CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 04-Aug-2021

Day Change Summary
	Previous	Current
	03-Aug-2021	04-Aug-2021	Change	Change %	Previous Week
Open	0.9151	0.9174	0.0023	0.3%	0.9048
High	0.9188	0.9200	0.0013	0.1%	0.9148
Low	0.9149	0.9120	-0.0029	-0.3%	0.9047
Close	0.9168	0.9138	-0.0031	-0.3%	0.9114
Range	0.0039	0.0080	0.0041	105.1%	0.0101
ATR	0.0048	0.0050	0.0002	4.9%	0.0000
Volume	87,319	138,035	50,716	58.1%	443,000

Daily Pivots for day following 04-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9393	0.9345	0.9182
R3	0.9313	0.9265	0.9160
R2	0.9233	0.9233	0.9152
R1	0.9185	0.9185	0.9145	0.9169
PP	0.9153	0.9153	0.9153	0.9144
S1	0.9105	0.9105	0.9130	0.9089
S2	0.9073	0.9073	0.9123
S3	0.8993	0.9025	0.9116
S4	0.8913	0.8945	0.9094

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	0.9200	0.9099	0.0102	1.1%	0.0050	0.6%	38%	True	False	99,298
10	0.9200	0.9046	0.0155	1.7%	0.0047	0.5%	60%	True	False	92,422
20	0.9200	0.9038	0.0163	1.8%	0.0051	0.6%	62%	True	False	96,760
40	0.9200	0.8961	0.0240	2.6%	0.0048	0.5%	74%	True	False	95,263
60	0.9239	0.8961	0.0278	3.0%	0.0048	0.5%	64%	False	False	64,982
80	0.9317	0.8961	0.0356	3.9%	0.0048	0.5%	50%	False	False	48,763
100	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	50%	False	False	39,015

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9540
2.618	0.9409
1.618	0.9329
1.000	0.9280
0.618	0.9249
HIGH	0.9200
0.618	0.9169
0.500	0.9160
0.382	0.9151
LOW	0.9120
0.618	0.9071
1.000	0.9040
1.618	0.8991
2.618	0.8911
4.250	0.8780

Fisher Pivots for day following 04-Aug-2021
Pivot	1 day	3 day
R1	0.9160	0.9156
PP	0.9153	0.9150
S1	0.9145	0.9144

Download as Excel Spreadsheet

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

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