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

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0006
Narrowest range in 10 trading days

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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols