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

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

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