CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 02-Sep-2021

Day Change Summary
	Previous	Current
	01-Sep-2021	02-Sep-2021	Change	Change %	Previous Week
Open	0.9094	0.9091	-0.0003	0.0%	0.9111
High	0.9102	0.9099	-0.0004	0.0%	0.9141
Low	0.9057	0.9082	0.0025	0.3%	0.9066
Close	0.9097	0.9094	-0.0003	0.0%	0.9106
Range	0.0046	0.0017	-0.0029	-62.6%	0.0076
ATR	0.0042	0.0040	-0.0002	-4.3%	0.0000
Volume	115,909	64,509	-51,400	-44.3%	413,809

Daily Pivots for day following 02-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9142	0.9135	0.9103
R3	0.9125	0.9118	0.9099
R2	0.9108	0.9108	0.9097
R1	0.9101	0.9101	0.9096	0.9105
PP	0.9091	0.9091	0.9091	0.9093
S1	0.9084	0.9084	0.9092	0.9088
S2	0.9074	0.9074	0.9091
S3	0.9057	0.9067	0.9089
S4	0.9040	0.9050	0.9085

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9331	0.9294	0.9148
R3	0.9255	0.9218	0.9127
R2	0.9180	0.9180	0.9120
R1	0.9143	0.9143	0.9113	0.9124
PP	0.9104	0.9104	0.9104	0.9095
S1	0.9067	0.9067	0.9099	0.9048
S2	0.9029	0.9029	0.9092
S3	0.8953	0.8992	0.9085
S4	0.8878	0.8916	0.9064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9127	0.9057	0.0070	0.8%	0.0034	0.4%	54%	False	False	87,267
10	0.9141	0.9057	0.0085	0.9%	0.0034	0.4%	44%	False	False	82,922
20	0.9167	0.9027	0.0140	1.5%	0.0040	0.4%	48%	False	False	86,284
40	0.9200	0.9027	0.0173	1.9%	0.0044	0.5%	39%	False	False	89,702
60	0.9200	0.8961	0.0240	2.6%	0.0045	0.5%	56%	False	False	92,131
80	0.9220	0.8961	0.0259	2.8%	0.0045	0.5%	52%	False	False	71,266
100	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	38%	False	False	57,035
120	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	38%	False	False	47,533

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	0.9171
2.618	0.9143
1.618	0.9126
1.000	0.9116
0.618	0.9109
HIGH	0.9099
0.618	0.9092
0.500	0.9090
0.382	0.9088
LOW	0.9082
0.618	0.9071
1.000	0.9065
1.618	0.9054
2.618	0.9037
4.250	0.9009

Fisher Pivots for day following 02-Sep-2021
Pivot	1 day	3 day
R1	0.9093	0.9093
PP	0.9091	0.9092
S1	0.9090	0.9092

Download as Excel Spreadsheet

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

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