CME Japanese Yen Future September 2021


Trading Metrics calculated at close of trading on 21-Jul-2021
Day Change Summary
Previous Current
20-Jul-2021 21-Jul-2021 Change Change % Previous Week
Open 0.9140 0.9105 -0.0036 -0.4% 0.9086
High 0.9151 0.9111 -0.0041 -0.4% 0.9119
Low 0.9098 0.9063 -0.0035 -0.4% 0.9038
Close 0.9110 0.9073 -0.0037 -0.4% 0.9089
Range 0.0054 0.0048 -0.0006 -10.3% 0.0081
ATR 0.0051 0.0051 0.0000 -0.4% 0.0000
Volume 117,147 88,248 -28,899 -24.7% 403,757
Daily Pivots for day following 21-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.9226 0.9197 0.9099
R3 0.9178 0.9149 0.9086
R2 0.9130 0.9130 0.9081
R1 0.9101 0.9101 0.9077 0.9092
PP 0.9082 0.9082 0.9082 0.9077
S1 0.9053 0.9053 0.9068 0.9044
S2 0.9034 0.9034 0.9064
S3 0.8986 0.9005 0.9059
S4 0.8938 0.8957 0.9046
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 0.9063 0.0111 1.2% 0.0055 0.6% 9% False True 104,712
10 0.9173 0.9038 0.0136 1.5% 0.0055 0.6% 26% False False 101,099
20 0.9173 0.8961 0.0213 2.3% 0.0049 0.5% 53% False False 95,539
40 0.9220 0.8961 0.0259 2.9% 0.0048 0.5% 43% False False 74,335
60 0.9263 0.8961 0.0303 3.3% 0.0048 0.5% 37% False False 49,603
80 0.9317 0.8961 0.0356 3.9% 0.0048 0.5% 31% False False 37,213
100 0.9420 0.8961 0.0460 5.1% 0.0046 0.5% 24% False False 29,773
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9315
2.618 0.9236
1.618 0.9188
1.000 0.9159
0.618 0.9140
HIGH 0.9111
0.618 0.9092
0.500 0.9087
0.382 0.9081
LOW 0.9063
0.618 0.9033
1.000 0.9015
1.618 0.8985
2.618 0.8937
4.250 0.8859
Fisher Pivots for day following 21-Jul-2021
Pivot 1 day 3 day
R1 0.9087 0.9118
PP 0.9082 0.9103
S1 0.9077 0.9088

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

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