CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 14-May-2021

Day Change Summary
	Previous	Current
	13-May-2021	14-May-2021	Change	Change %	Previous Week
Open	0.9120	0.9136	0.0016	0.2%	0.9208
High	0.9142	0.9161	0.0019	0.2%	0.9232
Low	0.9110	0.9122	0.0012	0.1%	0.9110
Close	0.9138	0.9147	0.0008	0.1%	0.9147
Range	0.0032	0.0040	0.0008	23.4%	0.0122
ATR	0.0052	0.0051	-0.0001	-1.7%	0.0000
Volume	95,568	74,446	-21,122	-22.1%	526,262

Daily Pivots for day following 14-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9262	0.9244	0.9168
R3	0.9222	0.9204	0.9157
R2	0.9183	0.9183	0.9154
R1	0.9165	0.9165	0.9150	0.9174
PP	0.9143	0.9143	0.9143	0.9148
S1	0.9125	0.9125	0.9143	0.9134
S2	0.9104	0.9104	0.9139
S3	0.9064	0.9086	0.9136
S4	0.9025	0.9046	0.9125

Weekly Pivots for week ending 14-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9529	0.9460	0.9214
R3	0.9407	0.9338	0.9180
R2	0.9285	0.9285	0.9169
R1	0.9216	0.9216	0.9158	0.9189
PP	0.9163	0.9163	0.9163	0.9150
S1	0.9094	0.9094	0.9135	0.9067
S2	0.9041	0.9041	0.9124
S3	0.8919	0.8972	0.9113
S4	0.8797	0.8850	0.9079

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9232	0.9110	0.0122	1.3%	0.0054	0.6%	30%	False	False	105,252
10	0.9233	0.9110	0.0123	1.3%	0.0052	0.6%	30%	False	False	100,922
20	0.9309	0.9110	0.0199	2.2%	0.0052	0.6%	18%	False	False	105,626
40	0.9309	0.9018	0.0291	3.2%	0.0050	0.5%	44%	False	False	100,933
60	0.9541	0.9018	0.0523	5.7%	0.0051	0.6%	25%	False	False	80,923
80	0.9693	0.9018	0.0675	7.4%	0.0049	0.5%	19%	False	False	60,721
100	0.9763	0.9018	0.0745	8.2%	0.0048	0.5%	17%	False	False	48,582

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9329
2.618	0.9264
1.618	0.9225
1.000	0.9201
0.618	0.9185
HIGH	0.9161
0.618	0.9146
0.500	0.9141
0.382	0.9137
LOW	0.9122
0.618	0.9097
1.000	0.9082
1.618	0.9058
2.618	0.9018
4.250	0.8954

Fisher Pivots for day following 14-May-2021
Pivot	1 day	3 day
R1	0.9145	0.9160
PP	0.9143	0.9156
S1	0.9141	0.9151

Download as Excel Spreadsheet

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

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