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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
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

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

View Archives - Comment on this page... - Back to Index of Symbols