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 |
|
|
|
| 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 |
|