CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 09-Jun-2021

Day Change Summary
	Previous	Current
	08-Jun-2021	09-Jun-2021	Change	Change %	Previous Week
Open	0.9155	0.9134	-0.0021	-0.2%	0.9105
High	0.9159	0.9156	-0.0003	0.0%	0.9148
Low	0.9128	0.9120	-0.0009	-0.1%	0.9064
Close	0.9133	0.9127	-0.0006	-0.1%	0.9132
Range	0.0031	0.0037	0.0006	19.7%	0.0084
ATR	0.0048	0.0048	-0.0001	-1.8%	0.0000
Volume	103,590	141,563	37,973	36.7%	466,445

Daily Pivots for day following 09-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9244	0.9222	0.9147
R3	0.9207	0.9185	0.9137
R2	0.9171	0.9171	0.9134
R1	0.9149	0.9149	0.9130	0.9142
PP	0.9134	0.9134	0.9134	0.9131
S1	0.9112	0.9112	0.9124	0.9105
S2	0.9098	0.9098	0.9120
S3	0.9061	0.9076	0.9117
S4	0.9025	0.9039	0.9107

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%	0.0050	0.5%	66%	False	False	114,718
10	0.9199	0.9064	0.0135	1.5%	0.0049	0.5%	47%	False	False	114,666
20	0.9213	0.9064	0.0149	1.6%	0.0047	0.5%	42%	False	False	103,812
40	0.9309	0.9064	0.0245	2.7%	0.0048	0.5%	26%	False	False	103,144
60	0.9309	0.9018	0.0291	3.2%	0.0049	0.5%	38%	False	False	102,058
80	0.9541	0.9018	0.0523	5.7%	0.0050	0.5%	21%	False	False	82,661
100	0.9693	0.9018	0.0675	7.4%	0.0048	0.5%	16%	False	False	66,145
120	0.9763	0.9018	0.0745	8.2%	0.0048	0.5%	15%	False	False	55,125

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9311
2.618	0.9252
1.618	0.9215
1.000	0.9193
0.618	0.9179
HIGH	0.9156
0.618	0.9142
0.500	0.9138
0.382	0.9133
LOW	0.9120
0.618	0.9097
1.000	0.9083
1.618	0.9060
2.618	0.9024
4.250	0.8964

Fisher Pivots for day following 09-Jun-2021
Pivot	1 day	3 day
R1	0.9138	0.9140
PP	0.9134	0.9135
S1	0.9131	0.9131

Download as Excel Spreadsheet

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

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