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

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 16 trading days

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

Download as Excel Spreadsheet

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

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