CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 11-Jun-2021

Day Change Summary
	Previous	Current
	10-Jun-2021	11-Jun-2021	Change	Change %	Previous Week
Open	0.9122	0.9147	0.0025	0.3%	0.9131
High	0.9150	0.9148	-0.0002	0.0%	0.9160
Low	0.9108	0.9104	-0.0004	0.0%	0.9104
Close	0.9138	0.9115	-0.0023	-0.3%	0.9115
Range	0.0042	0.0044	0.0002	4.8%	0.0056
ATR	0.0047	0.0047	0.0000	-0.5%	0.0000
Volume	127,600	24,505	-103,095	-80.8%	496,864

Daily Pivots for day following 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9254	0.9229	0.9139
R3	0.9210	0.9185	0.9127
R2	0.9166	0.9166	0.9123
R1	0.9141	0.9141	0.9119	0.9132
PP	0.9122	0.9122	0.9122	0.9118
S1	0.9097	0.9097	0.9111	0.9088
S2	0.9078	0.9078	0.9107
S3	0.9034	0.9053	0.9103
S4	0.8990	0.9009	0.9091

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9293	0.9259	0.9146
R3	0.9237	0.9204	0.9130
R2	0.9182	0.9182	0.9125
R1	0.9148	0.9148	0.9120	0.9137
PP	0.9126	0.9126	0.9126	0.9121
S1	0.9093	0.9093	0.9110	0.9082
S2	0.9071	0.9071	0.9105
S3	0.9015	0.9037	0.9100
S4	0.8960	0.8982	0.9084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9160	0.9104	0.0056	0.6%	0.0038	0.4%	20%	False	True	99,372
10	0.9160	0.9064	0.0096	1.0%	0.0046	0.5%	53%	False	False	108,015
20	0.9213	0.9064	0.0149	1.6%	0.0045	0.5%	34%	False	False	99,164
40	0.9309	0.9064	0.0245	2.7%	0.0048	0.5%	21%	False	False	102,445
60	0.9309	0.9018	0.0291	3.2%	0.0048	0.5%	33%	False	False	101,293
80	0.9541	0.9018	0.0523	5.7%	0.0050	0.5%	19%	False	False	84,555
100	0.9693	0.9018	0.0675	7.4%	0.0048	0.5%	14%	False	False	67,665
120	0.9763	0.9018	0.0745	8.2%	0.0048	0.5%	13%	False	False	56,392

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9335
2.618	0.9263
1.618	0.9219
1.000	0.9192
0.618	0.9175
HIGH	0.9148
0.618	0.9131
0.500	0.9126
0.382	0.9121
LOW	0.9104
0.618	0.9077
1.000	0.9060
1.618	0.9033
2.618	0.8989
4.250	0.8917

Fisher Pivots for day following 11-Jun-2021
Pivot	1 day	3 day
R1	0.9126	0.9130
PP	0.9122	0.9125
S1	0.9119	0.9120

Download as Excel Spreadsheet

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

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