CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 02-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9008 |
0.8971 |
-0.0037 |
-0.4% |
0.9034 |
| High |
0.9012 |
0.9019 |
0.0007 |
0.1% |
0.9063 |
| Low |
0.8962 |
0.8961 |
-0.0002 |
0.0% |
0.8961 |
| Close |
0.8964 |
0.8996 |
0.0033 |
0.4% |
0.8996 |
| Range |
0.0050 |
0.0058 |
0.0009 |
17.2% |
0.0102 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.0% |
0.0000 |
| Volume |
100,210 |
101,678 |
1,468 |
1.5% |
461,774 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9166 |
0.9139 |
0.9028 |
|
| R3 |
0.9108 |
0.9081 |
0.9012 |
|
| R2 |
0.9050 |
0.9050 |
0.9007 |
|
| R1 |
0.9023 |
0.9023 |
0.9001 |
0.9036 |
| PP |
0.8992 |
0.8992 |
0.8992 |
0.8998 |
| S1 |
0.8965 |
0.8965 |
0.8991 |
0.8978 |
| S2 |
0.8934 |
0.8934 |
0.8985 |
|
| S3 |
0.8876 |
0.8907 |
0.8980 |
|
| S4 |
0.8818 |
0.8849 |
0.8964 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9312 |
0.9256 |
0.9052 |
|
| R3 |
0.9210 |
0.9154 |
0.9024 |
|
| R2 |
0.9108 |
0.9108 |
0.9015 |
|
| R1 |
0.9052 |
0.9052 |
0.9005 |
0.9029 |
| PP |
0.9006 |
0.9006 |
0.9006 |
0.8995 |
| S1 |
0.8950 |
0.8950 |
0.8987 |
0.8927 |
| S2 |
0.8904 |
0.8904 |
0.8977 |
|
| S3 |
0.8802 |
0.8848 |
0.8968 |
|
| S4 |
0.8700 |
0.8746 |
0.8940 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9063 |
0.8961 |
0.0102 |
1.1% |
0.0047 |
0.5% |
35% |
False |
True |
92,354 |
| 10 |
0.9121 |
0.8961 |
0.0161 |
1.8% |
0.0045 |
0.5% |
22% |
False |
True |
87,386 |
| 20 |
0.9166 |
0.8961 |
0.0206 |
2.3% |
0.0044 |
0.5% |
17% |
False |
True |
86,312 |
| 40 |
0.9239 |
0.8961 |
0.0278 |
3.1% |
0.0047 |
0.5% |
13% |
False |
True |
43,709 |
| 60 |
0.9317 |
0.8961 |
0.0356 |
4.0% |
0.0047 |
0.5% |
10% |
False |
True |
29,174 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
4.0% |
0.0046 |
0.5% |
10% |
False |
True |
21,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9265 |
|
2.618 |
0.9170 |
|
1.618 |
0.9112 |
|
1.000 |
0.9077 |
|
0.618 |
0.9054 |
|
HIGH |
0.9019 |
|
0.618 |
0.8996 |
|
0.500 |
0.8990 |
|
0.382 |
0.8983 |
|
LOW |
0.8961 |
|
0.618 |
0.8925 |
|
1.000 |
0.8903 |
|
1.618 |
0.8867 |
|
2.618 |
0.8809 |
|
4.250 |
0.8714 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8994 |
0.9012 |
| PP |
0.8992 |
0.9006 |
| S1 |
0.8990 |
0.9001 |
|