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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
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

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

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