CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 01-Jul-2021

Day Change Summary
	Previous	Current
	30-Jun-2021	01-Jul-2021	Change	Change %	Previous Week
Open	0.9047	0.9013	-0.0034	-0.4%	0.9104
High	0.9069	0.9019	-0.0051	-0.6%	0.9128
Low	0.9013	0.8971	-0.0042	-0.5%	0.9014
Close	0.9014	0.8971	-0.0044	-0.5%	0.9035
Range	0.0057	0.0048	-0.0009	-15.0%	0.0115
ATR	0.0042	0.0043	0.0000	1.0%	0.0000
Volume	12	17	5	41.7%	139

Daily Pivots for day following 01-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9131	0.9099	0.8997
R3	0.9083	0.9051	0.8984
R2	0.9035	0.9035	0.8979
R1	0.9003	0.9003	0.8975	0.8995
PP	0.8987	0.8987	0.8987	0.8983
S1	0.8955	0.8955	0.8966	0.8947
S2	0.8939	0.8939	0.8962
S3	0.8891	0.8907	0.8957
S4	0.8843	0.8859	0.8944

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9402	0.9333	0.9098
R3	0.9288	0.9219	0.9066
R2	0.9173	0.9173	0.9056
R1	0.9104	0.9104	0.9045	0.9082
PP	0.9059	0.9059	0.9059	0.9048
S1	0.8990	0.8990	0.9025	0.8967
S2	0.8944	0.8944	0.9014
S3	0.8830	0.8875	0.9004
S4	0.8715	0.8761	0.8972

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9069	0.8971	0.0099	1.1%	0.0041	0.5%	0%	False	True	12
10	0.9128	0.8971	0.0158	1.8%	0.0041	0.5%	0%	False	True	31
20	0.9172	0.8971	0.0201	2.2%	0.0038	0.4%	0%	False	True	18
40	0.9246	0.8971	0.0275	3.1%	0.0037	0.4%	0%	False	True	10

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9223
2.618	0.9144
1.618	0.9096
1.000	0.9067
0.618	0.9048
HIGH	0.9019
0.618	0.9000
0.500	0.8995
0.382	0.8989
LOW	0.8971
0.618	0.8941
1.000	0.8923
1.618	0.8893
2.618	0.8845
4.250	0.8767

Fisher Pivots for day following 01-Jul-2021
Pivot	1 day	3 day
R1	0.8995	0.9020
PP	0.8987	0.9003
S1	0.8979	0.8987

Download as Excel Spreadsheet

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

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