CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 11-May-2021

Day Change Summary
	Previous	Current
	10-May-2021	11-May-2021	Change	Change %	Previous Week
Open	0.9208	0.9191	-0.0018	-0.2%	0.9151
High	0.9222	0.9232	0.0011	0.1%	0.9233
Low	0.9172	0.9178	0.0006	0.1%	0.9119
Close	0.9192	0.9206	0.0014	0.2%	0.9209
Range	0.0050	0.0054	0.0004	8.0%	0.0114
ATR	0.0050	0.0051	0.0000	0.5%	0.0000
Volume	97,013	109,741	12,728	13.1%	482,961

Daily Pivots for day following 11-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9367	0.9341	0.9236
R3	0.9313	0.9287	0.9221
R2	0.9259	0.9259	0.9216
R1	0.9233	0.9233	0.9211	0.9246
PP	0.9205	0.9205	0.9205	0.9212
S1	0.9179	0.9179	0.9201	0.9192
S2	0.9151	0.9151	0.9196
S3	0.9097	0.9125	0.9191
S4	0.9043	0.9071	0.9176

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%	0.0050	0.5%	73%	False	False	104,190
10	0.9233	0.9119	0.0114	1.2%	0.0052	0.6%	77%	False	False	102,632
20	0.9309	0.9119	0.0190	2.1%	0.0048	0.5%	46%	False	False	102,476
40	0.9309	0.9018	0.0291	3.2%	0.0049	0.5%	65%	False	False	101,180
60	0.9541	0.9018	0.0523	5.7%	0.0051	0.6%	36%	False	False	75,611
80	0.9693	0.9018	0.0675	7.3%	0.0048	0.5%	28%	False	False	56,728
100	0.9763	0.9018	0.0745	8.1%	0.0048	0.5%	25%	False	False	45,387

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9462
2.618	0.9373
1.618	0.9319
1.000	0.9286
0.618	0.9265
HIGH	0.9232
0.618	0.9211
0.500	0.9205
0.382	0.9199
LOW	0.9178
0.618	0.9145
1.000	0.9124
1.618	0.9091
2.618	0.9037
4.250	0.8948

Fisher Pivots for day following 11-May-2021
Pivot	1 day	3 day
R1	0.9206	0.9201
PP	0.9205	0.9197
S1	0.9205	0.9192

Download as Excel Spreadsheet

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

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