CME Japanese Yen Future September 2021


Trading Metrics calculated at close of trading on 15-Jul-2021
Day Change Summary
Previous Current
14-Jul-2021 15-Jul-2021 Change Change % Previous Week
Open 0.9044 0.9099 0.0055 0.6% 0.9011
High 0.9101 0.9119 0.0018 0.2% 0.9135
Low 0.9038 0.9084 0.0047 0.5% 0.8999
Close 0.9095 0.9110 0.0016 0.2% 0.9083
Range 0.0064 0.0035 -0.0029 -45.7% 0.0136
ATR 0.0049 0.0048 -0.0001 -2.1% 0.0000
Volume 79,570 87,916 8,346 10.5% 469,938
Daily Pivots for day following 15-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.9208 0.9193 0.9129
R3 0.9173 0.9159 0.9119
R2 0.9139 0.9139 0.9116
R1 0.9124 0.9124 0.9113 0.9132
PP 0.9104 0.9104 0.9104 0.9108
S1 0.9090 0.9090 0.9107 0.9097
S2 0.9070 0.9070 0.9104
S3 0.9035 0.9055 0.9101
S4 0.9001 0.9021 0.9091
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 0.9119 0.9038 0.0081 0.9% 0.0043 0.5% 90% True False 85,139
10 0.9135 0.8961 0.0175 1.9% 0.0051 0.6% 86% False False 99,266
20 0.9135 0.8961 0.0175 1.9% 0.0047 0.5% 86% False False 96,352
40 0.9220 0.8961 0.0259 2.8% 0.0046 0.5% 58% False False 63,462
60 0.9317 0.8961 0.0356 3.9% 0.0047 0.5% 42% False False 42,346
80 0.9317 0.8961 0.0356 3.9% 0.0047 0.5% 42% False False 31,768
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9265
2.618 0.9209
1.618 0.9174
1.000 0.9153
0.618 0.9140
HIGH 0.9119
0.618 0.9105
0.500 0.9101
0.382 0.9097
LOW 0.9084
0.618 0.9063
1.000 0.9050
1.618 0.9028
2.618 0.8994
4.250 0.8937
Fisher Pivots for day following 15-Jul-2021
Pivot 1 day 3 day
R1 0.9107 0.9099
PP 0.9104 0.9089
S1 0.9101 0.9078

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

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