CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 13-Jul-2021

Day Change Summary
	Previous	Current
	12-Jul-2021	13-Jul-2021	Change	Change %	Previous Week
Open	0.9086	0.9067	-0.0020	-0.2%	0.9011
High	0.9098	0.9080	-0.0018	-0.2%	0.9135
Low	0.9062	0.9042	-0.0020	-0.2%	0.8999
Close	0.9069	0.9046	-0.0023	-0.2%	0.9083
Range	0.0036	0.0038	0.0002	5.6%	0.0136
ATR	0.0048	0.0047	-0.0001	-1.6%	0.0000
Volume	69,970	83,381	13,411	19.2%	469,938

Daily Pivots for day following 13-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9168	0.9145	0.9067
R3	0.9131	0.9107	0.9056
R2	0.9093	0.9093	0.9053
R1	0.9070	0.9070	0.9049	0.9063
PP	0.9056	0.9056	0.9056	0.9052
S1	0.9032	0.9032	0.9043	0.9025
S2	0.9018	0.9018	0.9039
S3	0.8981	0.8995	0.9036
S4	0.8943	0.8957	0.9025

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	0.9029	0.0107	1.2%	0.0049	0.5%	16%	False	False	99,315
10	0.9135	0.8961	0.0175	1.9%	0.0049	0.5%	49%	False	False	100,135
20	0.9135	0.8961	0.0175	1.9%	0.0047	0.5%	49%	False	False	96,920
40	0.9220	0.8961	0.0259	2.9%	0.0046	0.5%	33%	False	False	59,280
60	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	24%	False	False	39,558
80	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	24%	False	False	29,675

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9239
2.618	0.9178
1.618	0.9140
1.000	0.9117
0.618	0.9103
HIGH	0.9080
0.618	0.9065
0.500	0.9061
0.382	0.9056
LOW	0.9042
0.618	0.9019
1.000	0.9005
1.618	0.8981
2.618	0.8944
4.250	0.8883

Fisher Pivots for day following 13-Jul-2021
Pivot	1 day	3 day
R1	0.9061	0.9080
PP	0.9056	0.9068
S1	0.9051	0.9057

Download as Excel Spreadsheet

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

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