CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9136 |
0.9153 |
0.0017 |
0.2% |
0.9208 |
| High |
0.9161 |
0.9170 |
0.0009 |
0.1% |
0.9232 |
| Low |
0.9122 |
0.9134 |
0.0012 |
0.1% |
0.9110 |
| Close |
0.9147 |
0.9161 |
0.0015 |
0.2% |
0.9147 |
| Range |
0.0040 |
0.0037 |
-0.0003 |
-7.6% |
0.0122 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
74,446 |
73,341 |
-1,105 |
-1.5% |
526,262 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9264 |
0.9249 |
0.9181 |
|
| R3 |
0.9228 |
0.9213 |
0.9171 |
|
| R2 |
0.9191 |
0.9191 |
0.9168 |
|
| R1 |
0.9176 |
0.9176 |
0.9164 |
0.9184 |
| PP |
0.9155 |
0.9155 |
0.9155 |
0.9159 |
| S1 |
0.9140 |
0.9140 |
0.9158 |
0.9147 |
| S2 |
0.9118 |
0.9118 |
0.9154 |
|
| S3 |
0.9082 |
0.9103 |
0.9151 |
|
| S4 |
0.9045 |
0.9067 |
0.9141 |
|
|
| 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% |
0.0051 |
0.6% |
42% |
False |
False |
100,518 |
| 10 |
0.9233 |
0.9110 |
0.0123 |
1.3% |
0.0049 |
0.5% |
42% |
False |
False |
100,120 |
| 20 |
0.9309 |
0.9110 |
0.0199 |
2.2% |
0.0050 |
0.5% |
26% |
False |
False |
103,088 |
| 40 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0049 |
0.5% |
49% |
False |
False |
99,950 |
| 60 |
0.9541 |
0.9018 |
0.0523 |
5.7% |
0.0051 |
0.6% |
27% |
False |
False |
82,138 |
| 80 |
0.9679 |
0.9018 |
0.0661 |
7.2% |
0.0049 |
0.5% |
22% |
False |
False |
61,637 |
| 100 |
0.9763 |
0.9018 |
0.0745 |
8.1% |
0.0048 |
0.5% |
19% |
False |
False |
49,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9325 |
|
2.618 |
0.9266 |
|
1.618 |
0.9229 |
|
1.000 |
0.9207 |
|
0.618 |
0.9193 |
|
HIGH |
0.9170 |
|
0.618 |
0.9156 |
|
0.500 |
0.9152 |
|
0.382 |
0.9147 |
|
LOW |
0.9134 |
|
0.618 |
0.9111 |
|
1.000 |
0.9097 |
|
1.618 |
0.9074 |
|
2.618 |
0.9038 |
|
4.250 |
0.8978 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9158 |
0.9154 |
| PP |
0.9155 |
0.9147 |
| S1 |
0.9152 |
0.9140 |
|