CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 07-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9067 |
0.9131 |
0.0065 |
0.7% |
0.9105 |
| High |
0.9145 |
0.9160 |
0.0015 |
0.2% |
0.9148 |
| Low |
0.9064 |
0.9122 |
0.0058 |
0.6% |
0.9064 |
| Close |
0.9132 |
0.9154 |
0.0022 |
0.2% |
0.9132 |
| Range |
0.0081 |
0.0038 |
-0.0043 |
-53.4% |
0.0084 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
131,097 |
99,606 |
-31,491 |
-24.0% |
466,445 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9258 |
0.9243 |
0.9174 |
|
| R3 |
0.9220 |
0.9206 |
0.9164 |
|
| R2 |
0.9183 |
0.9183 |
0.9160 |
|
| R1 |
0.9168 |
0.9168 |
0.9157 |
0.9175 |
| PP |
0.9145 |
0.9145 |
0.9145 |
0.9149 |
| S1 |
0.9131 |
0.9131 |
0.9150 |
0.9138 |
| S2 |
0.9108 |
0.9108 |
0.9147 |
|
| S3 |
0.9070 |
0.9093 |
0.9143 |
|
| S4 |
0.9033 |
0.9056 |
0.9133 |
|
|
| 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 |
0.9160 |
0.9064 |
0.0096 |
1.0% |
0.0054 |
0.6% |
94% |
True |
False |
113,210 |
| 10 |
0.9213 |
0.9064 |
0.0149 |
1.6% |
0.0049 |
0.5% |
60% |
False |
False |
107,613 |
| 20 |
0.9232 |
0.9064 |
0.0168 |
1.8% |
0.0049 |
0.5% |
53% |
False |
False |
101,892 |
| 40 |
0.9309 |
0.9064 |
0.0245 |
2.7% |
0.0049 |
0.5% |
37% |
False |
False |
101,840 |
| 60 |
0.9309 |
0.9018 |
0.0291 |
3.2% |
0.0049 |
0.5% |
47% |
False |
False |
101,355 |
| 80 |
0.9576 |
0.9018 |
0.0558 |
6.1% |
0.0050 |
0.5% |
24% |
False |
False |
79,598 |
| 100 |
0.9693 |
0.9018 |
0.0675 |
7.4% |
0.0048 |
0.5% |
20% |
False |
False |
63,694 |
| 120 |
0.9763 |
0.9018 |
0.0745 |
8.1% |
0.0048 |
0.5% |
18% |
False |
False |
53,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9319 |
|
2.618 |
0.9258 |
|
1.618 |
0.9220 |
|
1.000 |
0.9197 |
|
0.618 |
0.9183 |
|
HIGH |
0.9160 |
|
0.618 |
0.9145 |
|
0.500 |
0.9141 |
|
0.382 |
0.9136 |
|
LOW |
0.9122 |
|
0.618 |
0.9099 |
|
1.000 |
0.9085 |
|
1.618 |
0.9061 |
|
2.618 |
0.9024 |
|
4.250 |
0.8963 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9149 |
0.9140 |
| PP |
0.9145 |
0.9126 |
| S1 |
0.9141 |
0.9112 |
|