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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 11 trading days

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

Download as Excel Spreadsheet

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

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