CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 21-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9075 |
0.9079 |
0.0004 |
0.0% |
0.9126 |
| High |
0.9102 |
0.9121 |
0.0019 |
0.2% |
0.9130 |
| Low |
0.9057 |
0.9069 |
0.0012 |
0.1% |
0.9029 |
| Close |
0.9086 |
0.9075 |
-0.0011 |
-0.1% |
0.9086 |
| Range |
0.0045 |
0.0053 |
0.0007 |
15.4% |
0.0101 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.9% |
0.0000 |
| Volume |
122,233 |
105,406 |
-16,827 |
-13.8% |
520,019 |
|
| Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9246 |
0.9213 |
0.9103 |
|
| R3 |
0.9193 |
0.9160 |
0.9089 |
|
| R2 |
0.9141 |
0.9141 |
0.9084 |
|
| R1 |
0.9108 |
0.9108 |
0.9079 |
0.9098 |
| PP |
0.9088 |
0.9088 |
0.9088 |
0.9083 |
| S1 |
0.9055 |
0.9055 |
0.9070 |
0.9045 |
| S2 |
0.9036 |
0.9036 |
0.9065 |
|
| S3 |
0.8983 |
0.9003 |
0.9060 |
|
| S4 |
0.8931 |
0.8950 |
0.9046 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9383 |
0.9335 |
0.9141 |
|
| R3 |
0.9282 |
0.9234 |
0.9113 |
|
| R2 |
0.9182 |
0.9182 |
0.9104 |
|
| R1 |
0.9134 |
0.9134 |
0.9095 |
0.9108 |
| PP |
0.9081 |
0.9081 |
0.9081 |
0.9068 |
| S1 |
0.9033 |
0.9033 |
0.9076 |
0.9007 |
| S2 |
0.8981 |
0.8981 |
0.9067 |
|
| S3 |
0.8880 |
0.8933 |
0.9058 |
|
| S4 |
0.8780 |
0.8832 |
0.9030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9121 |
0.9029 |
0.0092 |
1.0% |
0.0049 |
0.5% |
49% |
True |
False |
109,334 |
| 10 |
0.9165 |
0.9029 |
0.0136 |
1.5% |
0.0044 |
0.5% |
34% |
False |
False |
93,752 |
| 20 |
0.9220 |
0.9029 |
0.0191 |
2.1% |
0.0046 |
0.5% |
24% |
False |
False |
48,945 |
| 40 |
0.9302 |
0.9029 |
0.0273 |
3.0% |
0.0048 |
0.5% |
17% |
False |
False |
24,533 |
| 60 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0048 |
0.5% |
16% |
False |
False |
16,370 |
| 80 |
0.9466 |
0.9028 |
0.0439 |
4.8% |
0.0046 |
0.5% |
11% |
False |
False |
12,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9344 |
|
2.618 |
0.9258 |
|
1.618 |
0.9206 |
|
1.000 |
0.9174 |
|
0.618 |
0.9153 |
|
HIGH |
0.9121 |
|
0.618 |
0.9101 |
|
0.500 |
0.9095 |
|
0.382 |
0.9089 |
|
LOW |
0.9069 |
|
0.618 |
0.9036 |
|
1.000 |
0.9016 |
|
1.618 |
0.8984 |
|
2.618 |
0.8931 |
|
4.250 |
0.8845 |
|
|
| Fisher Pivots for day following 21-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9095 |
0.9075 |
| PP |
0.9088 |
0.9075 |
| S1 |
0.9081 |
0.9075 |
|