CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9110 |
0.9140 |
0.0030 |
0.3% |
0.9186 |
| High |
0.9154 |
0.9142 |
-0.0012 |
-0.1% |
0.9220 |
| Low |
0.9104 |
0.9108 |
0.0004 |
0.0% |
0.9083 |
| Close |
0.9146 |
0.9135 |
-0.0012 |
-0.1% |
0.9116 |
| Range |
0.0050 |
0.0034 |
-0.0016 |
-32.3% |
0.0137 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
987 |
7,581 |
6,594 |
668.1% |
3,139 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9229 |
0.9215 |
0.9153 |
|
| R3 |
0.9195 |
0.9182 |
0.9144 |
|
| R2 |
0.9162 |
0.9162 |
0.9141 |
|
| R1 |
0.9148 |
0.9148 |
0.9138 |
0.9138 |
| PP |
0.9128 |
0.9128 |
0.9128 |
0.9123 |
| S1 |
0.9115 |
0.9115 |
0.9131 |
0.9105 |
| S2 |
0.9095 |
0.9095 |
0.9128 |
|
| S3 |
0.9061 |
0.9081 |
0.9125 |
|
| S4 |
0.9028 |
0.9048 |
0.9116 |
|
|
| 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 |
0.9206 |
0.9083 |
0.0123 |
1.3% |
0.0046 |
0.5% |
42% |
False |
False |
2,225 |
| 10 |
0.9220 |
0.9083 |
0.0137 |
1.5% |
0.0044 |
0.5% |
38% |
False |
False |
1,206 |
| 20 |
0.9239 |
0.9083 |
0.0156 |
1.7% |
0.0046 |
0.5% |
33% |
False |
False |
639 |
| 40 |
0.9317 |
0.9083 |
0.0234 |
2.6% |
0.0047 |
0.5% |
22% |
False |
False |
371 |
| 60 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0046 |
0.5% |
37% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9284 |
|
2.618 |
0.9229 |
|
1.618 |
0.9196 |
|
1.000 |
0.9175 |
|
0.618 |
0.9162 |
|
HIGH |
0.9142 |
|
0.618 |
0.9129 |
|
0.500 |
0.9125 |
|
0.382 |
0.9121 |
|
LOW |
0.9108 |
|
0.618 |
0.9087 |
|
1.000 |
0.9075 |
|
1.618 |
0.9054 |
|
2.618 |
0.9020 |
|
4.250 |
0.8966 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9131 |
0.9129 |
| PP |
0.9128 |
0.9124 |
| S1 |
0.9125 |
0.9118 |
|