CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 22-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9105 |
0.9070 |
-0.0035 |
-0.4% |
0.9086 |
| High |
0.9111 |
0.9094 |
-0.0017 |
-0.2% |
0.9119 |
| Low |
0.9063 |
0.9065 |
0.0003 |
0.0% |
0.9038 |
| Close |
0.9073 |
0.9082 |
0.0010 |
0.1% |
0.9089 |
| Range |
0.0048 |
0.0029 |
-0.0020 |
-40.6% |
0.0081 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
88,248 |
72,526 |
-15,722 |
-17.8% |
403,757 |
|
| Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9166 |
0.9152 |
0.9098 |
|
| R3 |
0.9137 |
0.9124 |
0.9090 |
|
| R2 |
0.9109 |
0.9109 |
0.9087 |
|
| R1 |
0.9095 |
0.9095 |
0.9085 |
0.9102 |
| PP |
0.9080 |
0.9080 |
0.9080 |
0.9084 |
| S1 |
0.9067 |
0.9067 |
0.9079 |
0.9074 |
| S2 |
0.9052 |
0.9052 |
0.9077 |
|
| S3 |
0.9023 |
0.9038 |
0.9074 |
|
| S4 |
0.8995 |
0.9010 |
0.9066 |
|
|
| 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% |
0.0053 |
0.6% |
18% |
False |
False |
101,634 |
| 10 |
0.9173 |
0.9038 |
0.0136 |
1.5% |
0.0048 |
0.5% |
33% |
False |
False |
93,387 |
| 20 |
0.9173 |
0.8961 |
0.0213 |
2.3% |
0.0049 |
0.5% |
57% |
False |
False |
94,656 |
| 40 |
0.9206 |
0.8961 |
0.0245 |
2.7% |
0.0048 |
0.5% |
50% |
False |
False |
76,143 |
| 60 |
0.9239 |
0.8961 |
0.0278 |
3.1% |
0.0048 |
0.5% |
44% |
False |
False |
50,810 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0048 |
0.5% |
34% |
False |
False |
38,120 |
| 100 |
0.9390 |
0.8961 |
0.0429 |
4.7% |
0.0046 |
0.5% |
28% |
False |
False |
30,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9215 |
|
2.618 |
0.9168 |
|
1.618 |
0.9140 |
|
1.000 |
0.9122 |
|
0.618 |
0.9111 |
|
HIGH |
0.9094 |
|
0.618 |
0.9083 |
|
0.500 |
0.9079 |
|
0.382 |
0.9076 |
|
LOW |
0.9065 |
|
0.618 |
0.9047 |
|
1.000 |
0.9037 |
|
1.618 |
0.9019 |
|
2.618 |
0.8990 |
|
4.250 |
0.8944 |
|
|
| Fisher Pivots for day following 22-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9081 |
0.9107 |
| PP |
0.9080 |
0.9099 |
| S1 |
0.9079 |
0.9090 |
|