CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 27-Jul-2021

Day Change Summary
	Previous	Current
	26-Jul-2021	27-Jul-2021	Change	Change %	Previous Week
Open	0.9048	0.9064	0.0016	0.2%	0.9092
High	0.9084	0.9129	0.0045	0.5%	0.9173
Low	0.9047	0.9062	0.0016	0.2%	0.9046
Close	0.9063	0.9118	0.0055	0.6%	0.9048
Range	0.0038	0.0067	0.0029	76.3%	0.0128
ATR	0.0048	0.0049	0.0001	2.9%	0.0000
Volume	77,315	97,101	19,786	25.6%	506,245

Daily Pivots for day following 27-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9304	0.9278	0.9154
R3	0.9237	0.9211	0.9136
R2	0.9170	0.9170	0.9130
R1	0.9144	0.9144	0.9124	0.9157
PP	0.9103	0.9103	0.9103	0.9109
S1	0.9077	0.9077	0.9111	0.9090
S2	0.9036	0.9036	0.9105
S3	0.8969	0.9010	0.9099
S4	0.8902	0.8943	0.9081

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	0.9129	0.9046	0.0084	0.9%	0.0045	0.5%	86%	True	False	83,236
10	0.9173	0.9038	0.0136	1.5%	0.0051	0.6%	59%	False	False	93,106
20	0.9173	0.8961	0.0213	2.3%	0.0050	0.6%	74%	False	False	96,621
40	0.9173	0.8961	0.0213	2.3%	0.0048	0.5%	74%	False	False	82,464
60	0.9239	0.8961	0.0278	3.1%	0.0048	0.5%	56%	False	False	55,047
80	0.9317	0.8961	0.0356	3.9%	0.0048	0.5%	44%	False	False	41,311
100	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	44%	False	False	33,052

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9414
2.618	0.9304
1.618	0.9237
1.000	0.9196
0.618	0.9170
HIGH	0.9129
0.618	0.9103
0.500	0.9096
0.382	0.9088
LOW	0.9062
0.618	0.9021
1.000	0.8995
1.618	0.8954
2.618	0.8887
4.250	0.8777

Fisher Pivots for day following 27-Jul-2021
Pivot	1 day	3 day
R1	0.9110	0.9107
PP	0.9103	0.9097
S1	0.9096	0.9087

Download as Excel Spreadsheet

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

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