CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 07-Jul-2021

Day Change Summary
	Previous	Current
	06-Jul-2021	07-Jul-2021	Change	Change %	Previous Week
Open	0.9011	0.9045	0.0034	0.4%	0.9034
High	0.9054	0.9064	0.0010	0.1%	0.9063
Low	0.8999	0.9029	0.0030	0.3%	0.8961
Close	0.9045	0.9045	0.0000	0.0%	0.8996
Range	0.0055	0.0035	-0.0020	-35.8%	0.0102
ATR	0.0047	0.0046	-0.0001	-1.8%	0.0000
Volume	126,710	88,721	-37,989	-30.0%	461,774

Daily Pivots for day following 07-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9151	0.9133	0.9064
R3	0.9116	0.9098	0.9055
R2	0.9081	0.9081	0.9051
R1	0.9063	0.9063	0.9048	0.9062
PP	0.9046	0.9046	0.9046	0.9045
S1	0.9028	0.9028	0.9042	0.9027
S2	0.9011	0.9011	0.9039
S3	0.8976	0.8993	0.9035
S4	0.8941	0.8958	0.9026

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	0.9064	0.8961	0.0103	1.1%	0.0051	0.6%	82%	True	False	105,390
10	0.9064	0.8961	0.0103	1.1%	0.0044	0.5%	82%	True	False	89,980
20	0.9162	0.8961	0.0202	2.2%	0.0045	0.5%	42%	False	False	93,765
40	0.9239	0.8961	0.0278	3.1%	0.0046	0.5%	30%	False	False	49,092
60	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	24%	False	False	32,765
80	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	24%	False	False	24,578

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9212
2.618	0.9155
1.618	0.9120
1.000	0.9099
0.618	0.9085
HIGH	0.9064
0.618	0.9050
0.500	0.9046
0.382	0.9042
LOW	0.9029
0.618	0.9007
1.000	0.8994
1.618	0.8972
2.618	0.8937
4.250	0.8880

Fisher Pivots for day following 07-Jul-2021
Pivot	1 day	3 day
R1	0.9046	0.9034
PP	0.9046	0.9023
S1	0.9045	0.9012

Download as Excel Spreadsheet

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

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