CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9042 |
0.9017 |
-0.0026 |
-0.3% |
0.9126 |
| High |
0.9046 |
0.9041 |
-0.0005 |
0.0% |
0.9130 |
| Low |
0.9007 |
0.9005 |
-0.0002 |
0.0% |
0.9029 |
| Close |
0.9018 |
0.9027 |
0.0009 |
0.1% |
0.9086 |
| Range |
0.0039 |
0.0036 |
-0.0003 |
-7.7% |
0.0101 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
90,198 |
61,268 |
-28,930 |
-32.1% |
520,019 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9132 |
0.9115 |
0.9046 |
|
| R3 |
0.9096 |
0.9079 |
0.9036 |
|
| R2 |
0.9060 |
0.9060 |
0.9033 |
|
| R1 |
0.9043 |
0.9043 |
0.9030 |
0.9052 |
| PP |
0.9024 |
0.9024 |
0.9024 |
0.9028 |
| S1 |
0.9007 |
0.9007 |
0.9023 |
0.9016 |
| S2 |
0.8988 |
0.8988 |
0.9020 |
|
| S3 |
0.8952 |
0.8971 |
0.9017 |
|
| S4 |
0.8916 |
0.8935 |
0.9007 |
|
|
| 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 |
0.9005 |
0.0116 |
1.3% |
0.0044 |
0.5% |
19% |
False |
True |
92,638 |
| 10 |
0.9155 |
0.9005 |
0.0150 |
1.7% |
0.0045 |
0.5% |
14% |
False |
True |
96,247 |
| 20 |
0.9178 |
0.9005 |
0.0173 |
1.9% |
0.0047 |
0.5% |
12% |
False |
True |
60,667 |
| 40 |
0.9239 |
0.9005 |
0.0234 |
2.6% |
0.0047 |
0.5% |
9% |
False |
True |
30,417 |
| 60 |
0.9317 |
0.9005 |
0.0312 |
3.5% |
0.0047 |
0.5% |
7% |
False |
True |
20,295 |
| 80 |
0.9389 |
0.9005 |
0.0384 |
4.2% |
0.0046 |
0.5% |
6% |
False |
True |
15,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9194 |
|
2.618 |
0.9135 |
|
1.618 |
0.9099 |
|
1.000 |
0.9077 |
|
0.618 |
0.9063 |
|
HIGH |
0.9041 |
|
0.618 |
0.9027 |
|
0.500 |
0.9023 |
|
0.382 |
0.9019 |
|
LOW |
0.9005 |
|
0.618 |
0.8983 |
|
1.000 |
0.8969 |
|
1.618 |
0.8947 |
|
2.618 |
0.8911 |
|
4.250 |
0.8852 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9025 |
0.9042 |
| PP |
0.9024 |
0.9037 |
| S1 |
0.9023 |
0.9032 |
|