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 |
|
|
|
| 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 |
|