CME Japanese Yen Future September 2021


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 0.9047 0.9050 0.0004 0.0% 0.9079
High 0.9062 0.9063 0.0001 0.0% 0.9121
Low 0.9034 0.9004 -0.0030 -0.3% 0.9005
Close 0.9056 0.9007 -0.0049 -0.5% 0.9028
Range 0.0028 0.0059 0.0031 110.7% 0.0116
ATR 0.0044 0.0045 0.0001 2.5% 0.0000
Volume 66,548 109,634 43,086 64.7% 412,089
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.9201 0.9163 0.9039
R3 0.9142 0.9104 0.9023
R2 0.9083 0.9083 0.9018
R1 0.9045 0.9045 0.9012 0.9035
PP 0.9024 0.9024 0.9024 0.9019
S1 0.8986 0.8986 0.9002 0.8976
S2 0.8965 0.8965 0.8996
S3 0.8906 0.8927 0.8991
S4 0.8847 0.8868 0.8975
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 0.9063 0.9004 0.0059 0.7% 0.0041 0.5% 6% True True 78,457
10 0.9121 0.9004 0.0118 1.3% 0.0044 0.5% 3% False True 93,437
20 0.9166 0.9004 0.0163 1.8% 0.0046 0.5% 2% False True 76,688
40 0.9239 0.9004 0.0235 2.6% 0.0046 0.5% 1% False True 38,663
60 0.9317 0.9004 0.0313 3.5% 0.0046 0.5% 1% False True 25,810
80 0.9317 0.9004 0.0313 3.5% 0.0046 0.5% 1% False True 19,362
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9313
2.618 0.9217
1.618 0.9158
1.000 0.9122
0.618 0.9099
HIGH 0.9063
0.618 0.9040
0.500 0.9033
0.382 0.9026
LOW 0.9004
0.618 0.8967
1.000 0.8945
1.618 0.8908
2.618 0.8849
4.250 0.8753
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 0.9033 0.9033
PP 0.9024 0.9024
S1 0.9016 0.9016

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

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