CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 04-Jun-2021

Day Change Summary
	Previous	Current
	03-Jun-2021	04-Jun-2021	Change	Change %	Previous Week
Open	0.9128	0.9067	-0.0062	-0.7%	0.9105
High	0.9129	0.9145	0.0016	0.2%	0.9148
Low	0.9064	0.9064	0.0000	0.0%	0.9064
Close	0.9066	0.9132	0.0066	0.7%	0.9132
Range	0.0065	0.0081	0.0016	24.8%	0.0084
ATR	0.0049	0.0051	0.0002	4.7%	0.0000
Volume	97,734	131,097	33,363	34.1%	466,445

Daily Pivots for day following 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9355	0.9324	0.9176
R3	0.9274	0.9243	0.9154
R2	0.9194	0.9194	0.9146
R1	0.9163	0.9163	0.9139	0.9178
PP	0.9113	0.9113	0.9113	0.9121
S1	0.9082	0.9082	0.9124	0.9098
S2	0.9033	0.9033	0.9117
S3	0.8952	0.9002	0.9109
S4	0.8872	0.8921	0.9087

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9365	0.9332	0.9177
R3	0.9281	0.9248	0.9154
R2	0.9198	0.9198	0.9147
R1	0.9165	0.9165	0.9139	0.9181
PP	0.9114	0.9114	0.9114	0.9123
S1	0.9081	0.9081	0.9124	0.9098
S2	0.9031	0.9031	0.9116
S3	0.8947	0.8998	0.9109
S4	0.8864	0.8914	0.9086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9148	0.9064	0.0084	0.9%	0.0054	0.6%	81%	False	True	116,657
10	0.9213	0.9064	0.0149	1.6%	0.0048	0.5%	45%	False	True	105,354
20	0.9233	0.9064	0.0169	1.8%	0.0051	0.6%	40%	False	True	103,772
40	0.9309	0.9064	0.0245	2.7%	0.0049	0.5%	28%	False	True	102,169
60	0.9309	0.9018	0.0291	3.2%	0.0049	0.5%	39%	False	False	101,246
80	0.9589	0.9018	0.0571	6.3%	0.0050	0.5%	20%	False	False	78,355
100	0.9693	0.9018	0.0675	7.4%	0.0048	0.5%	17%	False	False	62,698
120	0.9763	0.9018	0.0745	8.2%	0.0048	0.5%	15%	False	False	52,252

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	0.0007
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9487
2.618	0.9355
1.618	0.9275
1.000	0.9225
0.618	0.9194
HIGH	0.9145
0.618	0.9114
0.500	0.9104
0.382	0.9095
LOW	0.9064
0.618	0.9014
1.000	0.8984
1.618	0.8934
2.618	0.8853
4.250	0.8722

Fisher Pivots for day following 04-Jun-2021
Pivot	1 day	3 day
R1	0.9122	0.9122
PP	0.9113	0.9113
S1	0.9104	0.9104

Download as Excel Spreadsheet

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

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