CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9141 |
0.9129 |
-0.0012 |
-0.1% |
0.9110 |
| High |
0.9162 |
0.9156 |
-0.0007 |
-0.1% |
0.9154 |
| Low |
0.9126 |
0.9114 |
-0.0013 |
-0.1% |
0.9071 |
| Close |
0.9134 |
0.9145 |
0.0011 |
0.1% |
0.9138 |
| Range |
0.0036 |
0.0042 |
0.0006 |
16.7% |
0.0083 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
85,194 |
79,311 |
-5,883 |
-6.9% |
17,966 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9264 |
0.9246 |
0.9168 |
|
| R3 |
0.9222 |
0.9204 |
0.9156 |
|
| R2 |
0.9180 |
0.9180 |
0.9152 |
|
| R1 |
0.9162 |
0.9162 |
0.9148 |
0.9171 |
| PP |
0.9138 |
0.9138 |
0.9138 |
0.9142 |
| S1 |
0.9120 |
0.9120 |
0.9141 |
0.9129 |
| S2 |
0.9096 |
0.9096 |
0.9137 |
|
| S3 |
0.9054 |
0.9078 |
0.9133 |
|
| S4 |
0.9012 |
0.9036 |
0.9121 |
|
|
| 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% |
0.0045 |
0.5% |
77% |
False |
False |
47,504 |
| 10 |
0.9178 |
0.9071 |
0.0107 |
1.2% |
0.0048 |
0.5% |
69% |
False |
False |
25,088 |
| 20 |
0.9220 |
0.9071 |
0.0149 |
1.6% |
0.0044 |
0.5% |
50% |
False |
False |
12,631 |
| 40 |
0.9317 |
0.9071 |
0.0246 |
2.7% |
0.0047 |
0.5% |
30% |
False |
False |
6,375 |
| 60 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0047 |
0.5% |
40% |
False |
False |
4,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9334 |
|
2.618 |
0.9265 |
|
1.618 |
0.9223 |
|
1.000 |
0.9198 |
|
0.618 |
0.9181 |
|
HIGH |
0.9156 |
|
0.618 |
0.9139 |
|
0.500 |
0.9135 |
|
0.382 |
0.9130 |
|
LOW |
0.9114 |
|
0.618 |
0.9088 |
|
1.000 |
0.9072 |
|
1.618 |
0.9046 |
|
2.618 |
0.9004 |
|
4.250 |
0.8935 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9141 |
0.9143 |
| PP |
0.9138 |
0.9141 |
| S1 |
0.9135 |
0.9139 |
|