CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 08-Jul-2021

Day Change Summary
	Previous	Current
	07-Jul-2021	08-Jul-2021	Change	Change %	Previous Week
Open	0.9045	0.9042	-0.0003	0.0%	0.9034
High	0.9064	0.9135	0.0072	0.8%	0.9063
Low	0.9029	0.9040	0.0012	0.1%	0.8961
Close	0.9045	0.9112	0.0067	0.7%	0.8996
Range	0.0035	0.0095	0.0060	171.4%	0.0102
ATR	0.0046	0.0050	0.0003	7.6%	0.0000
Volume	88,721	149,645	60,924	68.7%	461,774

Daily Pivots for day following 08-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9381	0.9341	0.9164
R3	0.9286	0.9246	0.9138
R2	0.9191	0.9191	0.9129
R1	0.9151	0.9151	0.9120	0.9171
PP	0.9096	0.9096	0.9096	0.9105
S1	0.9056	0.9056	0.9103	0.9076
S2	0.9001	0.9001	0.9094
S3	0.8906	0.8961	0.9085
S4	0.8811	0.8866	0.9059

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	0.9135	0.8961	0.0175	1.9%	0.0058	0.6%	87%	True	False	113,392
10	0.9135	0.8961	0.0175	1.9%	0.0050	0.5%	87%	True	False	95,925
20	0.9156	0.8961	0.0195	2.1%	0.0048	0.5%	77%	False	False	96,988
40	0.9220	0.8961	0.0259	2.8%	0.0047	0.5%	58%	False	False	52,830
60	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	42%	False	False	35,258
80	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	42%	False	False	26,448

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 94 trading days

Fibonacci Retracements and Extensions
4.250	0.9539
2.618	0.9384
1.618	0.9289
1.000	0.9230
0.618	0.9194
HIGH	0.9135
0.618	0.9099
0.500	0.9088
0.382	0.9076
LOW	0.9040
0.618	0.8981
1.000	0.8945
1.618	0.8886
2.618	0.8791
4.250	0.8636

Fisher Pivots for day following 08-Jul-2021
Pivot	1 day	3 day
R1	0.9104	0.9097
PP	0.9096	0.9082
S1	0.9088	0.9067

Download as Excel Spreadsheet

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

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