CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 10-Jun-2021

Day Change Summary
	Previous	Current
	09-Jun-2021	10-Jun-2021	Change	Change %	Previous Week
Open	0.9134	0.9122	-0.0012	-0.1%	0.9105
High	0.9156	0.9150	-0.0007	-0.1%	0.9148
Low	0.9120	0.9108	-0.0012	-0.1%	0.9064
Close	0.9127	0.9138	0.0011	0.1%	0.9132
Range	0.0037	0.0042	0.0006	15.1%	0.0084
ATR	0.0048	0.0047	0.0000	-0.8%	0.0000
Volume	141,563	127,600	-13,963	-9.9%	466,445

Daily Pivots for day following 10-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9258	0.9240	0.9162
R3	0.9216	0.9198	0.9150
R2	0.9174	0.9174	0.9146
R1	0.9156	0.9156	0.9142	0.9165
PP	0.9132	0.9132	0.9132	0.9136
S1	0.9114	0.9114	0.9135	0.9123
S2	0.9090	0.9090	0.9131
S3	0.9048	0.9072	0.9127
S4	0.9006	0.9030	0.9115

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%	0.0045	0.5%	78%	False	False	120,691
10	0.9172	0.9064	0.0108	1.2%	0.0049	0.5%	69%	False	False	118,249
20	0.9213	0.9064	0.0149	1.6%	0.0044	0.5%	50%	False	False	102,717
40	0.9309	0.9064	0.0245	2.7%	0.0048	0.5%	30%	False	False	104,122
60	0.9309	0.9018	0.0291	3.2%	0.0048	0.5%	41%	False	False	102,768
80	0.9541	0.9018	0.0523	5.7%	0.0049	0.5%	23%	False	False	84,252
100	0.9693	0.9018	0.0675	7.4%	0.0048	0.5%	18%	False	False	67,420
120	0.9763	0.9018	0.0745	8.2%	0.0048	0.5%	16%	False	False	56,188

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9328
2.618	0.9259
1.618	0.9217
1.000	0.9192
0.618	0.9175
HIGH	0.9150
0.618	0.9133
0.500	0.9129
0.382	0.9124
LOW	0.9108
0.618	0.9082
1.000	0.9066
1.618	0.9040
2.618	0.8998
4.250	0.8929

Fisher Pivots for day following 10-Jun-2021
Pivot	1 day	3 day
R1	0.9135	0.9137
PP	0.9132	0.9135
S1	0.9129	0.9133

Download as Excel Spreadsheet

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

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