CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 09-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2021 |
09-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9042 |
0.9117 |
0.0075 |
0.8% |
0.9011 |
| High |
0.9135 |
0.9117 |
-0.0018 |
-0.2% |
0.9135 |
| Low |
0.9040 |
0.9075 |
0.0035 |
0.4% |
0.8999 |
| Close |
0.9112 |
0.9083 |
-0.0029 |
-0.3% |
0.9083 |
| Range |
0.0095 |
0.0043 |
-0.0053 |
-55.3% |
0.0136 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
149,645 |
104,862 |
-44,783 |
-29.9% |
469,938 |
|
| Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9219 |
0.9193 |
0.9106 |
|
| R3 |
0.9176 |
0.9151 |
0.9094 |
|
| R2 |
0.9134 |
0.9134 |
0.9090 |
|
| R1 |
0.9108 |
0.9108 |
0.9086 |
0.9100 |
| PP |
0.9091 |
0.9091 |
0.9091 |
0.9087 |
| S1 |
0.9066 |
0.9066 |
0.9079 |
0.9057 |
| S2 |
0.9049 |
0.9049 |
0.9075 |
|
| S3 |
0.9006 |
0.9023 |
0.9071 |
|
| S4 |
0.8964 |
0.8981 |
0.9059 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9480 |
0.9417 |
0.9157 |
|
| R3 |
0.9344 |
0.9281 |
0.9120 |
|
| R2 |
0.9208 |
0.9208 |
0.9107 |
|
| R1 |
0.9145 |
0.9145 |
0.9095 |
0.9177 |
| PP |
0.9072 |
0.9072 |
0.9072 |
0.9088 |
| S1 |
0.9009 |
0.9009 |
0.9070 |
0.9041 |
| S2 |
0.8936 |
0.8936 |
0.9058 |
|
| S3 |
0.8800 |
0.8873 |
0.9045 |
|
| S4 |
0.8664 |
0.8737 |
0.9008 |
|
|
| 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% |
0.0057 |
0.6% |
70% |
False |
False |
114,323 |
| 10 |
0.9135 |
0.8961 |
0.0175 |
1.9% |
0.0050 |
0.6% |
70% |
False |
False |
100,284 |
| 20 |
0.9155 |
0.8961 |
0.0194 |
2.1% |
0.0048 |
0.5% |
63% |
False |
False |
98,266 |
| 40 |
0.9220 |
0.8961 |
0.0259 |
2.9% |
0.0046 |
0.5% |
47% |
False |
False |
55,448 |
| 60 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
34% |
False |
False |
37,005 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
34% |
False |
False |
27,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9298 |
|
2.618 |
0.9228 |
|
1.618 |
0.9186 |
|
1.000 |
0.9160 |
|
0.618 |
0.9143 |
|
HIGH |
0.9117 |
|
0.618 |
0.9101 |
|
0.500 |
0.9096 |
|
0.382 |
0.9091 |
|
LOW |
0.9075 |
|
0.618 |
0.9048 |
|
1.000 |
0.9032 |
|
1.618 |
0.9006 |
|
2.618 |
0.8963 |
|
4.250 |
0.8894 |
|
|
| Fisher Pivots for day following 09-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9096 |
0.9082 |
| PP |
0.9091 |
0.9082 |
| S1 |
0.9087 |
0.9082 |
|