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 |
|
|
|
| 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 |
|