CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 16-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9093 |
0.9091 |
-0.0002 |
0.0% |
0.9138 |
| High |
0.9099 |
0.9114 |
0.0016 |
0.2% |
0.9166 |
| Low |
0.9084 |
0.9038 |
-0.0046 |
-0.5% |
0.9110 |
| Close |
0.9089 |
0.9057 |
-0.0033 |
-0.4% |
0.9122 |
| Range |
0.0015 |
0.0077 |
0.0062 |
410.0% |
0.0057 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
5.3% |
0.0000 |
| Volume |
65,885 |
112,979 |
47,094 |
71.5% |
332,371 |
|
| Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9299 |
0.9254 |
0.9099 |
|
| R3 |
0.9222 |
0.9178 |
0.9078 |
|
| R2 |
0.9146 |
0.9146 |
0.9071 |
|
| R1 |
0.9101 |
0.9101 |
0.9064 |
0.9085 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9061 |
| S1 |
0.9025 |
0.9025 |
0.9049 |
0.9009 |
| S2 |
0.8993 |
0.8993 |
0.9042 |
|
| S3 |
0.8916 |
0.8948 |
0.9035 |
|
| S4 |
0.8840 |
0.8872 |
0.9014 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9302 |
0.9268 |
0.9153 |
|
| R3 |
0.9245 |
0.9212 |
0.9137 |
|
| R2 |
0.9189 |
0.9189 |
0.9132 |
|
| R1 |
0.9155 |
0.9155 |
0.9127 |
0.9144 |
| PP |
0.9132 |
0.9132 |
0.9132 |
0.9127 |
| S1 |
0.9099 |
0.9099 |
0.9116 |
0.9087 |
| S2 |
0.9076 |
0.9076 |
0.9111 |
|
| S3 |
0.9019 |
0.9042 |
0.9106 |
|
| S4 |
0.8963 |
0.8986 |
0.9090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9156 |
0.9038 |
0.0118 |
1.3% |
0.0044 |
0.5% |
16% |
False |
True |
87,685 |
| 10 |
0.9166 |
0.9038 |
0.0129 |
1.4% |
0.0047 |
0.5% |
15% |
False |
True |
59,938 |
| 20 |
0.9220 |
0.9038 |
0.0182 |
2.0% |
0.0045 |
0.5% |
10% |
False |
True |
30,572 |
| 40 |
0.9317 |
0.9038 |
0.0279 |
3.1% |
0.0047 |
0.5% |
7% |
False |
True |
15,344 |
| 60 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0047 |
0.5% |
10% |
False |
False |
10,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9439 |
|
2.618 |
0.9314 |
|
1.618 |
0.9238 |
|
1.000 |
0.9191 |
|
0.618 |
0.9161 |
|
HIGH |
0.9114 |
|
0.618 |
0.9085 |
|
0.500 |
0.9076 |
|
0.382 |
0.9067 |
|
LOW |
0.9038 |
|
0.618 |
0.8990 |
|
1.000 |
0.8961 |
|
1.618 |
0.8914 |
|
2.618 |
0.8837 |
|
4.250 |
0.8712 |
|
|
| Fisher Pivots for day following 16-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9076 |
0.9084 |
| PP |
0.9069 |
0.9075 |
| S1 |
0.9063 |
0.9066 |
|