CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 28-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9026 |
0.9034 |
0.0009 |
0.1% |
0.9079 |
| High |
0.9058 |
0.9057 |
-0.0001 |
0.0% |
0.9121 |
| Low |
0.9016 |
0.9017 |
0.0001 |
0.0% |
0.9005 |
| Close |
0.9028 |
0.9053 |
0.0025 |
0.3% |
0.9028 |
| Range |
0.0042 |
0.0040 |
-0.0002 |
-3.6% |
0.0116 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
71,132 |
83,704 |
12,572 |
17.7% |
412,089 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9162 |
0.9147 |
0.9075 |
|
| R3 |
0.9122 |
0.9107 |
0.9064 |
|
| R2 |
0.9082 |
0.9082 |
0.9060 |
|
| R1 |
0.9067 |
0.9067 |
0.9056 |
0.9075 |
| PP |
0.9042 |
0.9042 |
0.9042 |
0.9046 |
| S1 |
0.9027 |
0.9027 |
0.9049 |
0.9035 |
| S2 |
0.9002 |
0.9002 |
0.9045 |
|
| S3 |
0.8962 |
0.8987 |
0.9042 |
|
| S4 |
0.8922 |
0.8947 |
0.9031 |
|
|
| 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 |
0.9080 |
0.9005 |
0.0075 |
0.8% |
0.0041 |
0.5% |
64% |
False |
False |
78,077 |
| 10 |
0.9121 |
0.9005 |
0.0116 |
1.3% |
0.0045 |
0.5% |
41% |
False |
False |
93,705 |
| 20 |
0.9166 |
0.9005 |
0.0161 |
1.8% |
0.0045 |
0.5% |
30% |
False |
False |
68,307 |
| 40 |
0.9239 |
0.9005 |
0.0234 |
2.6% |
0.0046 |
0.5% |
20% |
False |
False |
34,261 |
| 60 |
0.9317 |
0.9005 |
0.0312 |
3.4% |
0.0047 |
0.5% |
15% |
False |
False |
22,875 |
| 80 |
0.9317 |
0.9005 |
0.0312 |
3.4% |
0.0046 |
0.5% |
15% |
False |
False |
17,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9227 |
|
2.618 |
0.9161 |
|
1.618 |
0.9121 |
|
1.000 |
0.9097 |
|
0.618 |
0.9081 |
|
HIGH |
0.9057 |
|
0.618 |
0.9041 |
|
0.500 |
0.9037 |
|
0.382 |
0.9032 |
|
LOW |
0.9017 |
|
0.618 |
0.8992 |
|
1.000 |
0.8977 |
|
1.618 |
0.8952 |
|
2.618 |
0.8912 |
|
4.250 |
0.8847 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9047 |
0.9045 |
| PP |
0.9042 |
0.9038 |
| S1 |
0.9037 |
0.9031 |
|