CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9200 |
0.9203 |
0.0003 |
0.0% |
0.9157 |
| High |
0.9220 |
0.9206 |
-0.0014 |
-0.2% |
0.9219 |
| Low |
0.9177 |
0.9167 |
-0.0010 |
-0.1% |
0.9142 |
| Close |
0.9207 |
0.9172 |
-0.0036 |
-0.4% |
0.9190 |
| Range |
0.0043 |
0.0039 |
-0.0005 |
-10.5% |
0.0078 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
205 |
515 |
310 |
151.2% |
571 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9297 |
0.9273 |
0.9193 |
|
| R3 |
0.9258 |
0.9234 |
0.9182 |
|
| R2 |
0.9220 |
0.9220 |
0.9179 |
|
| R1 |
0.9196 |
0.9196 |
0.9175 |
0.9189 |
| PP |
0.9181 |
0.9181 |
0.9181 |
0.9178 |
| S1 |
0.9157 |
0.9157 |
0.9168 |
0.9150 |
| S2 |
0.9143 |
0.9143 |
0.9164 |
|
| S3 |
0.9104 |
0.9119 |
0.9161 |
|
| S4 |
0.9066 |
0.9080 |
0.9150 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9416 |
0.9380 |
0.9232 |
|
| R3 |
0.9338 |
0.9303 |
0.9211 |
|
| R2 |
0.9261 |
0.9261 |
0.9204 |
|
| R1 |
0.9225 |
0.9225 |
0.9197 |
0.9243 |
| PP |
0.9183 |
0.9183 |
0.9183 |
0.9192 |
| S1 |
0.9148 |
0.9148 |
0.9182 |
0.9166 |
| S2 |
0.9106 |
0.9106 |
0.9175 |
|
| S3 |
0.9028 |
0.9070 |
0.9168 |
|
| S4 |
0.8951 |
0.8993 |
0.9147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9220 |
0.9158 |
0.0062 |
0.7% |
0.0037 |
0.4% |
23% |
False |
False |
268 |
| 10 |
0.9220 |
0.9118 |
0.0102 |
1.1% |
0.0039 |
0.4% |
53% |
False |
False |
175 |
| 20 |
0.9239 |
0.9118 |
0.0121 |
1.3% |
0.0047 |
0.5% |
44% |
False |
False |
167 |
| 40 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0047 |
0.5% |
50% |
False |
False |
109 |
| 60 |
0.9389 |
0.9028 |
0.0361 |
3.9% |
0.0045 |
0.5% |
40% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9369 |
|
2.618 |
0.9306 |
|
1.618 |
0.9268 |
|
1.000 |
0.9244 |
|
0.618 |
0.9229 |
|
HIGH |
0.9206 |
|
0.618 |
0.9191 |
|
0.500 |
0.9186 |
|
0.382 |
0.9182 |
|
LOW |
0.9167 |
|
0.618 |
0.9143 |
|
1.000 |
0.9129 |
|
1.618 |
0.9105 |
|
2.618 |
0.9066 |
|
4.250 |
0.9003 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9186 |
0.9193 |
| PP |
0.9181 |
0.9186 |
| S1 |
0.9176 |
0.9179 |
|