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 |
|
|
|
| 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 |
|