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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

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

Download as Excel Spreadsheet

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

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