CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 12-Jul-2021

Day Change Summary
	Previous	Current
	09-Jul-2021	12-Jul-2021	Change	Change %	Previous Week
Open	0.9117	0.9086	-0.0031	-0.3%	0.9011
High	0.9117	0.9098	-0.0020	-0.2%	0.9135
Low	0.9075	0.9062	-0.0013	-0.1%	0.8999
Close	0.9083	0.9069	-0.0014	-0.2%	0.9083
Range	0.0043	0.0036	-0.0007	-16.5%	0.0136
ATR	0.0049	0.0048	-0.0001	-2.0%	0.0000
Volume	104,862	69,970	-34,892	-33.3%	469,938

Daily Pivots for day following 12-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9183	0.9161	0.9088
R3	0.9147	0.9126	0.9078
R2	0.9112	0.9112	0.9075
R1	0.9090	0.9090	0.9072	0.9083
PP	0.9076	0.9076	0.9076	0.9073
S1	0.9055	0.9055	0.9065	0.9048
S2	0.9041	0.9041	0.9062
S3	0.9005	0.9019	0.9059
S4	0.8970	0.8984	0.9049

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	0.8999	0.0136	1.5%	0.0053	0.6%	51%	False	False	107,981
10	0.9135	0.8961	0.0175	1.9%	0.0050	0.5%	62%	False	False	100,168
20	0.9135	0.8961	0.0175	1.9%	0.0047	0.5%	62%	False	False	96,689
40	0.9220	0.8961	0.0259	2.9%	0.0046	0.5%	42%	False	False	57,197
60	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	30%	False	False	38,169
80	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	30%	False	False	28,633

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9248
2.618	0.9190
1.618	0.9155
1.000	0.9133
0.618	0.9119
HIGH	0.9098
0.618	0.9084
0.500	0.9080
0.382	0.9076
LOW	0.9062
0.618	0.9040
1.000	0.9027
1.618	0.9005
2.618	0.8969
4.250	0.8911

Fisher Pivots for day following 12-Jul-2021
Pivot	1 day	3 day
R1	0.9080	0.9088
PP	0.9076	0.9081
S1	0.9072	0.9075

Download as Excel Spreadsheet

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

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