CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 05-May-2021

Day Change Summary
	Previous	Current
	04-May-2021	05-May-2021	Change	Change %	Previous Week
Open	0.9172	0.9153	-0.0020	-0.2%	0.9269
High	0.9175	0.9165	-0.0010	-0.1%	0.9295
Low	0.9137	0.9136	-0.0001	0.0%	0.9145
Close	0.9152	0.9156	0.0004	0.0%	0.9152
Range	0.0039	0.0029	-0.0010	-24.7%	0.0150
ATR	0.0051	0.0049	-0.0002	-3.0%	0.0000
Volume	87,398	72,127	-15,271	-17.5%	546,667

Daily Pivots for day following 05-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9239	0.9226	0.9171
R3	0.9210	0.9197	0.9163
R2	0.9181	0.9181	0.9161
R1	0.9168	0.9168	0.9158	0.9175
PP	0.9152	0.9152	0.9152	0.9155
S1	0.9139	0.9139	0.9153	0.9146
S2	0.9123	0.9123	0.9150
S3	0.9094	0.9110	0.9148
S4	0.9065	0.9081	0.9140

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%	0.0052	0.6%	35%	False	False	89,997
10	0.9309	0.9119	0.0190	2.1%	0.0050	0.5%	19%	False	False	101,437
20	0.9309	0.9099	0.0210	2.3%	0.0049	0.5%	27%	False	False	100,935
40	0.9309	0.9018	0.0291	3.2%	0.0048	0.5%	47%	False	False	99,521
60	0.9589	0.9018	0.0571	6.2%	0.0050	0.6%	24%	False	False	68,137
80	0.9693	0.9018	0.0675	7.4%	0.0048	0.5%	20%	False	False	51,119
100	0.9763	0.9018	0.0745	8.1%	0.0047	0.5%	18%	False	False	40,900

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9288
2.618	0.9241
1.618	0.9212
1.000	0.9194
0.618	0.9183
HIGH	0.9165
0.618	0.9154
0.500	0.9151
0.382	0.9147
LOW	0.9136
0.618	0.9118
1.000	0.9107
1.618	0.9089
2.618	0.9060
4.250	0.9013

Fisher Pivots for day following 05-May-2021
Pivot	1 day	3 day
R1	0.9154	0.9154
PP	0.9152	0.9153
S1	0.9151	0.9152

Download as Excel Spreadsheet

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

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