CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 03-Aug-2021

Day Change Summary
	Previous	Current
	02-Aug-2021	03-Aug-2021	Change	Change %	Previous Week
Open	0.9114	0.9151	0.0038	0.4%	0.9048
High	0.9162	0.9188	0.0026	0.3%	0.9148
Low	0.9113	0.9149	0.0036	0.4%	0.9047
Close	0.9157	0.9168	0.0012	0.1%	0.9114
Range	0.0050	0.0039	-0.0011	-21.2%	0.0101
ATR	0.0048	0.0048	-0.0001	-1.4%	0.0000
Volume	102,350	87,319	-15,031	-14.7%	443,000

Daily Pivots for day following 03-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9285	0.9266	0.9189
R3	0.9246	0.9227	0.9179
R2	0.9207	0.9207	0.9175
R1	0.9188	0.9188	0.9172	0.9197
PP	0.9168	0.9168	0.9168	0.9173
S1	0.9149	0.9149	0.9164	0.9158
S2	0.9129	0.9129	0.9161
S3	0.9090	0.9110	0.9157
S4	0.9051	0.9071	0.9147

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	0.9188	0.9070	0.0118	1.3%	0.0043	0.5%	83%	True	False	91,650
10	0.9188	0.9046	0.0142	1.5%	0.0044	0.5%	86%	True	False	87,443
20	0.9188	0.9029	0.0159	1.7%	0.0049	0.5%	88%	True	False	94,294
40	0.9188	0.8961	0.0227	2.5%	0.0047	0.5%	91%	True	False	92,964
60	0.9239	0.8961	0.0278	3.0%	0.0047	0.5%	75%	False	False	62,682
80	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	58%	False	False	47,038
100	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	58%	False	False	37,634

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0004
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9353
2.618	0.9290
1.618	0.9251
1.000	0.9227
0.618	0.9212
HIGH	0.9188
0.618	0.9173
0.500	0.9168
0.382	0.9163
LOW	0.9149
0.618	0.9124
1.000	0.9110
1.618	0.9085
2.618	0.9046
4.250	0.8983

Fisher Pivots for day following 03-Aug-2021
Pivot	1 day	3 day
R1	0.9168	0.9161
PP	0.9168	0.9154
S1	0.9168	0.9148

Download as Excel Spreadsheet

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

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