CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 10-May-2021

Day Change Summary
	Previous	Current
	07-May-2021	10-May-2021	Change	Change %	Previous Week
Open	0.9172	0.9208	0.0036	0.4%	0.9151
High	0.9233	0.9222	-0.0011	-0.1%	0.9233
Low	0.9152	0.9172	0.0020	0.2%	0.9119
Close	0.9209	0.9192	-0.0017	-0.2%	0.9209
Range	0.0081	0.0050	-0.0031	-37.9%	0.0114
ATR	0.0050	0.0050	0.0000	0.0%	0.0000
Volume	137,194	97,013	-40,181	-29.3%	482,961

Daily Pivots for day following 10-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9345	0.9319	0.9220
R3	0.9295	0.9269	0.9206
R2	0.9245	0.9245	0.9201
R1	0.9219	0.9219	0.9197	0.9207
PP	0.9195	0.9195	0.9195	0.9189
S1	0.9169	0.9169	0.9187	0.9157
S2	0.9145	0.9145	0.9183
S3	0.9095	0.9119	0.9178
S4	0.9045	0.9069	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	0.9136	0.0097	1.0%	0.0047	0.5%	58%	False	False	99,722
10	0.9256	0.9119	0.0137	1.5%	0.0053	0.6%	54%	False	False	101,716
20	0.9309	0.9117	0.0192	2.1%	0.0049	0.5%	39%	False	False	102,378
40	0.9309	0.9018	0.0291	3.2%	0.0049	0.5%	60%	False	False	100,383
60	0.9559	0.9018	0.0541	5.9%	0.0051	0.6%	32%	False	False	73,783
80	0.9693	0.9018	0.0675	7.3%	0.0048	0.5%	26%	False	False	55,357
100	0.9763	0.9018	0.0745	8.1%	0.0048	0.5%	23%	False	False	44,291

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9434
2.618	0.9352
1.618	0.9302
1.000	0.9272
0.618	0.9252
HIGH	0.9222
0.618	0.9202
0.500	0.9197
0.382	0.9191
LOW	0.9172
0.618	0.9141
1.000	0.9122
1.618	0.9091
2.618	0.9041
4.250	0.8959

Fisher Pivots for day following 10-May-2021
Pivot	1 day	3 day
R1	0.9197	0.9190
PP	0.9195	0.9189
S1	0.9194	0.9187

Download as Excel Spreadsheet

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

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