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 |
|
|
|
| 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 |
|