CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 18-Jun-2021

Day Change Summary
	Previous	Current
	17-Jun-2021	18-Jun-2021	Change	Change %	Previous Week
Open	0.9042	0.9075	0.0033	0.4%	0.9126
High	0.9084	0.9102	0.0019	0.2%	0.9130
Low	0.9029	0.9057	0.0028	0.3%	0.9029
Close	0.9077	0.9086	0.0009	0.1%	0.9086
Range	0.0055	0.0045	-0.0009	-16.5%	0.0101
ATR	0.0047	0.0047	0.0000	-0.2%	0.0000
Volume	140,169	122,233	-17,936	-12.8%	520,019

Daily Pivots for day following 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9218	0.9197	0.9111
R3	0.9173	0.9152	0.9098
R2	0.9127	0.9127	0.9094
R1	0.9106	0.9106	0.9090	0.9117
PP	0.9082	0.9082	0.9082	0.9087
S1	0.9061	0.9061	0.9081	0.9071
S2	0.9036	0.9036	0.9077
S3	0.8991	0.9015	0.9073
S4	0.8945	0.8970	0.9060

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9383	0.9335	0.9141
R3	0.9282	0.9234	0.9113
R2	0.9182	0.9182	0.9104
R1	0.9134	0.9134	0.9095	0.9108
PP	0.9081	0.9081	0.9081	0.9068
S1	0.9033	0.9033	0.9076	0.9007
S2	0.8981	0.8981	0.9067
S3	0.8880	0.8933	0.9058
S4	0.8780	0.8832	0.9030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9130	0.9029	0.0101	1.1%	0.0046	0.5%	56%	False	False	104,003
10	0.9166	0.9029	0.0137	1.5%	0.0042	0.5%	41%	False	False	85,239
20	0.9220	0.9029	0.0191	2.1%	0.0045	0.5%	30%	False	False	43,681
40	0.9317	0.9029	0.0288	3.2%	0.0048	0.5%	20%	False	False	21,901
60	0.9317	0.9028	0.0289	3.2%	0.0047	0.5%	20%	False	False	14,613
80	0.9466	0.9028	0.0439	4.8%	0.0046	0.5%	13%	False	False	10,963

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9296
2.618	0.9222
1.618	0.9176
1.000	0.9148
0.618	0.9131
HIGH	0.9102
0.618	0.9085
0.500	0.9080
0.382	0.9074
LOW	0.9057
0.618	0.9029
1.000	0.9012
1.618	0.8983
2.618	0.8938
4.250	0.8864

Fisher Pivots for day following 18-Jun-2021
Pivot	1 day	3 day
R1	0.9084	0.9081
PP	0.9082	0.9076
S1	0.9080	0.9072

Download as Excel Spreadsheet

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

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