CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 21-Jun-2021

Day Change Summary
	Previous	Current
	18-Jun-2021	21-Jun-2021	Change	Change %	Previous Week
Open	0.9075	0.9079	0.0004	0.0%	0.9126
High	0.9102	0.9121	0.0019	0.2%	0.9130
Low	0.9057	0.9069	0.0012	0.1%	0.9029
Close	0.9086	0.9075	-0.0011	-0.1%	0.9086
Range	0.0045	0.0053	0.0007	15.4%	0.0101
ATR	0.0047	0.0047	0.0000	0.9%	0.0000
Volume	122,233	105,406	-16,827	-13.8%	520,019

Daily Pivots for day following 21-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9246	0.9213	0.9103
R3	0.9193	0.9160	0.9089
R2	0.9141	0.9141	0.9084
R1	0.9108	0.9108	0.9079	0.9098
PP	0.9088	0.9088	0.9088	0.9083
S1	0.9055	0.9055	0.9070	0.9045
S2	0.9036	0.9036	0.9065
S3	0.8983	0.9003	0.9060
S4	0.8931	0.8950	0.9046

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	0.9121	0.9029	0.0092	1.0%	0.0049	0.5%	49%	True	False	109,334
10	0.9165	0.9029	0.0136	1.5%	0.0044	0.5%	34%	False	False	93,752
20	0.9220	0.9029	0.0191	2.1%	0.0046	0.5%	24%	False	False	48,945
40	0.9302	0.9029	0.0273	3.0%	0.0048	0.5%	17%	False	False	24,533
60	0.9317	0.9028	0.0289	3.2%	0.0048	0.5%	16%	False	False	16,370
80	0.9466	0.9028	0.0439	4.8%	0.0046	0.5%	11%	False	False	12,281

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9344
2.618	0.9258
1.618	0.9206
1.000	0.9174
0.618	0.9153
HIGH	0.9121
0.618	0.9101
0.500	0.9095
0.382	0.9089
LOW	0.9069
0.618	0.9036
1.000	0.9016
1.618	0.8984
2.618	0.8931
4.250	0.8845

Fisher Pivots for day following 21-Jun-2021
Pivot	1 day	3 day
R1	0.9095	0.9075
PP	0.9088	0.9075
S1	0.9081	0.9075

Download as Excel Spreadsheet

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

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