CME Japanese Yen Future June 2021

Trading Metrics calculated at close of trading on 14-Jun-2021

Day Change Summary
	Previous	Current
	11-Jun-2021	14-Jun-2021	Change	Change %	Previous Week
Open	0.9147	0.9120	-0.0028	-0.3%	0.9131
High	0.9148	0.9123	-0.0026	-0.3%	0.9160
Low	0.9104	0.9095	-0.0009	-0.1%	0.9104
Close	0.9115	0.9097	-0.0019	-0.2%	0.9115
Range	0.0044	0.0028	-0.0017	-37.5%	0.0056
ATR	0.0047	0.0046	-0.0001	-3.0%	0.0000
Volume	24,505	363	-24,142	-98.5%	496,864

Daily Pivots for day following 14-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9187	0.9169	0.9112
R3	0.9160	0.9142	0.9104
R2	0.9132	0.9132	0.9102
R1	0.9114	0.9114	0.9099	0.9110
PP	0.9105	0.9105	0.9105	0.9102
S1	0.9087	0.9087	0.9094	0.9082
S2	0.9077	0.9077	0.9091
S3	0.9050	0.9059	0.9089
S4	0.9022	0.9032	0.9081

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9293	0.9259	0.9146
R3	0.9237	0.9204	0.9130
R2	0.9182	0.9182	0.9125
R1	0.9148	0.9148	0.9120	0.9137
PP	0.9126	0.9126	0.9126	0.9121
S1	0.9093	0.9093	0.9110	0.9082
S2	0.9071	0.9071	0.9105
S3	0.9015	0.9037	0.9100
S4	0.8960	0.8982	0.9084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9159	0.9095	0.0064	0.7%	0.0036	0.4%	2%	False	True	79,524
10	0.9160	0.9064	0.0096	1.0%	0.0045	0.5%	34%	False	False	96,367
20	0.9213	0.9064	0.0149	1.6%	0.0045	0.5%	22%	False	False	95,460
40	0.9309	0.9064	0.0245	2.7%	0.0048	0.5%	13%	False	False	100,543
60	0.9309	0.9018	0.0291	3.2%	0.0048	0.5%	27%	False	False	99,109
80	0.9541	0.9018	0.0523	5.7%	0.0050	0.5%	15%	False	False	84,558
100	0.9693	0.9018	0.0675	7.4%	0.0048	0.5%	12%	False	False	67,668
120	0.9763	0.9018	0.0745	8.2%	0.0048	0.5%	11%	False	False	56,395

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0006
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9239
2.618	0.9194
1.618	0.9167
1.000	0.9150
0.618	0.9139
HIGH	0.9123
0.618	0.9112
0.500	0.9109
0.382	0.9106
LOW	0.9095
0.618	0.9078
1.000	0.9068
1.618	0.9051
2.618	0.9023
4.250	0.8978

Fisher Pivots for day following 14-Jun-2021
Pivot	1 day	3 day
R1	0.9109	0.9122
PP	0.9105	0.9114
S1	0.9101	0.9105

Download as Excel Spreadsheet

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

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