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 |
|
|
|
| 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 |
|