CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 19-Jul-2021

Day Change Summary
	Previous	Current
	16-Jul-2021	19-Jul-2021	Change	Change %	Previous Week
Open	0.9109	0.9092	-0.0017	-0.2%	0.9086
High	0.9118	0.9173	0.0056	0.6%	0.9119
Low	0.9067	0.9087	0.0021	0.2%	0.9038
Close	0.9089	0.9138	0.0049	0.5%	0.9089
Range	0.0051	0.0086	0.0035	68.6%	0.0081
ATR	0.0048	0.0051	0.0003	5.7%	0.0000
Volume	82,920	147,333	64,413	77.7%	403,757

Daily Pivots for day following 19-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9391	0.9351	0.9186
R3	0.9305	0.9265	0.9162
R2	0.9219	0.9219	0.9154
R1	0.9179	0.9179	0.9146	0.9199
PP	0.9133	0.9133	0.9133	0.9143
S1	0.9093	0.9093	0.9131	0.9113
S2	0.9047	0.9047	0.9123
S3	0.8961	0.9007	0.9115
S4	0.8875	0.8921	0.9091

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	0.9173	0.9038	0.0136	1.5%	0.0055	0.6%	75%	True	False	96,224
10	0.9173	0.8999	0.0174	1.9%	0.0054	0.6%	80%	True	False	102,102
20	0.9173	0.8961	0.0213	2.3%	0.0049	0.5%	84%	True	False	94,744
40	0.9220	0.8961	0.0259	2.8%	0.0047	0.5%	69%	False	False	69,213
60	0.9317	0.8961	0.0356	3.9%	0.0048	0.5%	50%	False	False	46,182
80	0.9317	0.8961	0.0356	3.9%	0.0048	0.5%	50%	False	False	34,646
100	0.9466	0.8961	0.0506	5.5%	0.0047	0.5%	35%	False	False	27,719

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9539
2.618	0.9398
1.618	0.9312
1.000	0.9259
0.618	0.9226
HIGH	0.9173
0.618	0.9140
0.500	0.9130
0.382	0.9120
LOW	0.9087
0.618	0.9034
1.000	0.9001
1.618	0.8948
2.618	0.8862
4.250	0.8722

Fisher Pivots for day following 19-Jul-2021
Pivot	1 day	3 day
R1	0.9136	0.9132
PP	0.9133	0.9126
S1	0.9130	0.9120

Download as Excel Spreadsheet

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

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