CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9099 |
0.9109 |
0.0010 |
0.1% |
0.9086 |
| High |
0.9119 |
0.9118 |
-0.0001 |
0.0% |
0.9119 |
| Low |
0.9084 |
0.9067 |
-0.0018 |
-0.2% |
0.9038 |
| Close |
0.9110 |
0.9089 |
-0.0021 |
-0.2% |
0.9089 |
| Range |
0.0035 |
0.0051 |
0.0017 |
47.8% |
0.0081 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.5% |
0.0000 |
| Volume |
87,916 |
82,920 |
-4,996 |
-5.7% |
403,757 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9244 |
0.9218 |
0.9117 |
|
| R3 |
0.9193 |
0.9167 |
0.9103 |
|
| R2 |
0.9142 |
0.9142 |
0.9098 |
|
| R1 |
0.9116 |
0.9116 |
0.9094 |
0.9103 |
| PP |
0.9091 |
0.9091 |
0.9091 |
0.9085 |
| S1 |
0.9065 |
0.9065 |
0.9084 |
0.9052 |
| S2 |
0.9040 |
0.9040 |
0.9080 |
|
| S3 |
0.8989 |
0.9014 |
0.9075 |
|
| S4 |
0.8938 |
0.8963 |
0.9061 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9325 |
0.9288 |
0.9134 |
|
| R3 |
0.9244 |
0.9207 |
0.9111 |
|
| R2 |
0.9163 |
0.9163 |
0.9104 |
|
| R1 |
0.9126 |
0.9126 |
0.9096 |
0.9144 |
| PP |
0.9082 |
0.9082 |
0.9082 |
0.9091 |
| S1 |
0.9045 |
0.9045 |
0.9082 |
0.9063 |
| S2 |
0.9001 |
0.9001 |
0.9074 |
|
| S3 |
0.8920 |
0.8964 |
0.9067 |
|
| S4 |
0.8839 |
0.8883 |
0.9044 |
|
|
| 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% |
0.0044 |
0.5% |
64% |
False |
False |
80,751 |
| 10 |
0.9135 |
0.8961 |
0.0175 |
1.9% |
0.0051 |
0.6% |
74% |
False |
False |
97,537 |
| 20 |
0.9135 |
0.8961 |
0.0175 |
1.9% |
0.0047 |
0.5% |
74% |
False |
False |
93,489 |
| 40 |
0.9220 |
0.8961 |
0.0259 |
2.8% |
0.0046 |
0.5% |
50% |
False |
False |
65,532 |
| 60 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
36% |
False |
False |
43,727 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
36% |
False |
False |
32,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9334 |
|
2.618 |
0.9251 |
|
1.618 |
0.9200 |
|
1.000 |
0.9169 |
|
0.618 |
0.9149 |
|
HIGH |
0.9118 |
|
0.618 |
0.9098 |
|
0.500 |
0.9092 |
|
0.382 |
0.9086 |
|
LOW |
0.9067 |
|
0.618 |
0.9035 |
|
1.000 |
0.9016 |
|
1.618 |
0.8984 |
|
2.618 |
0.8933 |
|
4.250 |
0.8850 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9092 |
0.9085 |
| PP |
0.9091 |
0.9082 |
| S1 |
0.9090 |
0.9078 |
|