CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 01-Jun-2021

Day Change Summary
	Previous	Current
	28-May-2021	01-Jun-2021	Change	Change %	Previous Week
Open	0.9104	0.9105	0.0002	0.0%	0.9182
High	0.9113	0.9148	0.0035	0.4%	0.9213
Low	0.9075	0.9097	0.0022	0.2%	0.9075
Close	0.9110	0.9140	0.0031	0.3%	0.9110
Range	0.0038	0.0051	0.0013	32.9%	0.0138
ATR	0.0048	0.0048	0.0000	0.4%	0.0000
Volume	116,844	143,820	26,976	23.1%	510,080

Daily Pivots for day following 01-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9280	0.9260	0.9168
R3	0.9229	0.9210	0.9154
R2	0.9179	0.9179	0.9149
R1	0.9159	0.9159	0.9145	0.9169
PP	0.9128	0.9128	0.9128	0.9133
S1	0.9109	0.9109	0.9135	0.9119
S2	0.9078	0.9078	0.9131
S3	0.9027	0.9058	0.9126
S4	0.8977	0.9008	0.9112

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9547	0.9466	0.9185
R3	0.9409	0.9328	0.9147
R2	0.9271	0.9271	0.9135
R1	0.9190	0.9190	0.9122	0.9161
PP	0.9133	0.9133	0.9133	0.9118
S1	0.9052	0.9052	0.9097	0.9023
S2	0.8995	0.8995	0.9084
S3	0.8857	0.8914	0.9072
S4	0.8719	0.8776	0.9034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9213	0.9075	0.0138	1.5%	0.0049	0.5%	47%	False	False	117,896
10	0.9213	0.9075	0.0138	1.5%	0.0045	0.5%	47%	False	False	101,601
20	0.9233	0.9075	0.0158	1.7%	0.0047	0.5%	41%	False	False	100,860
40	0.9309	0.9051	0.0258	2.8%	0.0049	0.5%	35%	False	False	102,506
60	0.9309	0.9018	0.0291	3.2%	0.0049	0.5%	42%	False	False	98,646
80	0.9589	0.9018	0.0571	6.2%	0.0050	0.5%	21%	False	False	74,329
100	0.9730	0.9018	0.0712	7.8%	0.0048	0.5%	17%	False	False	59,473
120	0.9763	0.9018	0.0745	8.2%	0.0047	0.5%	16%	False	False	49,564

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9362
2.618	0.9280
1.618	0.9229
1.000	0.9198
0.618	0.9179
HIGH	0.9148
0.618	0.9128
0.500	0.9122
0.382	0.9116
LOW	0.9097
0.618	0.9066
1.000	0.9047
1.618	0.9015
2.618	0.8965
4.250	0.8882

Fisher Pivots for day following 01-Jun-2021
Pivot	1 day	3 day
R1	0.9134	0.9134
PP	0.9128	0.9129
S1	0.9122	0.9123

Download as Excel Spreadsheet

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

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