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

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0012
Narrowest range in 2 trading days

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

Download as Excel Spreadsheet

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

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