CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 01-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9050 |
0.9008 |
-0.0043 |
-0.5% |
0.9079 |
| High |
0.9063 |
0.9012 |
-0.0051 |
-0.6% |
0.9121 |
| Low |
0.9004 |
0.8962 |
-0.0042 |
-0.5% |
0.9005 |
| Close |
0.9007 |
0.8964 |
-0.0044 |
-0.5% |
0.9028 |
| Range |
0.0059 |
0.0050 |
-0.0010 |
-16.1% |
0.0116 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.7% |
0.0000 |
| Volume |
109,634 |
100,210 |
-9,424 |
-8.6% |
412,089 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9128 |
0.9095 |
0.8991 |
|
| R3 |
0.9078 |
0.9046 |
0.8977 |
|
| R2 |
0.9029 |
0.9029 |
0.8973 |
|
| R1 |
0.8996 |
0.8996 |
0.8968 |
0.8988 |
| PP |
0.8979 |
0.8979 |
0.8979 |
0.8975 |
| S1 |
0.8947 |
0.8947 |
0.8959 |
0.8938 |
| S2 |
0.8930 |
0.8930 |
0.8954 |
|
| S3 |
0.8880 |
0.8897 |
0.8950 |
|
| S4 |
0.8831 |
0.8848 |
0.8936 |
|
|
| 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 |
0.8962 |
0.0101 |
1.1% |
0.0044 |
0.5% |
1% |
False |
True |
86,245 |
| 10 |
0.9121 |
0.8962 |
0.0159 |
1.8% |
0.0044 |
0.5% |
1% |
False |
True |
89,441 |
| 20 |
0.9166 |
0.8962 |
0.0204 |
2.3% |
0.0045 |
0.5% |
1% |
False |
True |
81,561 |
| 40 |
0.9239 |
0.8962 |
0.0277 |
3.1% |
0.0046 |
0.5% |
1% |
False |
True |
41,168 |
| 60 |
0.9317 |
0.8962 |
0.0355 |
4.0% |
0.0047 |
0.5% |
0% |
False |
True |
27,480 |
| 80 |
0.9317 |
0.8962 |
0.0355 |
4.0% |
0.0046 |
0.5% |
0% |
False |
True |
20,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9222 |
|
2.618 |
0.9141 |
|
1.618 |
0.9092 |
|
1.000 |
0.9061 |
|
0.618 |
0.9042 |
|
HIGH |
0.9012 |
|
0.618 |
0.8993 |
|
0.500 |
0.8987 |
|
0.382 |
0.8981 |
|
LOW |
0.8962 |
|
0.618 |
0.8931 |
|
1.000 |
0.8913 |
|
1.618 |
0.8882 |
|
2.618 |
0.8832 |
|
4.250 |
0.8752 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8987 |
0.9012 |
| PP |
0.8979 |
0.8996 |
| S1 |
0.8971 |
0.8980 |
|