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 |
|
|
|
| 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 |
|