CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 25-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2021 |
25-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9017 |
0.9026 |
0.0009 |
0.1% |
0.9079 |
| High |
0.9041 |
0.9058 |
0.0017 |
0.2% |
0.9121 |
| Low |
0.9005 |
0.9016 |
0.0011 |
0.1% |
0.9005 |
| Close |
0.9027 |
0.9028 |
0.0002 |
0.0% |
0.9028 |
| Range |
0.0036 |
0.0042 |
0.0006 |
15.3% |
0.0116 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
61,268 |
71,132 |
9,864 |
16.1% |
412,089 |
|
| Daily Pivots for day following 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9158 |
0.9135 |
0.9051 |
|
| R3 |
0.9117 |
0.9093 |
0.9039 |
|
| R2 |
0.9075 |
0.9075 |
0.9036 |
|
| R1 |
0.9052 |
0.9052 |
0.9032 |
0.9064 |
| PP |
0.9034 |
0.9034 |
0.9034 |
0.9040 |
| S1 |
0.9010 |
0.9010 |
0.9024 |
0.9022 |
| S2 |
0.8992 |
0.8992 |
0.9020 |
|
| S3 |
0.8951 |
0.8969 |
0.9017 |
|
| S4 |
0.8909 |
0.8927 |
0.9005 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9399 |
0.9330 |
0.9092 |
|
| R3 |
0.9283 |
0.9214 |
0.9060 |
|
| R2 |
0.9167 |
0.9167 |
0.9049 |
|
| R1 |
0.9098 |
0.9098 |
0.9039 |
0.9075 |
| PP |
0.9051 |
0.9051 |
0.9051 |
0.9040 |
| S1 |
0.8982 |
0.8982 |
0.9017 |
0.8959 |
| S2 |
0.8935 |
0.8935 |
0.9007 |
|
| S3 |
0.8819 |
0.8866 |
0.8996 |
|
| S4 |
0.8703 |
0.8750 |
0.8964 |
|
|
| 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% |
0.0043 |
0.5% |
20% |
False |
False |
82,417 |
| 10 |
0.9130 |
0.9005 |
0.0125 |
1.4% |
0.0045 |
0.5% |
18% |
False |
False |
93,210 |
| 20 |
0.9166 |
0.9005 |
0.0161 |
1.8% |
0.0045 |
0.5% |
14% |
False |
False |
64,180 |
| 40 |
0.9239 |
0.9005 |
0.0234 |
2.6% |
0.0047 |
0.5% |
10% |
False |
False |
32,195 |
| 60 |
0.9317 |
0.9005 |
0.0312 |
3.5% |
0.0047 |
0.5% |
7% |
False |
False |
21,480 |
| 80 |
0.9340 |
0.9005 |
0.0335 |
3.7% |
0.0046 |
0.5% |
7% |
False |
False |
16,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9234 |
|
2.618 |
0.9166 |
|
1.618 |
0.9125 |
|
1.000 |
0.9099 |
|
0.618 |
0.9083 |
|
HIGH |
0.9058 |
|
0.618 |
0.9042 |
|
0.500 |
0.9037 |
|
0.382 |
0.9032 |
|
LOW |
0.9016 |
|
0.618 |
0.8990 |
|
1.000 |
0.8975 |
|
1.618 |
0.8949 |
|
2.618 |
0.8907 |
|
4.250 |
0.8840 |
|
|
| Fisher Pivots for day following 25-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9037 |
0.9031 |
| PP |
0.9034 |
0.9030 |
| S1 |
0.9031 |
0.9029 |
|