CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9169 |
0.9114 |
-0.0056 |
-0.6% |
0.9186 |
| High |
0.9178 |
0.9119 |
-0.0059 |
-0.6% |
0.9220 |
| Low |
0.9104 |
0.9083 |
-0.0022 |
-0.2% |
0.9083 |
| Close |
0.9115 |
0.9116 |
0.0001 |
0.0% |
0.9116 |
| Range |
0.0074 |
0.0037 |
-0.0037 |
-50.7% |
0.0137 |
| ATR |
0.0047 |
0.0047 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
873 |
1,173 |
300 |
34.4% |
3,139 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9215 |
0.9202 |
0.9136 |
|
| R3 |
0.9179 |
0.9165 |
0.9126 |
|
| R2 |
0.9142 |
0.9142 |
0.9122 |
|
| R1 |
0.9129 |
0.9129 |
0.9119 |
0.9136 |
| PP |
0.9106 |
0.9106 |
0.9106 |
0.9109 |
| S1 |
0.9092 |
0.9092 |
0.9112 |
0.9099 |
| S2 |
0.9069 |
0.9069 |
0.9109 |
|
| S3 |
0.9033 |
0.9056 |
0.9105 |
|
| S4 |
0.8996 |
0.9019 |
0.9095 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9550 |
0.9470 |
0.9191 |
|
| R3 |
0.9413 |
0.9333 |
0.9153 |
|
| R2 |
0.9276 |
0.9276 |
0.9141 |
|
| R1 |
0.9196 |
0.9196 |
0.9128 |
0.9168 |
| PP |
0.9139 |
0.9139 |
0.9139 |
0.9125 |
| S1 |
0.9059 |
0.9059 |
0.9103 |
0.9031 |
| S2 |
0.9002 |
0.9002 |
0.9090 |
|
| S3 |
0.8865 |
0.8922 |
0.9078 |
|
| S4 |
0.8728 |
0.8785 |
0.9040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9220 |
0.9083 |
0.0137 |
1.5% |
0.0043 |
0.5% |
24% |
False |
True |
627 |
| 10 |
0.9220 |
0.9083 |
0.0137 |
1.5% |
0.0043 |
0.5% |
24% |
False |
True |
371 |
| 20 |
0.9239 |
0.9083 |
0.0156 |
1.7% |
0.0047 |
0.5% |
21% |
False |
True |
214 |
| 40 |
0.9317 |
0.9045 |
0.0272 |
3.0% |
0.0048 |
0.5% |
26% |
False |
False |
159 |
| 60 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0046 |
0.5% |
30% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9274 |
|
2.618 |
0.9215 |
|
1.618 |
0.9178 |
|
1.000 |
0.9156 |
|
0.618 |
0.9142 |
|
HIGH |
0.9119 |
|
0.618 |
0.9105 |
|
0.500 |
0.9101 |
|
0.382 |
0.9096 |
|
LOW |
0.9083 |
|
0.618 |
0.9060 |
|
1.000 |
0.9046 |
|
1.618 |
0.9023 |
|
2.618 |
0.8987 |
|
4.250 |
0.8927 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9111 |
0.9144 |
| PP |
0.9106 |
0.9135 |
| S1 |
0.9101 |
0.9125 |
|