CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 17-May-2021

Day Change Summary
	Previous	Current
	14-May-2021	17-May-2021	Change	Change %	Previous Week
Open	0.9145	0.9157	0.0012	0.1%	0.9217
High	0.9167	0.9177	0.0010	0.1%	0.9239
Low	0.9129	0.9142	0.0013	0.1%	0.9118
Close	0.9154	0.9168	0.0015	0.2%	0.9154
Range	0.0038	0.0035	-0.0003	-6.7%	0.0121
ATR	0.0050	0.0049	-0.0001	-2.1%	0.0000
Volume	53	65	12	22.6%	405

Daily Pivots for day following 17-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9267	0.9253	0.9187
R3	0.9232	0.9218	0.9178
R2	0.9197	0.9197	0.9174
R1	0.9183	0.9183	0.9171	0.9190
PP	0.9162	0.9162	0.9162	0.9166
S1	0.9148	0.9148	0.9165	0.9155
S2	0.9127	0.9127	0.9162
S3	0.9092	0.9113	0.9158
S4	0.9057	0.9078	0.9149

Weekly Pivots for week ending 14-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9533	0.9464	0.9220
R3	0.9412	0.9343	0.9187
R2	0.9291	0.9291	0.9176
R1	0.9222	0.9222	0.9165	0.9196
PP	0.9170	0.9170	0.9170	0.9157
S1	0.9101	0.9101	0.9142	0.9075
S2	0.9049	0.9049	0.9131
S3	0.8928	0.8980	0.9120
S4	0.8807	0.8859	0.9087

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9239	0.9118	0.0121	1.3%	0.0050	0.5%	42%	False	False	84
10	0.9239	0.9118	0.0121	1.3%	0.0048	0.5%	42%	False	False	62
20	0.9317	0.9118	0.0199	2.2%	0.0049	0.5%	25%	False	False	111
40	0.9317	0.9028	0.0289	3.2%	0.0047	0.5%	49%	False	False	72

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9325
2.618	0.9268
1.618	0.9233
1.000	0.9212
0.618	0.9198
HIGH	0.9177
0.618	0.9163
0.500	0.9159
0.382	0.9155
LOW	0.9142
0.618	0.9120
1.000	0.9107
1.618	0.9085
2.618	0.9050
4.250	0.8993

Fisher Pivots for day following 17-May-2021
Pivot	1 day	3 day
R1	0.9165	0.9161
PP	0.9162	0.9154
S1	0.9159	0.9147

Download as Excel Spreadsheet

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

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