CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 07-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2021 |
07-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9160 |
0.9172 |
0.0012 |
0.1% |
0.9151 |
| High |
0.9176 |
0.9233 |
0.0057 |
0.6% |
0.9233 |
| Low |
0.9141 |
0.9152 |
0.0011 |
0.1% |
0.9119 |
| Close |
0.9174 |
0.9209 |
0.0036 |
0.4% |
0.9209 |
| Range |
0.0035 |
0.0081 |
0.0046 |
130.0% |
0.0114 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.8% |
0.0000 |
| Volume |
104,878 |
137,194 |
32,316 |
30.8% |
482,961 |
|
| Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9439 |
0.9405 |
0.9253 |
|
| R3 |
0.9359 |
0.9324 |
0.9231 |
|
| R2 |
0.9278 |
0.9278 |
0.9224 |
|
| R1 |
0.9244 |
0.9244 |
0.9216 |
0.9261 |
| PP |
0.9198 |
0.9198 |
0.9198 |
0.9207 |
| S1 |
0.9163 |
0.9163 |
0.9202 |
0.9181 |
| S2 |
0.9117 |
0.9117 |
0.9194 |
|
| S3 |
0.9037 |
0.9083 |
0.9187 |
|
| S4 |
0.8956 |
0.9002 |
0.9165 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9529 |
0.9483 |
0.9272 |
|
| R3 |
0.9415 |
0.9369 |
0.9240 |
|
| R2 |
0.9301 |
0.9301 |
0.9230 |
|
| R1 |
0.9255 |
0.9255 |
0.9219 |
0.9278 |
| PP |
0.9187 |
0.9187 |
0.9187 |
0.9198 |
| S1 |
0.9141 |
0.9141 |
0.9199 |
0.9164 |
| S2 |
0.9073 |
0.9073 |
0.9188 |
|
| S3 |
0.8959 |
0.9027 |
0.9178 |
|
| S4 |
0.8845 |
0.8913 |
0.9146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9233 |
0.9119 |
0.0114 |
1.2% |
0.0050 |
0.5% |
79% |
True |
False |
96,592 |
| 10 |
0.9295 |
0.9119 |
0.0176 |
1.9% |
0.0052 |
0.6% |
51% |
False |
False |
102,962 |
| 20 |
0.9309 |
0.9115 |
0.0194 |
2.1% |
0.0048 |
0.5% |
49% |
False |
False |
101,788 |
| 40 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0049 |
0.5% |
66% |
False |
False |
101,086 |
| 60 |
0.9576 |
0.9018 |
0.0558 |
6.1% |
0.0051 |
0.5% |
34% |
False |
False |
72,167 |
| 80 |
0.9693 |
0.9018 |
0.0675 |
7.3% |
0.0048 |
0.5% |
28% |
False |
False |
54,144 |
| 100 |
0.9763 |
0.9018 |
0.0745 |
8.1% |
0.0048 |
0.5% |
26% |
False |
False |
43,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9575 |
|
2.618 |
0.9443 |
|
1.618 |
0.9363 |
|
1.000 |
0.9313 |
|
0.618 |
0.9282 |
|
HIGH |
0.9233 |
|
0.618 |
0.9202 |
|
0.500 |
0.9192 |
|
0.382 |
0.9183 |
|
LOW |
0.9152 |
|
0.618 |
0.9102 |
|
1.000 |
0.9072 |
|
1.618 |
0.9022 |
|
2.618 |
0.8941 |
|
4.250 |
0.8810 |
|
|
| Fisher Pivots for day following 07-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9203 |
0.9201 |
| PP |
0.9198 |
0.9193 |
| S1 |
0.9192 |
0.9184 |
|