CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 17-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9091 |
0.9042 |
-0.0049 |
-0.5% |
0.9138 |
| High |
0.9114 |
0.9084 |
-0.0031 |
-0.3% |
0.9166 |
| Low |
0.9038 |
0.9029 |
-0.0009 |
-0.1% |
0.9110 |
| Close |
0.9057 |
0.9077 |
0.0020 |
0.2% |
0.9122 |
| Range |
0.0077 |
0.0055 |
-0.0022 |
-28.8% |
0.0057 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
1.3% |
0.0000 |
| Volume |
112,979 |
140,169 |
27,190 |
24.1% |
332,371 |
|
| Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9227 |
0.9206 |
0.9106 |
|
| R3 |
0.9172 |
0.9152 |
0.9091 |
|
| R2 |
0.9118 |
0.9118 |
0.9086 |
|
| R1 |
0.9097 |
0.9097 |
0.9081 |
0.9107 |
| PP |
0.9063 |
0.9063 |
0.9063 |
0.9068 |
| S1 |
0.9043 |
0.9043 |
0.9072 |
0.9053 |
| S2 |
0.9009 |
0.9009 |
0.9067 |
|
| S3 |
0.8954 |
0.8988 |
0.9062 |
|
| S4 |
0.8900 |
0.8934 |
0.9047 |
|
|
| 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 |
0.9155 |
0.9029 |
0.0126 |
1.4% |
0.0046 |
0.5% |
38% |
False |
True |
99,857 |
| 10 |
0.9166 |
0.9029 |
0.0137 |
1.5% |
0.0046 |
0.5% |
35% |
False |
True |
73,680 |
| 20 |
0.9220 |
0.9029 |
0.0191 |
2.1% |
0.0045 |
0.5% |
25% |
False |
True |
37,575 |
| 40 |
0.9317 |
0.9029 |
0.0288 |
3.2% |
0.0047 |
0.5% |
17% |
False |
True |
18,847 |
| 60 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0047 |
0.5% |
17% |
False |
False |
12,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9315 |
|
2.618 |
0.9226 |
|
1.618 |
0.9172 |
|
1.000 |
0.9138 |
|
0.618 |
0.9117 |
|
HIGH |
0.9084 |
|
0.618 |
0.9063 |
|
0.500 |
0.9056 |
|
0.382 |
0.9050 |
|
LOW |
0.9029 |
|
0.618 |
0.8995 |
|
1.000 |
0.8975 |
|
1.618 |
0.8941 |
|
2.618 |
0.8886 |
|
4.250 |
0.8797 |
|
|
| Fisher Pivots for day following 17-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9070 |
0.9075 |
| PP |
0.9063 |
0.9073 |
| S1 |
0.9056 |
0.9072 |
|