CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 17-Aug-2021

Day Change Summary
	Previous	Current
	16-Aug-2021	17-Aug-2021	Change	Change %	Previous Week
Open	0.9125	0.9155	0.0030	0.3%	0.9070
High	0.9167	0.9166	-0.0001	0.0%	0.9131
Low	0.9114	0.9121	0.0008	0.1%	0.9027
Close	0.9157	0.9129	-0.0028	-0.3%	0.9126
Range	0.0053	0.0045	-0.0008	-15.1%	0.0104
ATR	0.0047	0.0046	0.0000	-0.2%	0.0000
Volume	99,232	101,767	2,535	2.6%	388,542

Daily Pivots for day following 17-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9274	0.9246	0.9153
R3	0.9229	0.9201	0.9141
R2	0.9184	0.9184	0.9137
R1	0.9156	0.9156	0.9133	0.9147
PP	0.9139	0.9139	0.9139	0.9134
S1	0.9111	0.9111	0.9124	0.9102
S2	0.9094	0.9094	0.9120
S3	0.9049	0.9066	0.9116
S4	0.9004	0.9021	0.9104

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%	0.0047	0.5%	73%	False	False	89,388
10	0.9200	0.9027	0.0173	1.9%	0.0045	0.5%	59%	False	False	91,297
20	0.9200	0.9027	0.0173	1.9%	0.0045	0.5%	59%	False	False	89,370
40	0.9200	0.8961	0.0240	2.6%	0.0047	0.5%	70%	False	False	92,351
60	0.9220	0.8961	0.0259	2.8%	0.0047	0.5%	65%	False	False	77,882
80	0.9302	0.8961	0.0342	3.7%	0.0047	0.5%	49%	False	False	58,442
100	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	47%	False	False	46,762
120	0.9466	0.8961	0.0506	5.5%	0.0046	0.5%	33%	False	False	38,971

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9357
2.618	0.9284
1.618	0.9239
1.000	0.9211
0.618	0.9194
HIGH	0.9166
0.618	0.9149
0.500	0.9144
0.382	0.9138
LOW	0.9121
0.618	0.9093
1.000	0.9076
1.618	0.9048
2.618	0.9003
4.250	0.8930

Fisher Pivots for day following 17-Aug-2021
Pivot	1 day	3 day
R1	0.9144	0.9123
PP	0.9139	0.9117
S1	0.9134	0.9111

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols