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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

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

Download as Excel Spreadsheet

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

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