CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 22-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2021 |
22-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9079 |
0.9071 |
-0.0008 |
-0.1% |
0.9126 |
| High |
0.9121 |
0.9080 |
-0.0042 |
-0.5% |
0.9130 |
| Low |
0.9069 |
0.9032 |
-0.0037 |
-0.4% |
0.9029 |
| Close |
0.9075 |
0.9046 |
-0.0029 |
-0.3% |
0.9086 |
| Range |
0.0053 |
0.0048 |
-0.0005 |
-9.5% |
0.0101 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.1% |
0.0000 |
| Volume |
105,406 |
84,085 |
-21,321 |
-20.2% |
520,019 |
|
| Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9195 |
0.9168 |
0.9072 |
|
| R3 |
0.9148 |
0.9121 |
0.9059 |
|
| R2 |
0.9100 |
0.9100 |
0.9055 |
|
| R1 |
0.9073 |
0.9073 |
0.9050 |
0.9063 |
| PP |
0.9053 |
0.9053 |
0.9053 |
0.9047 |
| S1 |
0.9026 |
0.9026 |
0.9042 |
0.9015 |
| S2 |
0.9005 |
0.9005 |
0.9037 |
|
| S3 |
0.8958 |
0.8978 |
0.9033 |
|
| S4 |
0.8910 |
0.8931 |
0.9020 |
|
|
| 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% |
0.0055 |
0.6% |
18% |
False |
False |
112,974 |
| 10 |
0.9162 |
0.9029 |
0.0133 |
1.5% |
0.0045 |
0.5% |
13% |
False |
False |
97,551 |
| 20 |
0.9220 |
0.9029 |
0.0191 |
2.1% |
0.0047 |
0.5% |
9% |
False |
False |
53,130 |
| 40 |
0.9263 |
0.9029 |
0.0234 |
2.6% |
0.0048 |
0.5% |
7% |
False |
False |
26,634 |
| 60 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0048 |
0.5% |
6% |
False |
False |
17,771 |
| 80 |
0.9420 |
0.9028 |
0.0393 |
4.3% |
0.0046 |
0.5% |
5% |
False |
False |
13,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9281 |
|
2.618 |
0.9204 |
|
1.618 |
0.9156 |
|
1.000 |
0.9127 |
|
0.618 |
0.9109 |
|
HIGH |
0.9080 |
|
0.618 |
0.9061 |
|
0.500 |
0.9056 |
|
0.382 |
0.9050 |
|
LOW |
0.9032 |
|
0.618 |
0.9003 |
|
1.000 |
0.8985 |
|
1.618 |
0.8955 |
|
2.618 |
0.8908 |
|
4.250 |
0.8830 |
|
|
| Fisher Pivots for day following 22-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9056 |
0.9077 |
| PP |
0.9053 |
0.9066 |
| S1 |
0.9049 |
0.9056 |
|