CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9070 |
0.9082 |
0.0012 |
0.1% |
0.9092 |
| High |
0.9094 |
0.9087 |
-0.0007 |
-0.1% |
0.9173 |
| Low |
0.9065 |
0.9046 |
-0.0020 |
-0.2% |
0.9046 |
| Close |
0.9082 |
0.9048 |
-0.0034 |
-0.4% |
0.9048 |
| Range |
0.0029 |
0.0042 |
0.0013 |
45.6% |
0.0128 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
72,526 |
80,991 |
8,465 |
11.7% |
506,245 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9185 |
0.9158 |
0.9071 |
|
| R3 |
0.9143 |
0.9116 |
0.9059 |
|
| R2 |
0.9102 |
0.9102 |
0.9056 |
|
| R1 |
0.9075 |
0.9075 |
0.9052 |
0.9068 |
| PP |
0.9060 |
0.9060 |
0.9060 |
0.9057 |
| S1 |
0.9033 |
0.9033 |
0.9044 |
0.9026 |
| S2 |
0.9019 |
0.9019 |
0.9040 |
|
| S3 |
0.8977 |
0.8992 |
0.9037 |
|
| S4 |
0.8936 |
0.8950 |
0.9025 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9471 |
0.9387 |
0.9118 |
|
| R3 |
0.9344 |
0.9260 |
0.9083 |
|
| R2 |
0.9216 |
0.9216 |
0.9071 |
|
| R1 |
0.9132 |
0.9132 |
0.9060 |
0.9111 |
| PP |
0.9089 |
0.9089 |
0.9089 |
0.9078 |
| S1 |
0.9005 |
0.9005 |
0.9036 |
0.8983 |
| S2 |
0.8961 |
0.8961 |
0.9025 |
|
| S3 |
0.8834 |
0.8877 |
0.9013 |
|
| S4 |
0.8706 |
0.8750 |
0.8978 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9173 |
0.9046 |
0.0128 |
1.4% |
0.0052 |
0.6% |
2% |
False |
True |
101,249 |
| 10 |
0.9173 |
0.9038 |
0.0136 |
1.5% |
0.0048 |
0.5% |
8% |
False |
False |
91,000 |
| 20 |
0.9173 |
0.8961 |
0.0213 |
2.3% |
0.0049 |
0.5% |
41% |
False |
False |
95,642 |
| 40 |
0.9178 |
0.8961 |
0.0217 |
2.4% |
0.0048 |
0.5% |
40% |
False |
False |
78,155 |
| 60 |
0.9239 |
0.8961 |
0.0278 |
3.1% |
0.0048 |
0.5% |
31% |
False |
False |
52,159 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0048 |
0.5% |
25% |
False |
False |
39,132 |
| 100 |
0.9389 |
0.8961 |
0.0428 |
4.7% |
0.0046 |
0.5% |
20% |
False |
False |
31,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9263 |
|
2.618 |
0.9196 |
|
1.618 |
0.9154 |
|
1.000 |
0.9129 |
|
0.618 |
0.9113 |
|
HIGH |
0.9087 |
|
0.618 |
0.9071 |
|
0.500 |
0.9066 |
|
0.382 |
0.9061 |
|
LOW |
0.9046 |
|
0.618 |
0.9020 |
|
1.000 |
0.9004 |
|
1.618 |
0.8978 |
|
2.618 |
0.8937 |
|
4.250 |
0.8869 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9066 |
0.9078 |
| PP |
0.9060 |
0.9068 |
| S1 |
0.9054 |
0.9058 |
|