CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 24-May-2021

Day Change Summary
	Previous	Current
	21-May-2021	24-May-2021	Change	Change %	Previous Week
Open	0.9194	0.9182	-0.0012	-0.1%	0.9153
High	0.9209	0.9201	-0.0008	-0.1%	0.9213
Low	0.9175	0.9176	0.0001	0.0%	0.9134
Close	0.9183	0.9194	0.0012	0.1%	0.9183
Range	0.0034	0.0025	-0.0009	-25.4%	0.0079
ATR	0.0049	0.0047	-0.0002	-3.5%	0.0000
Volume	77,018	64,420	-12,598	-16.4%	435,459

Daily Pivots for day following 24-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9265	0.9255	0.9208
R3	0.9240	0.9230	0.9201
R2	0.9215	0.9215	0.9199
R1	0.9205	0.9205	0.9196	0.9210
PP	0.9190	0.9190	0.9190	0.9193
S1	0.9180	0.9180	0.9192	0.9185
S2	0.9165	0.9165	0.9189
S3	0.9140	0.9155	0.9187
S4	0.9115	0.9130	0.9180

Weekly Pivots for week ending 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9413	0.9377	0.9226
R3	0.9334	0.9298	0.9204
R2	0.9255	0.9255	0.9197
R1	0.9219	0.9219	0.9190	0.9237
PP	0.9176	0.9176	0.9176	0.9185
S1	0.9140	0.9140	0.9175	0.9158
S2	0.9097	0.9097	0.9168
S3	0.9018	0.9061	0.9161
S4	0.8939	0.8982	0.9139

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9213	0.9148	0.0065	0.7%	0.0042	0.5%	72%	False	False	85,307
10	0.9232	0.9110	0.0122	1.3%	0.0047	0.5%	69%	False	False	92,912
20	0.9256	0.9110	0.0146	1.6%	0.0050	0.5%	58%	False	False	97,314
40	0.9309	0.9018	0.0291	3.2%	0.0049	0.5%	61%	False	False	99,554
60	0.9412	0.9018	0.0394	4.3%	0.0049	0.5%	45%	False	False	89,156
80	0.9609	0.9018	0.0591	6.4%	0.0049	0.5%	30%	False	False	66,966
100	0.9763	0.9018	0.0745	8.1%	0.0048	0.5%	24%	False	False	53,579
120	0.9763	0.9018	0.0745	8.1%	0.0046	0.5%	24%	False	False	44,652

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	0.9307
2.618	0.9266
1.618	0.9241
1.000	0.9226
0.618	0.9216
HIGH	0.9201
0.618	0.9191
0.500	0.9189
0.382	0.9186
LOW	0.9176
0.618	0.9161
1.000	0.9151
1.618	0.9136
2.618	0.9111
4.250	0.9070

Fisher Pivots for day following 24-May-2021
Pivot	1 day	3 day
R1	0.9192	0.9189
PP	0.9190	0.9184
S1	0.9189	0.9179

Download as Excel Spreadsheet

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

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