CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9196 |
0.9165 |
-0.0031 |
-0.3% |
0.9153 |
| High |
0.9199 |
0.9172 |
-0.0028 |
-0.3% |
0.9213 |
| Low |
0.9161 |
0.9098 |
-0.0063 |
-0.7% |
0.9134 |
| Close |
0.9165 |
0.9109 |
-0.0056 |
-0.6% |
0.9183 |
| Range |
0.0039 |
0.0074 |
0.0036 |
92.2% |
0.0079 |
| ATR |
0.0047 |
0.0048 |
0.0002 |
4.2% |
0.0000 |
| Volume |
91,770 |
126,844 |
35,074 |
38.2% |
435,459 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9348 |
0.9303 |
0.9150 |
|
| R3 |
0.9274 |
0.9229 |
0.9129 |
|
| R2 |
0.9200 |
0.9200 |
0.9123 |
|
| R1 |
0.9155 |
0.9155 |
0.9116 |
0.9140 |
| PP |
0.9126 |
0.9126 |
0.9126 |
0.9119 |
| S1 |
0.9081 |
0.9081 |
0.9102 |
0.9066 |
| S2 |
0.9052 |
0.9052 |
0.9095 |
|
| S3 |
0.8978 |
0.9007 |
0.9089 |
|
| S4 |
0.8904 |
0.8933 |
0.9068 |
|
|
| 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 |
0.9098 |
0.0116 |
1.3% |
0.0043 |
0.5% |
10% |
False |
True |
94,050 |
| 10 |
0.9213 |
0.9098 |
0.0116 |
1.3% |
0.0044 |
0.5% |
10% |
False |
True |
90,314 |
| 20 |
0.9233 |
0.9098 |
0.0135 |
1.5% |
0.0049 |
0.5% |
9% |
False |
True |
97,217 |
| 40 |
0.9309 |
0.9027 |
0.0282 |
3.1% |
0.0049 |
0.5% |
29% |
False |
False |
100,174 |
| 60 |
0.9358 |
0.9018 |
0.0340 |
3.7% |
0.0050 |
0.5% |
27% |
False |
False |
94,512 |
| 80 |
0.9589 |
0.9018 |
0.0571 |
6.3% |
0.0050 |
0.5% |
16% |
False |
False |
71,073 |
| 100 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0049 |
0.5% |
12% |
False |
False |
56,867 |
| 120 |
0.9763 |
0.9018 |
0.0745 |
8.2% |
0.0047 |
0.5% |
12% |
False |
False |
47,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9486 |
|
2.618 |
0.9365 |
|
1.618 |
0.9291 |
|
1.000 |
0.9246 |
|
0.618 |
0.9217 |
|
HIGH |
0.9172 |
|
0.618 |
0.9143 |
|
0.500 |
0.9135 |
|
0.382 |
0.9126 |
|
LOW |
0.9098 |
|
0.618 |
0.9052 |
|
1.000 |
0.9024 |
|
1.618 |
0.8978 |
|
2.618 |
0.8904 |
|
4.250 |
0.8783 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9135 |
0.9155 |
| PP |
0.9126 |
0.9140 |
| S1 |
0.9118 |
0.9124 |
|