CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 16-Aug-2021

Day Change Summary
	Previous	Current
	13-Aug-2021	16-Aug-2021	Change	Change %	Previous Week
Open	0.9059	0.9125	0.0066	0.7%	0.9070
High	0.9131	0.9167	0.0036	0.4%	0.9131
Low	0.9056	0.9114	0.0058	0.6%	0.9027
Close	0.9126	0.9157	0.0031	0.3%	0.9126
Range	0.0076	0.0053	-0.0023	-29.8%	0.0104
ATR	0.0046	0.0047	0.0000	1.1%	0.0000
Volume	93,343	99,232	5,889	6.3%	388,542

Daily Pivots for day following 16-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9305	0.9284	0.9186
R3	0.9252	0.9231	0.9171
R2	0.9199	0.9199	0.9166
R1	0.9178	0.9178	0.9161	0.9188
PP	0.9146	0.9146	0.9146	0.9151
S1	0.9125	0.9125	0.9152	0.9135
S2	0.9093	0.9093	0.9147
S3	0.9040	0.9072	0.9142
S4	0.8987	0.9019	0.9127

Weekly Pivots for week ending 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9407	0.9370	0.9183
R3	0.9303	0.9266	0.9155
R2	0.9199	0.9199	0.9145
R1	0.9162	0.9162	0.9136	0.9181
PP	0.9095	0.9095	0.9095	0.9104
S1	0.9058	0.9058	0.9116	0.9077
S2	0.8991	0.8991	0.9107
S3	0.8887	0.8954	0.9097
S4	0.8783	0.8850	0.9069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9167	0.9027	0.0140	1.5%	0.0043	0.5%	93%	True	False	84,338
10	0.9200	0.9027	0.0173	1.9%	0.0045	0.5%	75%	False	False	89,852
20	0.9200	0.9027	0.0173	1.9%	0.0045	0.5%	75%	False	False	90,139
40	0.9200	0.8961	0.0240	2.6%	0.0047	0.5%	82%	False	False	92,442
60	0.9220	0.8961	0.0259	2.8%	0.0046	0.5%	76%	False	False	76,188
80	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	55%	False	False	57,171
100	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	55%	False	False	45,744
120	0.9466	0.8961	0.0506	5.5%	0.0046	0.5%	39%	False	False	38,123

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9392
2.618	0.9305
1.618	0.9252
1.000	0.9220
0.618	0.9199
HIGH	0.9167
0.618	0.9146
0.500	0.9140
0.382	0.9134
LOW	0.9114
0.618	0.9081
1.000	0.9061
1.618	0.9028
2.618	0.8975
4.250	0.8888

Fisher Pivots for day following 16-Aug-2021
Pivot	1 day	3 day
R1	0.9151	0.9140
PP	0.9146	0.9124
S1	0.9140	0.9107

Download as Excel Spreadsheet

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

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