CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 24-Aug-2021

Day Change Summary
	Previous	Current
	23-Aug-2021	24-Aug-2021	Change	Change %	Previous Week
Open	0.9111	0.9120	0.0009	0.1%	0.9125
High	0.9121	0.9141	0.0020	0.2%	0.9167
Low	0.9080	0.9102	0.0022	0.2%	0.9074
Close	0.9119	0.9118	-0.0001	0.0%	0.9109
Range	0.0041	0.0040	-0.0002	-3.7%	0.0093
ATR	0.0046	0.0045	0.0000	-1.0%	0.0000
Volume	75,866	77,262	1,396	1.8%	472,952

Daily Pivots for day following 24-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9239	0.9218	0.9140
R3	0.9199	0.9178	0.9129
R2	0.9160	0.9160	0.9125
R1	0.9139	0.9139	0.9122	0.9130
PP	0.9120	0.9120	0.9120	0.9116
S1	0.9099	0.9099	0.9114	0.9090
S2	0.9081	0.9081	0.9111
S3	0.9041	0.9060	0.9107
S4	0.9002	0.9020	0.9096

Weekly Pivots for week ending 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9395	0.9345	0.9160
R3	0.9302	0.9252	0.9134
R2	0.9209	0.9209	0.9126
R1	0.9159	0.9159	0.9117	0.9138
PP	0.9116	0.9116	0.9116	0.9106
S1	0.9066	0.9066	0.9100	0.9045
S2	0.9023	0.9023	0.9091
S3	0.8930	0.8973	0.9083
S4	0.8837	0.8880	0.9057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9141	0.9074	0.0068	0.7%	0.0044	0.5%	66%	True	False	85,016
10	0.9167	0.9027	0.0140	1.5%	0.0045	0.5%	65%	False	False	87,202
20	0.9200	0.9027	0.0173	1.9%	0.0044	0.5%	53%	False	False	89,815
40	0.9200	0.8961	0.0240	2.6%	0.0047	0.5%	66%	False	False	93,218
60	0.9200	0.8961	0.0240	2.6%	0.0047	0.5%	66%	False	False	84,914
80	0.9239	0.8961	0.0278	3.1%	0.0047	0.5%	57%	False	False	63,739
100	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	44%	False	False	51,012
120	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	44%	False	False	42,513

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9309
2.618	0.9244
1.618	0.9205
1.000	0.9181
0.618	0.9165
HIGH	0.9141
0.618	0.9126
0.500	0.9121
0.382	0.9117
LOW	0.9102
0.618	0.9077
1.000	0.9062
1.618	0.9038
2.618	0.8998
4.250	0.8934

Fisher Pivots for day following 24-Aug-2021
Pivot	1 day	3 day
R1	0.9121	0.9116
PP	0.9120	0.9113
S1	0.9119	0.9111

Download as Excel Spreadsheet

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

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