CME Japanese Yen Future June 2021


Trading Metrics calculated at close of trading on 03-Jun-2021
Day Change Summary
Previous Current
02-Jun-2021 03-Jun-2021 Change Change % Previous Week
Open 0.9134 0.9128 -0.0006 -0.1% 0.9182
High 0.9137 0.9129 -0.0009 -0.1% 0.9213
Low 0.9101 0.9064 -0.0037 -0.4% 0.9075
Close 0.9128 0.9066 -0.0062 -0.7% 0.9110
Range 0.0036 0.0065 0.0029 79.2% 0.0138
ATR 0.0047 0.0049 0.0001 2.6% 0.0000
Volume 93,794 97,734 3,940 4.2% 510,080
Daily Pivots for day following 03-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.9280 0.9237 0.9101
R3 0.9215 0.9173 0.9084
R2 0.9151 0.9151 0.9078
R1 0.9108 0.9108 0.9072 0.9097
PP 0.9086 0.9086 0.9086 0.9081
S1 0.9044 0.9044 0.9060 0.9033
S2 0.9022 0.9022 0.9054
S3 0.8957 0.8979 0.9048
S4 0.8893 0.8915 0.9031
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 0.9172 0.9064 0.0108 1.2% 0.0053 0.6% 2% False True 115,807
10 0.9213 0.9064 0.0149 1.6% 0.0045 0.5% 1% False True 100,107
20 0.9233 0.9064 0.0169 1.9% 0.0049 0.5% 1% False True 102,461
40 0.9309 0.9064 0.0245 2.7% 0.0049 0.5% 1% False True 101,698
60 0.9309 0.9018 0.0291 3.2% 0.0048 0.5% 17% False False 100,501
80 0.9589 0.9018 0.0571 6.3% 0.0050 0.6% 8% False False 76,718
100 0.9693 0.9018 0.0675 7.4% 0.0048 0.5% 7% False False 61,387
120 0.9763 0.9018 0.0745 8.2% 0.0048 0.5% 6% False False 51,160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9403
2.618 0.9297
1.618 0.9233
1.000 0.9193
0.618 0.9168
HIGH 0.9129
0.618 0.9104
0.500 0.9096
0.382 0.9089
LOW 0.9064
0.618 0.9024
1.000 0.9000
1.618 0.8960
2.618 0.8895
4.250 0.8790
Fisher Pivots for day following 03-Jun-2021
Pivot 1 day 3 day
R1 0.9096 0.9106
PP 0.9086 0.9093
S1 0.9076 0.9079

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

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