CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 19-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9159 |
0.9187 |
0.0028 |
0.3% |
0.9208 |
| High |
0.9191 |
0.9213 |
0.0022 |
0.2% |
0.9232 |
| Low |
0.9152 |
0.9148 |
-0.0005 |
0.0% |
0.9110 |
| Close |
0.9188 |
0.9159 |
-0.0029 |
-0.3% |
0.9147 |
| Range |
0.0039 |
0.0065 |
0.0026 |
66.7% |
0.0122 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.3% |
0.0000 |
| Volume |
74,586 |
131,889 |
57,303 |
76.8% |
526,262 |
|
| Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9368 |
0.9329 |
0.9195 |
|
| R3 |
0.9303 |
0.9264 |
0.9177 |
|
| R2 |
0.9238 |
0.9238 |
0.9171 |
|
| R1 |
0.9199 |
0.9199 |
0.9165 |
0.9186 |
| PP |
0.9173 |
0.9173 |
0.9173 |
0.9167 |
| S1 |
0.9134 |
0.9134 |
0.9153 |
0.9121 |
| S2 |
0.9108 |
0.9108 |
0.9147 |
|
| S3 |
0.9043 |
0.9069 |
0.9141 |
|
| S4 |
0.8978 |
0.9004 |
0.9123 |
|
|
| 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 |
0.9213 |
0.9110 |
0.0103 |
1.1% |
0.0042 |
0.5% |
48% |
True |
False |
89,966 |
| 10 |
0.9233 |
0.9110 |
0.0123 |
1.3% |
0.0053 |
0.6% |
40% |
False |
False |
104,815 |
| 20 |
0.9309 |
0.9110 |
0.0199 |
2.2% |
0.0051 |
0.6% |
25% |
False |
False |
103,126 |
| 40 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0050 |
0.5% |
49% |
False |
False |
100,950 |
| 60 |
0.9516 |
0.9018 |
0.0498 |
5.4% |
0.0051 |
0.6% |
28% |
False |
False |
85,569 |
| 80 |
0.9672 |
0.9018 |
0.0654 |
7.1% |
0.0049 |
0.5% |
22% |
False |
False |
64,217 |
| 100 |
0.9763 |
0.9018 |
0.0745 |
8.1% |
0.0048 |
0.5% |
19% |
False |
False |
51,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9489 |
|
2.618 |
0.9383 |
|
1.618 |
0.9318 |
|
1.000 |
0.9278 |
|
0.618 |
0.9253 |
|
HIGH |
0.9213 |
|
0.618 |
0.9188 |
|
0.500 |
0.9180 |
|
0.382 |
0.9172 |
|
LOW |
0.9148 |
|
0.618 |
0.9107 |
|
1.000 |
0.9083 |
|
1.618 |
0.9042 |
|
2.618 |
0.8977 |
|
4.250 |
0.8871 |
|
|
| Fisher Pivots for day following 19-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9180 |
0.9173 |
| PP |
0.9173 |
0.9168 |
| S1 |
0.9166 |
0.9164 |
|