CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 05-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9174 |
0.9138 |
-0.0036 |
-0.4% |
0.9048 |
| High |
0.9200 |
0.9143 |
-0.0057 |
-0.6% |
0.9148 |
| Low |
0.9120 |
0.9111 |
-0.0010 |
-0.1% |
0.9047 |
| Close |
0.9138 |
0.9114 |
-0.0024 |
-0.3% |
0.9114 |
| Range |
0.0080 |
0.0033 |
-0.0048 |
-59.4% |
0.0101 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
138,035 |
76,856 |
-61,179 |
-44.3% |
443,000 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9220 |
0.9200 |
0.9132 |
|
| R3 |
0.9188 |
0.9167 |
0.9123 |
|
| R2 |
0.9155 |
0.9155 |
0.9120 |
|
| R1 |
0.9135 |
0.9135 |
0.9117 |
0.9129 |
| PP |
0.9123 |
0.9123 |
0.9123 |
0.9120 |
| S1 |
0.9102 |
0.9102 |
0.9111 |
0.9096 |
| S2 |
0.9090 |
0.9090 |
0.9108 |
|
| S3 |
0.9058 |
0.9070 |
0.9105 |
|
| S4 |
0.9025 |
0.9037 |
0.9096 |
|
|
| 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 |
0.9108 |
0.0093 |
1.0% |
0.0048 |
0.5% |
7% |
False |
False |
97,044 |
| 10 |
0.9200 |
0.9046 |
0.0155 |
1.7% |
0.0048 |
0.5% |
44% |
False |
False |
92,855 |
| 20 |
0.9200 |
0.9038 |
0.0163 |
1.8% |
0.0048 |
0.5% |
47% |
False |
False |
93,121 |
| 40 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0048 |
0.5% |
64% |
False |
False |
95,054 |
| 60 |
0.9220 |
0.8961 |
0.0259 |
2.8% |
0.0047 |
0.5% |
59% |
False |
False |
66,260 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
43% |
False |
False |
49,723 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
43% |
False |
False |
39,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9281 |
|
2.618 |
0.9228 |
|
1.618 |
0.9196 |
|
1.000 |
0.9176 |
|
0.618 |
0.9163 |
|
HIGH |
0.9143 |
|
0.618 |
0.9131 |
|
0.500 |
0.9127 |
|
0.382 |
0.9123 |
|
LOW |
0.9111 |
|
0.618 |
0.9090 |
|
1.000 |
0.9078 |
|
1.618 |
0.9058 |
|
2.618 |
0.9025 |
|
4.250 |
0.8972 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9127 |
0.9155 |
| PP |
0.9123 |
0.9142 |
| S1 |
0.9118 |
0.9128 |
|