CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9140 |
0.9136 |
-0.0005 |
0.0% |
0.9186 |
| High |
0.9142 |
0.9136 |
-0.0006 |
-0.1% |
0.9220 |
| Low |
0.9108 |
0.9071 |
-0.0038 |
-0.4% |
0.9083 |
| Close |
0.9135 |
0.9073 |
-0.0062 |
-0.7% |
0.9116 |
| Range |
0.0034 |
0.0065 |
0.0032 |
94.0% |
0.0137 |
| ATR |
0.0046 |
0.0048 |
0.0001 |
2.9% |
0.0000 |
| Volume |
7,581 |
2,747 |
-4,834 |
-63.8% |
3,139 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9288 |
0.9245 |
0.9108 |
|
| R3 |
0.9223 |
0.9180 |
0.9090 |
|
| R2 |
0.9158 |
0.9158 |
0.9084 |
|
| R1 |
0.9115 |
0.9115 |
0.9078 |
0.9104 |
| PP |
0.9093 |
0.9093 |
0.9093 |
0.9087 |
| S1 |
0.9050 |
0.9050 |
0.9067 |
0.9039 |
| S2 |
0.9028 |
0.9028 |
0.9061 |
|
| S3 |
0.8963 |
0.8985 |
0.9055 |
|
| S4 |
0.8898 |
0.8920 |
0.9037 |
|
|
| 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 |
0.9178 |
0.9071 |
0.0107 |
1.2% |
0.0052 |
0.6% |
2% |
False |
True |
2,672 |
| 10 |
0.9220 |
0.9071 |
0.0149 |
1.6% |
0.0044 |
0.5% |
1% |
False |
True |
1,470 |
| 20 |
0.9239 |
0.9071 |
0.0168 |
1.9% |
0.0048 |
0.5% |
1% |
False |
True |
775 |
| 40 |
0.9317 |
0.9071 |
0.0246 |
2.7% |
0.0048 |
0.5% |
1% |
False |
True |
440 |
| 60 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0046 |
0.5% |
16% |
False |
False |
299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9412 |
|
2.618 |
0.9306 |
|
1.618 |
0.9241 |
|
1.000 |
0.9201 |
|
0.618 |
0.9176 |
|
HIGH |
0.9136 |
|
0.618 |
0.9111 |
|
0.500 |
0.9103 |
|
0.382 |
0.9095 |
|
LOW |
0.9071 |
|
0.618 |
0.9030 |
|
1.000 |
0.9006 |
|
1.618 |
0.8965 |
|
2.618 |
0.8900 |
|
4.250 |
0.8794 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9103 |
0.9112 |
| PP |
0.9093 |
0.9099 |
| S1 |
0.9083 |
0.9086 |
|