CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9175 |
0.9161 |
-0.0014 |
-0.2% |
0.9217 |
| High |
0.9219 |
0.9204 |
-0.0016 |
-0.2% |
0.9239 |
| Low |
0.9155 |
0.9158 |
0.0003 |
0.0% |
0.9118 |
| Close |
0.9166 |
0.9199 |
0.0033 |
0.4% |
0.9154 |
| Range |
0.0064 |
0.0046 |
-0.0018 |
-28.1% |
0.0121 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
107 |
113 |
6 |
5.6% |
405 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9325 |
0.9308 |
0.9224 |
|
| R3 |
0.9279 |
0.9262 |
0.9212 |
|
| R2 |
0.9233 |
0.9233 |
0.9207 |
|
| R1 |
0.9216 |
0.9216 |
0.9203 |
0.9224 |
| PP |
0.9187 |
0.9187 |
0.9187 |
0.9191 |
| S1 |
0.9170 |
0.9170 |
0.9195 |
0.9178 |
| S2 |
0.9141 |
0.9141 |
0.9191 |
|
| S3 |
0.9095 |
0.9124 |
0.9186 |
|
| S4 |
0.9049 |
0.9078 |
0.9174 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9533 |
0.9464 |
0.9220 |
|
| R3 |
0.9412 |
0.9343 |
0.9187 |
|
| R2 |
0.9291 |
0.9291 |
0.9176 |
|
| R1 |
0.9222 |
0.9222 |
0.9165 |
0.9196 |
| PP |
0.9170 |
0.9170 |
0.9170 |
0.9157 |
| S1 |
0.9101 |
0.9101 |
0.9142 |
0.9075 |
| S2 |
0.9049 |
0.9049 |
0.9131 |
|
| S3 |
0.8928 |
0.8980 |
0.9120 |
|
| S4 |
0.8807 |
0.8859 |
0.9087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9219 |
0.9129 |
0.0090 |
1.0% |
0.0044 |
0.5% |
78% |
False |
False |
98 |
| 10 |
0.9239 |
0.9118 |
0.0121 |
1.3% |
0.0052 |
0.6% |
67% |
False |
False |
90 |
| 20 |
0.9317 |
0.9118 |
0.0199 |
2.2% |
0.0051 |
0.5% |
41% |
False |
False |
121 |
| 40 |
0.9317 |
0.9028 |
0.0289 |
3.1% |
0.0048 |
0.5% |
59% |
False |
False |
79 |
| 60 |
0.9466 |
0.9028 |
0.0439 |
4.8% |
0.0046 |
0.5% |
39% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9399 |
|
2.618 |
0.9324 |
|
1.618 |
0.9278 |
|
1.000 |
0.9250 |
|
0.618 |
0.9232 |
|
HIGH |
0.9204 |
|
0.618 |
0.9186 |
|
0.500 |
0.9181 |
|
0.382 |
0.9175 |
|
LOW |
0.9158 |
|
0.618 |
0.9129 |
|
1.000 |
0.9112 |
|
1.618 |
0.9083 |
|
2.618 |
0.9037 |
|
4.250 |
0.8962 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9193 |
0.9195 |
| PP |
0.9187 |
0.9191 |
| S1 |
0.9181 |
0.9187 |
|