CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 02-Aug-2021

Day Change Summary
	Previous	Current
	30-Jul-2021	02-Aug-2021	Change	Change %	Previous Week
Open	0.9137	0.9114	-0.0023	-0.3%	0.9048
High	0.9148	0.9162	0.0015	0.2%	0.9148
Low	0.9108	0.9113	0.0005	0.1%	0.9047
Close	0.9114	0.9157	0.0043	0.5%	0.9114
Range	0.0040	0.0050	0.0010	23.8%	0.0101
ATR	0.0048	0.0048	0.0000	0.2%	0.0000
Volume	80,664	102,350	21,686	26.9%	443,000

Daily Pivots for day following 02-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9292	0.9274	0.9184
R3	0.9243	0.9224	0.9170
R2	0.9193	0.9193	0.9166
R1	0.9175	0.9175	0.9161	0.9184
PP	0.9144	0.9144	0.9144	0.9148
S1	0.9125	0.9125	0.9152	0.9135
S2	0.9094	0.9094	0.9147
S3	0.9045	0.9076	0.9143
S4	0.8995	0.9026	0.9129

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	0.9162	0.9062	0.0100	1.1%	0.0049	0.5%	95%	True	False	93,607
10	0.9162	0.9046	0.0117	1.3%	0.0045	0.5%	95%	True	False	90,426
20	0.9173	0.8999	0.0174	1.9%	0.0049	0.5%	91%	False	False	96,264
40	0.9173	0.8961	0.0213	2.3%	0.0047	0.5%	92%	False	False	91,288
60	0.9239	0.8961	0.0278	3.0%	0.0048	0.5%	70%	False	False	61,228
80	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	55%	False	False	45,947
100	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	55%	False	False	36,761

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0004
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9372
2.618	0.9292
1.618	0.9242
1.000	0.9212
0.618	0.9193
HIGH	0.9162
0.618	0.9143
0.500	0.9137
0.382	0.9131
LOW	0.9113
0.618	0.9082
1.000	0.9063
1.618	0.9032
2.618	0.8983
4.250	0.8902

Fisher Pivots for day following 02-Aug-2021
Pivot	1 day	3 day
R1	0.9150	0.9148
PP	0.9144	0.9139
S1	0.9137	0.9130

Download as Excel Spreadsheet

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

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