CME Japanese Yen Future September 2021


Trading Metrics calculated at close of trading on 27-May-2021
Day Change Summary
Previous Current
26-May-2021 27-May-2021 Change Change % Previous Week
Open 0.9203 0.9169 -0.0034 -0.4% 0.9157
High 0.9206 0.9178 -0.0028 -0.3% 0.9219
Low 0.9167 0.9104 -0.0063 -0.7% 0.9142
Close 0.9172 0.9115 -0.0057 -0.6% 0.9190
Range 0.0039 0.0074 0.0035 92.2% 0.0078
ATR 0.0045 0.0047 0.0002 4.5% 0.0000
Volume 515 873 358 69.5% 571
Daily Pivots for day following 27-May-2021
Classic Woodie Camarilla DeMark
R4 0.9354 0.9309 0.9156
R3 0.9280 0.9235 0.9135
R2 0.9206 0.9206 0.9129
R1 0.9161 0.9161 0.9122 0.9146
PP 0.9132 0.9132 0.9132 0.9125
S1 0.9087 0.9087 0.9108 0.9073
S2 0.9058 0.9058 0.9101
S3 0.8984 0.9013 0.9095
S4 0.8910 0.8939 0.9074
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 0.9104 0.0116 1.3% 0.0042 0.5% 10% False True 420
10 0.9220 0.9104 0.0116 1.3% 0.0043 0.5% 10% False True 259
20 0.9239 0.9104 0.0135 1.5% 0.0048 0.5% 8% False True 209
40 0.9317 0.9036 0.0281 3.1% 0.0048 0.5% 28% False False 130
60 0.9340 0.9028 0.0313 3.4% 0.0046 0.5% 28% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9492
2.618 0.9372
1.618 0.9298
1.000 0.9252
0.618 0.9224
HIGH 0.9178
0.618 0.9150
0.500 0.9141
0.382 0.9132
LOW 0.9104
0.618 0.9058
1.000 0.9030
1.618 0.8984
2.618 0.8910
4.250 0.8790
Fisher Pivots for day following 27-May-2021
Pivot 1 day 3 day
R1 0.9141 0.9162
PP 0.9132 0.9146
S1 0.9124 0.9131

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

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