CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 06-May-2021

Day Change Summary
	Previous	Current
	05-May-2021	06-May-2021	Change	Change %	Previous Week
Open	0.9155	0.9168	0.0013	0.1%	0.9281
High	0.9172	0.9183	0.0011	0.1%	0.9302
Low	0.9144	0.9149	0.0005	0.1%	0.9154
Close	0.9163	0.9181	0.0018	0.2%	0.9159
Range	0.0028	0.0034	0.0006	21.8%	0.0149
ATR	0.0048	0.0047	-0.0001	-2.1%	0.0000
Volume	20	29	9	45.0%	1,280

Daily Pivots for day following 06-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9271	0.9259	0.9199
R3	0.9238	0.9226	0.9190
R2	0.9204	0.9204	0.9187
R1	0.9192	0.9192	0.9184	0.9198
PP	0.9171	0.9171	0.9171	0.9174
S1	0.9159	0.9159	0.9177	0.9165
S2	0.9137	0.9137	0.9174
S3	0.9104	0.9125	0.9171
S4	0.9070	0.9092	0.9162

Weekly Pivots for week ending 30-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9650	0.9553	0.9241
R3	0.9502	0.9405	0.9200
R2	0.9353	0.9353	0.9186
R1	0.9256	0.9256	0.9173	0.9231
PP	0.9205	0.9205	0.9205	0.9192
S1	0.9108	0.9108	0.9145	0.9082
S2	0.9056	0.9056	0.9132
S3	0.8908	0.8959	0.9118
S4	0.8759	0.8811	0.9077

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9209	0.9127	0.0083	0.9%	0.0044	0.5%	65%	False	False	236
10	0.9317	0.9127	0.0190	2.1%	0.0049	0.5%	28%	False	False	152
20	0.9317	0.9109	0.0208	2.3%	0.0046	0.5%	35%	False	False	105
40	0.9317	0.9028	0.0289	3.1%	0.0045	0.5%	53%	False	False	62

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9325
2.618	0.9270
1.618	0.9237
1.000	0.9216
0.618	0.9203
HIGH	0.9183
0.618	0.9170
0.500	0.9166
0.382	0.9162
LOW	0.9149
0.618	0.9128
1.000	0.9116
1.618	0.9095
2.618	0.9061
4.250	0.9007

Fisher Pivots for day following 06-May-2021
Pivot	1 day	3 day
R1	0.9176	0.9175
PP	0.9171	0.9169
S1	0.9166	0.9163

Download as Excel Spreadsheet

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

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