.9276
1.618	0.9237
1.000	0.9214
0.618	0.9199
HIGH	0.9175
0.618	0.9160
0.500	0.9156
0.382	0.9151
LOW	0.9137
0.618	0.9113
1.000	0.9098
1.618	0.9074
2.618	0.9036
4.250	0.8973

Fisher Pivots for day following 04-May-2021
Pivot	1 day	3 day
R1	0.9156	0.9160
PP	0.9155	0.9157
S1	0.9153	0.9155

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