CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 28-Jun-2021

Day Change Summary
	Previous	Current
	25-Jun-2021	28-Jun-2021	Change	Change %	Previous Week
Open	0.9026	0.9034	0.0009	0.1%	0.9079
High	0.9058	0.9057	-0.0001	0.0%	0.9121
Low	0.9016	0.9017	0.0001	0.0%	0.9005
Close	0.9028	0.9053	0.0025	0.3%	0.9028
Range	0.0042	0.0040	-0.0002	-3.6%	0.0116
ATR	0.0045	0.0045	0.0000	-0.9%	0.0000
Volume	71,132	83,704	12,572	17.7%	412,089

Daily Pivots for day following 28-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9162	0.9147	0.9075
R3	0.9122	0.9107	0.9064
R2	0.9082	0.9082	0.9060
R1	0.9067	0.9067	0.9056	0.9075
PP	0.9042	0.9042	0.9042	0.9046
S1	0.9027	0.9027	0.9049	0.9035
S2	0.9002	0.9002	0.9045
S3	0.8962	0.8987	0.9042
S4	0.8922	0.8947	0.9031

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9399	0.9330	0.9092
R3	0.9283	0.9214	0.9060
R2	0.9167	0.9167	0.9049
R1	0.9098	0.9098	0.9039	0.9075
PP	0.9051	0.9051	0.9051	0.9040
S1	0.8982	0.8982	0.9017	0.8959
S2	0.8935	0.8935	0.9007
S3	0.8819	0.8866	0.8996
S4	0.8703	0.8750	0.8964

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9080	0.9005	0.0075	0.8%	0.0041	0.5%	64%	False	False	78,077
10	0.9121	0.9005	0.0116	1.3%	0.0045	0.5%	41%	False	False	93,705
20	0.9166	0.9005	0.0161	1.8%	0.0045	0.5%	30%	False	False	68,307
40	0.9239	0.9005	0.0234	2.6%	0.0046	0.5%	20%	False	False	34,261
60	0.9317	0.9005	0.0312	3.4%	0.0047	0.5%	15%	False	False	22,875
80	0.9317	0.9005	0.0312	3.4%	0.0046	0.5%	15%	False	False	17,160

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9227
2.618	0.9161
1.618	0.9121
1.000	0.9097
0.618	0.9081
HIGH	0.9057
0.618	0.9041
0.500	0.9037
0.382	0.9032
LOW	0.9017
0.618	0.8992
1.000	0.8977
1.618	0.8952
2.618	0.8912
4.250	0.8847

Fisher Pivots for day following 28-Jun-2021
Pivot	1 day	3 day
R1	0.9047	0.9045
PP	0.9042	0.9038
S1	0.9037	0.9031

Download as Excel Spreadsheet

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

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