CME Japanese Yen Future September 2021


Trading Metrics calculated at close of trading on 30-Jul-2021
Day Change Summary
Previous Current
29-Jul-2021 30-Jul-2021 Change Change % Previous Week
Open 0.9100 0.9137 0.0037 0.4% 0.9048
High 0.9142 0.9148 0.0006 0.1% 0.9148
Low 0.9099 0.9108 0.0009 0.1% 0.9047
Close 0.9138 0.9114 -0.0025 -0.3% 0.9114
Range 0.0043 0.0040 -0.0003 -8.0% 0.0101
ATR 0.0049 0.0048 -0.0001 -1.3% 0.0000
Volume 88,125 80,664 -7,461 -8.5% 443,000
Daily Pivots for day following 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.9243 0.9218 0.9136
R3 0.9203 0.9178 0.9125
R2 0.9163 0.9163 0.9121
R1 0.9138 0.9138 0.9117 0.9131
PP 0.9123 0.9123 0.9123 0.9119
S1 0.9098 0.9098 0.9110 0.9091
S2 0.9083 0.9083 0.9106
S3 0.9043 0.9058 0.9103
S4 0.9003 0.9018 0.9092
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.9406 0.9361 0.9169
R3 0.9305 0.9260 0.9141
R2 0.9204 0.9204 0.9132
R1 0.9159 0.9159 0.9123 0.9181
PP 0.9103 0.9103 0.9103 0.9114
S1 0.9058 0.9058 0.9104 0.9080
S2 0.9002 0.9002 0.9095
S3 0.8901 0.8957 0.9086
S4 0.8800 0.8856 0.9058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9148 0.9047 0.0101 1.1% 0.0047 0.5% 66% True False 88,600
10 0.9173 0.9046 0.0128 1.4% 0.0049 0.5% 53% False False 94,924
20 0.9173 0.8961 0.0213 2.3% 0.0050 0.5% 72% False False 96,230
40 0.9173 0.8961 0.0213 2.3% 0.0047 0.5% 72% False False 88,896
60 0.9239 0.8961 0.0278 3.1% 0.0047 0.5% 55% False False 59,522
80 0.9317 0.8961 0.0356 3.9% 0.0048 0.5% 43% False False 44,668
100 0.9317 0.8961 0.0356 3.9% 0.0046 0.5% 43% False False 35,738
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9318
2.618 0.9252
1.618 0.9212
1.000 0.9188
0.618 0.9172
HIGH 0.9148
0.618 0.9132
0.500 0.9128
0.382 0.9123
LOW 0.9108
0.618 0.9083
1.000 0.9068
1.618 0.9043
2.618 0.9003
4.250 0.8938
Fisher Pivots for day following 30-Jul-2021
Pivot 1 day 3 day
R1 0.9128 0.9112
PP 0.9123 0.9110
S1 0.9118 0.9109

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

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