CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 20-May-2021

Day Change Summary
	Previous	Current
	19-May-2021	20-May-2021	Change	Change %	Previous Week
Open	0.9187	0.9160	-0.0027	-0.3%	0.9208
High	0.9213	0.9197	-0.0016	-0.2%	0.9232
Low	0.9148	0.9150	0.0003	0.0%	0.9110
Close	0.9159	0.9192	0.0033	0.4%	0.9147
Range	0.0065	0.0047	-0.0018	-27.7%	0.0122
ATR	0.0050	0.0050	0.0000	-0.5%	0.0000
Volume	131,889	78,625	-53,264	-40.4%	526,262

Daily Pivots for day following 20-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9321	0.9303	0.9218
R3	0.9274	0.9256	0.9205
R2	0.9227	0.9227	0.9201
R1	0.9209	0.9209	0.9196	0.9218
PP	0.9180	0.9180	0.9180	0.9184
S1	0.9162	0.9162	0.9188	0.9171
S2	0.9133	0.9133	0.9183
S3	0.9086	0.9115	0.9179
S4	0.9039	0.9068	0.9166

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	0.9122	0.0091	1.0%	0.0045	0.5%	77%	False	False	86,577
10	0.9233	0.9110	0.0123	1.3%	0.0054	0.6%	67%	False	False	102,189
20	0.9309	0.9110	0.0199	2.2%	0.0052	0.6%	41%	False	False	101,469
40	0.9309	0.9018	0.0291	3.2%	0.0050	0.5%	60%	False	False	100,718
60	0.9458	0.9018	0.0440	4.8%	0.0050	0.5%	40%	False	False	86,856
80	0.9669	0.9018	0.0651	7.1%	0.0050	0.5%	27%	False	False	65,199
100	0.9763	0.9018	0.0745	8.1%	0.0049	0.5%	23%	False	False	52,165

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9397
2.618	0.9320
1.618	0.9273
1.000	0.9244
0.618	0.9226
HIGH	0.9197
0.618	0.9179
0.500	0.9174
0.382	0.9168
LOW	0.9150
0.618	0.9121
1.000	0.9103
1.618	0.9074
2.618	0.9027
4.250	0.8950

Fisher Pivots for day following 20-May-2021
Pivot	1 day	3 day
R1	0.9186	0.9188
PP	0.9180	0.9184
S1	0.9174	0.9180

Download as Excel Spreadsheet

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

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