CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 14-Jul-2021

Day Change Summary
	Previous	Current
	13-Jul-2021	14-Jul-2021	Change	Change %	Previous Week
Open	0.9067	0.9044	-0.0023	-0.2%	0.9011
High	0.9080	0.9101	0.0022	0.2%	0.9135
Low	0.9042	0.9038	-0.0005	0.0%	0.8999
Close	0.9046	0.9095	0.0049	0.5%	0.9083
Range	0.0038	0.0064	0.0026	69.3%	0.0136
ATR	0.0047	0.0049	0.0001	2.4%	0.0000
Volume	83,381	79,570	-3,811	-4.6%	469,938

Daily Pivots for day following 14-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9268	0.9245	0.9129
R3	0.9205	0.9181	0.9112
R2	0.9141	0.9141	0.9106
R1	0.9118	0.9118	0.9100	0.9130
PP	0.9078	0.9078	0.9078	0.9084
S1	0.9054	0.9054	0.9089	0.9066
S2	0.9014	0.9014	0.9083
S3	0.8951	0.8991	0.9077
S4	0.8887	0.8927	0.9060

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	0.9038	0.0098	1.1%	0.0055	0.6%	58%	False	True	97,485
10	0.9135	0.8961	0.0175	1.9%	0.0053	0.6%	77%	False	False	101,438
20	0.9135	0.8961	0.0175	1.9%	0.0050	0.5%	77%	False	False	97,605
40	0.9220	0.8961	0.0259	2.8%	0.0047	0.5%	52%	False	False	61,268
60	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	38%	False	False	40,882
80	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	38%	False	False	30,670

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9371
2.618	0.9267
1.618	0.9204
1.000	0.9165
0.618	0.9140
HIGH	0.9101
0.618	0.9077
0.500	0.9069
0.382	0.9062
LOW	0.9038
0.618	0.8998
1.000	0.8974
1.618	0.8935
2.618	0.8871
4.250	0.8768

Fisher Pivots for day following 14-Jul-2021
Pivot	1 day	3 day
R1	0.9086	0.9086
PP	0.9078	0.9078
S1	0.9069	0.9069

Download as Excel Spreadsheet

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

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