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

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0007
Narrowest range in 3 trading days

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

Download as Excel Spreadsheet

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

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