CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 29-Jul-2021

Day Change Summary
	Previous	Current
	28-Jul-2021	29-Jul-2021	Change	Change %	Previous Week
Open	0.9115	0.9100	-0.0015	-0.2%	0.9092
High	0.9116	0.9142	0.0026	0.3%	0.9173
Low	0.9070	0.9099	0.0029	0.3%	0.9046
Close	0.9096	0.9138	0.0043	0.5%	0.9048
Range	0.0046	0.0043	-0.0002	-4.4%	0.0128
ATR	0.0049	0.0049	0.0000	-0.4%	0.0000
Volume	99,795	88,125	-11,670	-11.7%	506,245

Daily Pivots for day following 29-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9257	0.9241	0.9162
R3	0.9213	0.9197	0.9150
R2	0.9170	0.9170	0.9146
R1	0.9154	0.9154	0.9142	0.9162
PP	0.9126	0.9126	0.9126	0.9130
S1	0.9110	0.9110	0.9134	0.9118
S2	0.9083	0.9083	0.9130
S3	0.9039	0.9067	0.9126
S4	0.8996	0.9023	0.9114

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	0.9142	0.9046	0.0096	1.1%	0.0047	0.5%	96%	True	False	88,665
10	0.9173	0.9046	0.0128	1.4%	0.0050	0.5%	73%	False	False	95,150
20	0.9173	0.8961	0.0213	2.3%	0.0050	0.6%	84%	False	False	97,208
40	0.9173	0.8961	0.0213	2.3%	0.0048	0.5%	84%	False	False	86,948
60	0.9239	0.8961	0.0278	3.0%	0.0047	0.5%	64%	False	False	58,178
80	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	50%	False	False	43,659
100	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	50%	False	False	34,931

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9327
2.618	0.9256
1.618	0.9212
1.000	0.9185
0.618	0.9169
HIGH	0.9142
0.618	0.9125
0.500	0.9120
0.382	0.9115
LOW	0.9099
0.618	0.9072
1.000	0.9055
1.618	0.9028
2.618	0.8985
4.250	0.8914

Fisher Pivots for day following 29-Jul-2021
Pivot	1 day	3 day
R1	0.9132	0.9126
PP	0.9126	0.9114
S1	0.9120	0.9102

Download as Excel Spreadsheet

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

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