CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 06-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8971 |
0.9011 |
0.0040 |
0.4% |
0.9034 |
| High |
0.9019 |
0.9054 |
0.0035 |
0.4% |
0.9063 |
| Low |
0.8961 |
0.8999 |
0.0039 |
0.4% |
0.8961 |
| Close |
0.8996 |
0.9045 |
0.0049 |
0.5% |
0.8996 |
| Range |
0.0058 |
0.0055 |
-0.0004 |
-6.0% |
0.0102 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
1.8% |
0.0000 |
| Volume |
101,678 |
126,710 |
25,032 |
24.6% |
461,774 |
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9196 |
0.9175 |
0.9074 |
|
| R3 |
0.9141 |
0.9120 |
0.9059 |
|
| R2 |
0.9087 |
0.9087 |
0.9054 |
|
| R1 |
0.9066 |
0.9066 |
0.9049 |
0.9076 |
| PP |
0.9032 |
0.9032 |
0.9032 |
0.9038 |
| S1 |
0.9011 |
0.9011 |
0.9040 |
0.9022 |
| S2 |
0.8978 |
0.8978 |
0.9035 |
|
| S3 |
0.8923 |
0.8957 |
0.9030 |
|
| S4 |
0.8869 |
0.8902 |
0.9015 |
|
|
| 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% |
0.0050 |
0.6% |
82% |
False |
False |
100,956 |
| 10 |
0.9080 |
0.8961 |
0.0119 |
1.3% |
0.0045 |
0.5% |
71% |
False |
False |
89,516 |
| 20 |
0.9165 |
0.8961 |
0.0204 |
2.3% |
0.0045 |
0.5% |
41% |
False |
False |
91,634 |
| 40 |
0.9239 |
0.8961 |
0.0278 |
3.1% |
0.0046 |
0.5% |
30% |
False |
False |
46,876 |
| 60 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
24% |
False |
False |
31,286 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
24% |
False |
False |
23,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9285 |
|
2.618 |
0.9196 |
|
1.618 |
0.9142 |
|
1.000 |
0.9108 |
|
0.618 |
0.9087 |
|
HIGH |
0.9054 |
|
0.618 |
0.9033 |
|
0.500 |
0.9026 |
|
0.382 |
0.9020 |
|
LOW |
0.8999 |
|
0.618 |
0.8965 |
|
1.000 |
0.8945 |
|
1.618 |
0.8911 |
|
2.618 |
0.8856 |
|
4.250 |
0.8767 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9038 |
0.9032 |
| PP |
0.9032 |
0.9020 |
| S1 |
0.9026 |
0.9007 |
|