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 |
|
|
|
| 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 |
|