CME Japanese Yen Future September 2021


Trading Metrics calculated at close of trading on 07-Jun-2021
Day Change Summary
Previous Current
04-Jun-2021 07-Jun-2021 Change Change % Previous Week
Open 0.9073 0.9138 0.0065 0.7% 0.9110
High 0.9151 0.9166 0.0015 0.2% 0.9154
Low 0.9071 0.9128 0.0058 0.6% 0.9071
Close 0.9138 0.9161 0.0023 0.2% 0.9138
Range 0.0081 0.0038 -0.0043 -52.8% 0.0083
ATR 0.0050 0.0049 -0.0001 -1.7% 0.0000
Volume 6,651 20,276 13,625 204.9% 17,966
Daily Pivots for day following 07-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.9266 0.9251 0.9181
R3 0.9228 0.9213 0.9171
R2 0.9190 0.9190 0.9167
R1 0.9175 0.9175 0.9164 0.9182
PP 0.9152 0.9152 0.9152 0.9155
S1 0.9137 0.9137 0.9157 0.9144
S2 0.9114 0.9114 0.9154
S3 0.9076 0.9099 0.9150
S4 0.9038 0.9061 0.9140
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.9370 0.9337 0.9184
R3 0.9287 0.9254 0.9161
R2 0.9204 0.9204 0.9153
R1 0.9171 0.9171 0.9146 0.9187
PP 0.9121 0.9121 0.9121 0.9129
S1 0.9088 0.9088 0.9130 0.9104
S2 0.9038 0.9038 0.9123
S3 0.8955 0.9005 0.9115
S4 0.8872 0.8922 0.9092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9166 0.9071 0.0096 1.0% 0.0053 0.6% 94% True False 7,648
10 0.9220 0.9071 0.0149 1.6% 0.0048 0.5% 60% False False 4,138
20 0.9239 0.9071 0.0168 1.8% 0.0048 0.5% 54% False False 2,117
40 0.9317 0.9071 0.0246 2.7% 0.0047 0.5% 37% False False 1,112
60 0.9317 0.9028 0.0289 3.2% 0.0046 0.5% 46% False False 748
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9328
2.618 0.9265
1.618 0.9227
1.000 0.9204
0.618 0.9189
HIGH 0.9166
0.618 0.9151
0.500 0.9147
0.382 0.9143
LOW 0.9128
0.618 0.9105
1.000 0.9090
1.618 0.9067
2.618 0.9029
4.250 0.8967
Fisher Pivots for day following 07-Jun-2021
Pivot 1 day 3 day
R1 0.9156 0.9146
PP 0.9152 0.9132
S1 0.9147 0.9118

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

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