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 |
|
|
|
| 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 |
|