CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 26-May-2021

Day Change Summary
	Previous	Current
	25-May-2021	26-May-2021	Change	Change %	Previous Week
Open	0.9195	0.9196	0.0001	0.0%	0.9153
High	0.9213	0.9199	-0.0014	-0.2%	0.9213
Low	0.9169	0.9161	-0.0009	-0.1%	0.9134
Close	0.9200	0.9165	-0.0035	-0.4%	0.9183
Range	0.0044	0.0039	-0.0006	-12.5%	0.0079
ATR	0.0047	0.0047	-0.0001	-1.1%	0.0000
Volume	110,202	91,770	-18,432	-16.7%	435,459

Daily Pivots for day following 26-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9290	0.9266	0.9186
R3	0.9252	0.9228	0.9176
R2	0.9213	0.9213	0.9172
R1	0.9189	0.9189	0.9169	0.9182
PP	0.9175	0.9175	0.9175	0.9171
S1	0.9151	0.9151	0.9161	0.9144
S2	0.9136	0.9136	0.9158
S3	0.9098	0.9112	0.9154
S4	0.9059	0.9074	0.9144

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	0.9150	0.0063	0.7%	0.0038	0.4%	24%	False	False	84,407
10	0.9213	0.9110	0.0103	1.1%	0.0040	0.4%	53%	False	False	87,186
20	0.9233	0.9110	0.0123	1.3%	0.0049	0.5%	45%	False	False	96,008
40	0.9309	0.9018	0.0291	3.2%	0.0049	0.5%	51%	False	False	100,131
60	0.9382	0.9018	0.0364	4.0%	0.0049	0.5%	40%	False	False	92,454
80	0.9589	0.9018	0.0571	6.2%	0.0049	0.5%	26%	False	False	69,488
100	0.9763	0.9018	0.0745	8.1%	0.0048	0.5%	20%	False	False	55,599
120	0.9763	0.9018	0.0745	8.1%	0.0046	0.5%	20%	False	False	46,335

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9363
2.618	0.9300
1.618	0.9261
1.000	0.9238
0.618	0.9223
HIGH	0.9199
0.618	0.9184
0.500	0.9180
0.382	0.9175
LOW	0.9161
0.618	0.9137
1.000	0.9122
1.618	0.9098
2.618	0.9060
4.250	0.8997

Fisher Pivots for day following 26-May-2021
Pivot	1 day	3 day
R1	0.9180	0.9187
PP	0.9175	0.9180
S1	0.9170	0.9172

Download as Excel Spreadsheet

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

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