CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 28-Jul-2021

Day Change Summary
	Previous	Current
	27-Jul-2021	28-Jul-2021	Change	Change %	Previous Week
Open	0.9064	0.9115	0.0051	0.6%	0.9092
High	0.9129	0.9116	-0.0014	-0.1%	0.9173
Low	0.9062	0.9070	0.0008	0.1%	0.9046
Close	0.9118	0.9096	-0.0022	-0.2%	0.9048
Range	0.0067	0.0046	-0.0022	-32.1%	0.0128
ATR	0.0049	0.0049	0.0000	-0.2%	0.0000
Volume	97,101	99,795	2,694	2.8%	506,245

Daily Pivots for day following 28-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9230	0.9208	0.9121
R3	0.9185	0.9163	0.9108
R2	0.9139	0.9139	0.9104
R1	0.9117	0.9117	0.9100	0.9106
PP	0.9094	0.9094	0.9094	0.9088
S1	0.9072	0.9072	0.9091	0.9060
S2	0.9048	0.9048	0.9087
S3	0.9003	0.9026	0.9083
S4	0.8957	0.8981	0.9070

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%	0.0044	0.5%	60%	False	False	85,545
10	0.9173	0.9046	0.0128	1.4%	0.0049	0.5%	39%	False	False	95,129
20	0.9173	0.8961	0.0213	2.3%	0.0051	0.6%	64%	False	False	98,283
40	0.9173	0.8961	0.0213	2.3%	0.0048	0.5%	64%	False	False	84,934
60	0.9239	0.8961	0.0278	3.1%	0.0047	0.5%	48%	False	False	56,710
80	0.9317	0.8961	0.0356	3.9%	0.0048	0.5%	38%	False	False	42,559
100	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	38%	False	False	34,050

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9309
2.618	0.9235
1.618	0.9189
1.000	0.9161
0.618	0.9144
HIGH	0.9116
0.618	0.9098
0.500	0.9093
0.382	0.9087
LOW	0.9070
0.618	0.9042
1.000	0.9025
1.618	0.8996
2.618	0.8951
4.250	0.8877

Fisher Pivots for day following 28-Jul-2021
Pivot	1 day	3 day
R1	0.9095	0.9093
PP	0.9094	0.9090
S1	0.9093	0.9088

Download as Excel Spreadsheet

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

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