CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 23-Jun-2021

Day Change Summary
	Previous	Current
	22-Jun-2021	23-Jun-2021	Change	Change %	Previous Week
Open	0.9071	0.9042	-0.0029	-0.3%	0.9126
High	0.9080	0.9046	-0.0034	-0.4%	0.9130
Low	0.9032	0.9007	-0.0026	-0.3%	0.9029
Close	0.9046	0.9018	-0.0029	-0.3%	0.9086
Range	0.0048	0.0039	-0.0009	-17.9%	0.0101
ATR	0.0047	0.0047	-0.0001	-1.1%	0.0000
Volume	84,085	90,198	6,113	7.3%	520,019

Daily Pivots for day following 23-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9140	0.9118	0.9039
R3	0.9101	0.9079	0.9028
R2	0.9062	0.9062	0.9025
R1	0.9040	0.9040	0.9021	0.9032
PP	0.9023	0.9023	0.9023	0.9019
S1	0.9001	0.9001	0.9014	0.8993
S2	0.8984	0.8984	0.9010
S3	0.8945	0.8962	0.9007
S4	0.8906	0.8923	0.8996

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	0.9007	0.0115	1.3%	0.0048	0.5%	10%	False	True	108,418
10	0.9156	0.9007	0.0149	1.7%	0.0046	0.5%	7%	False	True	98,051
20	0.9206	0.9007	0.0199	2.2%	0.0047	0.5%	6%	False	True	57,630
40	0.9239	0.9007	0.0232	2.6%	0.0047	0.5%	5%	False	True	28,888
60	0.9317	0.9007	0.0310	3.4%	0.0048	0.5%	4%	False	True	19,274
80	0.9390	0.9007	0.0383	4.2%	0.0046	0.5%	3%	False	True	14,459

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9211
2.618	0.9148
1.618	0.9109
1.000	0.9085
0.618	0.9070
HIGH	0.9046
0.618	0.9031
0.500	0.9026
0.382	0.9021
LOW	0.9007
0.618	0.8982
1.000	0.8968
1.618	0.8943
2.618	0.8904
4.250	0.8841

Fisher Pivots for day following 23-Jun-2021
Pivot	1 day	3 day
R1	0.9026	0.9064
PP	0.9023	0.9048
S1	0.9020	0.9033

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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