CME Japanese Yen Future September 2021


Trading Metrics calculated at close of trading on 01-Jun-2021
Day Change Summary
Previous Current
28-May-2021 01-Jun-2021 Change Change % Previous Week
Open 0.9114 0.9110 -0.0004 0.0% 0.9186
High 0.9119 0.9154 0.0035 0.4% 0.9220
Low 0.9083 0.9104 0.0022 0.2% 0.9083
Close 0.9116 0.9146 0.0031 0.3% 0.9116
Range 0.0037 0.0050 0.0013 35.6% 0.0137
ATR 0.0047 0.0047 0.0000 0.4% 0.0000
Volume 1,173 987 -186 -15.9% 3,139
Daily Pivots for day following 01-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.9283 0.9264 0.9173
R3 0.9234 0.9215 0.9160
R2 0.9184 0.9184 0.9155
R1 0.9165 0.9165 0.9151 0.9175
PP 0.9135 0.9135 0.9135 0.9139
S1 0.9116 0.9116 0.9141 0.9125
S2 0.9085 0.9085 0.9137
S3 0.9036 0.9066 0.9132
S4 0.8986 0.9017 0.9119
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% 0.0048 0.5% 46% False False 750
10 0.9220 0.9083 0.0137 1.5% 0.0044 0.5% 46% False False 463
20 0.9239 0.9083 0.0156 1.7% 0.0046 0.5% 41% False False 262
40 0.9317 0.9060 0.0257 2.8% 0.0048 0.5% 34% False False 183
60 0.9317 0.9028 0.0289 3.2% 0.0046 0.5% 41% False False 127
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9364
2.618 0.9283
1.618 0.9234
1.000 0.9203
0.618 0.9184
HIGH 0.9154
0.618 0.9135
0.500 0.9129
0.382 0.9123
LOW 0.9104
0.618 0.9073
1.000 0.9055
1.618 0.9024
2.618 0.8974
4.250 0.8894
Fisher Pivots for day following 01-Jun-2021
Pivot 1 day 3 day
R1 0.9140 0.9141
PP 0.9135 0.9135
S1 0.9129 0.9130

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

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