CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 06-May-2021

Day Change Summary
	Previous	Current
	05-May-2021	06-May-2021	Change	Change %	Previous Week
Open	0.9153	0.9160	0.0007	0.1%	0.9269
High	0.9165	0.9176	0.0011	0.1%	0.9295
Low	0.9136	0.9141	0.0005	0.1%	0.9145
Close	0.9156	0.9174	0.0018	0.2%	0.9152
Range	0.0029	0.0035	0.0006	20.7%	0.0150
ATR	0.0049	0.0048	-0.0001	-2.0%	0.0000
Volume	72,127	104,878	32,751	45.4%	546,667

Daily Pivots for day following 06-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9269	0.9256	0.9193
R3	0.9234	0.9221	0.9183
R2	0.9199	0.9199	0.9180
R1	0.9186	0.9186	0.9177	0.9192
PP	0.9164	0.9164	0.9164	0.9167
S1	0.9151	0.9151	0.9170	0.9157
S2	0.9129	0.9129	0.9167
S3	0.9094	0.9116	0.9164
S4	0.9059	0.9081	0.9154

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	0.9202	0.9119	0.0083	0.9%	0.0045	0.5%	66%	False	False	90,438
10	0.9309	0.9119	0.0190	2.1%	0.0050	0.5%	29%	False	False	100,748
20	0.9309	0.9099	0.0210	2.3%	0.0047	0.5%	36%	False	False	100,567
40	0.9309	0.9018	0.0291	3.2%	0.0048	0.5%	54%	False	False	99,984
60	0.9589	0.9018	0.0571	6.2%	0.0050	0.5%	27%	False	False	69,883
80	0.9693	0.9018	0.0675	7.4%	0.0048	0.5%	23%	False	False	52,429
100	0.9763	0.9018	0.0745	8.1%	0.0047	0.5%	21%	False	False	41,949

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

Fibonacci Retracements and Extensions
4.250	0.9325
2.618	0.9268
1.618	0.9233
1.000	0.9211
0.618	0.9198
HIGH	0.9176
0.618	0.9163
0.500	0.9159
0.382	0.9154
LOW	0.9141
0.618	0.9119
1.000	0.9106
1.618	0.9084
2.618	0.9049
4.250	0.8992

Fisher Pivots for day following 06-May-2021
Pivot	1 day	3 day
R1	0.9169	0.9168
PP	0.9164	0.9162
S1	0.9159	0.9156

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