CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 20-Jul-2021

Day Change Summary
	Previous	Current
	19-Jul-2021	20-Jul-2021	Change	Change %	Previous Week
Open	0.9092	0.9140	0.0048	0.5%	0.9086
High	0.9173	0.9151	-0.0022	-0.2%	0.9119
Low	0.9087	0.9098	0.0011	0.1%	0.9038
Close	0.9138	0.9110	-0.0029	-0.3%	0.9089
Range	0.0086	0.0054	-0.0033	-37.8%	0.0081
ATR	0.0051	0.0051	0.0000	0.4%	0.0000
Volume	147,333	117,147	-30,186	-20.5%	403,757

Daily Pivots for day following 20-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9280	0.9248	0.9139
R3	0.9226	0.9195	0.9124
R2	0.9173	0.9173	0.9119
R1	0.9141	0.9141	0.9114	0.9130
PP	0.9119	0.9119	0.9119	0.9114
S1	0.9088	0.9088	0.9105	0.9077
S2	0.9066	0.9066	0.9100
S3	0.9012	0.9034	0.9095
S4	0.8959	0.8981	0.9080

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%	0.0058	0.6%	53%	False	False	102,977
10	0.9173	0.9029	0.0145	1.6%	0.0053	0.6%	56%	False	False	101,146
20	0.9173	0.8961	0.0213	2.3%	0.0049	0.5%	70%	False	False	95,331
40	0.9220	0.8961	0.0259	2.8%	0.0048	0.5%	58%	False	False	72,138
60	0.9302	0.8961	0.0342	3.7%	0.0048	0.5%	44%	False	False	48,132
80	0.9317	0.8961	0.0356	3.9%	0.0048	0.5%	42%	False	False	36,110
100	0.9466	0.8961	0.0506	5.5%	0.0047	0.5%	29%	False	False	28,891

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

Fibonacci Retracements and Extensions
4.250	0.9378
2.618	0.9291
1.618	0.9238
1.000	0.9205
0.618	0.9184
HIGH	0.9151
0.618	0.9131
0.500	0.9124
0.382	0.9118
LOW	0.9098
0.618	0.9064
1.000	0.9044
1.618	0.9011
2.618	0.8957
4.250	0.8870

Fisher Pivots for day following 20-Jul-2021
Pivot	1 day	3 day
R1	0.9124	0.9120
PP	0.9119	0.9116
S1	0.9114	0.9113

Download as Excel Spreadsheet

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

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