CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 26-Jul-2021

Day Change Summary
	Previous	Current
	23-Jul-2021	26-Jul-2021	Change	Change %	Previous Week
Open	0.9082	0.9048	-0.0034	-0.4%	0.9092
High	0.9087	0.9084	-0.0003	0.0%	0.9173
Low	0.9046	0.9047	0.0001	0.0%	0.9046
Close	0.9048	0.9063	0.0015	0.2%	0.9048
Range	0.0042	0.0038	-0.0004	-8.4%	0.0128
ATR	0.0048	0.0048	-0.0001	-1.5%	0.0000
Volume	80,991	77,315	-3,676	-4.5%	506,245

Daily Pivots for day following 26-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9179	0.9159	0.9084
R3	0.9141	0.9121	0.9073
R2	0.9103	0.9103	0.9070
R1	0.9083	0.9083	0.9066	0.9093
PP	0.9065	0.9065	0.9065	0.9070
S1	0.9045	0.9045	0.9060	0.9055
S2	0.9027	0.9027	0.9056
S3	0.8989	0.9007	0.9053
S4	0.8951	0.8969	0.9042

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	0.9151	0.9046	0.0106	1.2%	0.0042	0.5%	17%	False	False	87,245
10	0.9173	0.9038	0.0136	1.5%	0.0048	0.5%	19%	False	False	91,734
20	0.9173	0.8961	0.0213	2.3%	0.0049	0.5%	48%	False	False	95,951
40	0.9173	0.8961	0.0213	2.3%	0.0047	0.5%	48%	False	False	80,066
60	0.9239	0.8961	0.0278	3.1%	0.0047	0.5%	37%	False	False	53,447
80	0.9317	0.8961	0.0356	3.9%	0.0048	0.5%	29%	False	False	40,098
100	0.9340	0.8961	0.0380	4.2%	0.0046	0.5%	27%	False	False	32,081

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

Fibonacci Retracements and Extensions
4.250	0.9246
2.618	0.9184
1.618	0.9146
1.000	0.9122
0.618	0.9108
HIGH	0.9084
0.618	0.9070
0.500	0.9065
0.382	0.9061
LOW	0.9047
0.618	0.9023
1.000	0.9009
1.618	0.8985
2.618	0.8947
4.250	0.8885

Fisher Pivots for day following 26-Jul-2021
Pivot	1 day	3 day
R1	0.9065	0.9070
PP	0.9065	0.9067
S1	0.9064	0.9065

Download as Excel Spreadsheet

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

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