CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 09-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9160 |
0.9141 |
-0.0019 |
-0.2% |
0.9110 |
| High |
0.9165 |
0.9162 |
-0.0003 |
0.0% |
0.9154 |
| Low |
0.9135 |
0.9126 |
-0.0009 |
-0.1% |
0.9071 |
| Close |
0.9141 |
0.9134 |
-0.0007 |
-0.1% |
0.9138 |
| Range |
0.0030 |
0.0036 |
0.0006 |
20.0% |
0.0083 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
46,090 |
85,194 |
39,104 |
84.8% |
17,966 |
|
| Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9249 |
0.9227 |
0.9153 |
|
| R3 |
0.9213 |
0.9191 |
0.9143 |
|
| R2 |
0.9177 |
0.9177 |
0.9140 |
|
| R1 |
0.9155 |
0.9155 |
0.9137 |
0.9148 |
| PP |
0.9141 |
0.9141 |
0.9141 |
0.9137 |
| S1 |
0.9119 |
0.9119 |
0.9130 |
0.9112 |
| S2 |
0.9105 |
0.9105 |
0.9127 |
|
| S3 |
0.9069 |
0.9083 |
0.9124 |
|
| S4 |
0.9033 |
0.9047 |
0.9114 |
|
|
| 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% |
0.0050 |
0.5% |
66% |
False |
False |
32,191 |
| 10 |
0.9206 |
0.9071 |
0.0135 |
1.5% |
0.0048 |
0.5% |
47% |
False |
False |
17,208 |
| 20 |
0.9220 |
0.9071 |
0.0149 |
1.6% |
0.0046 |
0.5% |
42% |
False |
False |
8,672 |
| 40 |
0.9317 |
0.9071 |
0.0246 |
2.7% |
0.0047 |
0.5% |
26% |
False |
False |
4,393 |
| 60 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0047 |
0.5% |
37% |
False |
False |
2,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9315 |
|
2.618 |
0.9256 |
|
1.618 |
0.9220 |
|
1.000 |
0.9198 |
|
0.618 |
0.9184 |
|
HIGH |
0.9162 |
|
0.618 |
0.9148 |
|
0.500 |
0.9144 |
|
0.382 |
0.9140 |
|
LOW |
0.9126 |
|
0.618 |
0.9104 |
|
1.000 |
0.9090 |
|
1.618 |
0.9068 |
|
2.618 |
0.9032 |
|
4.250 |
0.8973 |
|
|
| Fisher Pivots for day following 09-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9144 |
0.9146 |
| PP |
0.9141 |
0.9142 |
| S1 |
0.9137 |
0.9138 |
|