CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 06-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9138 |
0.9112 |
-0.0026 |
-0.3% |
0.9114 |
| High |
0.9143 |
0.9118 |
-0.0026 |
-0.3% |
0.9200 |
| Low |
0.9111 |
0.9064 |
-0.0047 |
-0.5% |
0.9064 |
| Close |
0.9114 |
0.9075 |
-0.0039 |
-0.4% |
0.9075 |
| Range |
0.0033 |
0.0054 |
0.0022 |
66.2% |
0.0137 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.8% |
0.0000 |
| Volume |
76,856 |
108,545 |
31,689 |
41.2% |
513,105 |
|
| Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9247 |
0.9215 |
0.9105 |
|
| R3 |
0.9193 |
0.9161 |
0.9090 |
|
| R2 |
0.9139 |
0.9139 |
0.9085 |
|
| R1 |
0.9107 |
0.9107 |
0.9080 |
0.9096 |
| PP |
0.9085 |
0.9085 |
0.9085 |
0.9080 |
| S1 |
0.9053 |
0.9053 |
0.9070 |
0.9042 |
| S2 |
0.9031 |
0.9031 |
0.9065 |
|
| S3 |
0.8977 |
0.8999 |
0.9060 |
|
| S4 |
0.8923 |
0.8945 |
0.9045 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9522 |
0.9435 |
0.9150 |
|
| R3 |
0.9386 |
0.9299 |
0.9113 |
|
| R2 |
0.9249 |
0.9249 |
0.9100 |
|
| R1 |
0.9162 |
0.9162 |
0.9088 |
0.9138 |
| PP |
0.9113 |
0.9113 |
0.9113 |
0.9101 |
| S1 |
0.9026 |
0.9026 |
0.9062 |
0.9001 |
| S2 |
0.8976 |
0.8976 |
0.9050 |
|
| S3 |
0.8840 |
0.8889 |
0.9037 |
|
| S4 |
0.8703 |
0.8753 |
0.9000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9200 |
0.9064 |
0.0137 |
1.5% |
0.0051 |
0.6% |
8% |
False |
True |
102,621 |
| 10 |
0.9200 |
0.9047 |
0.0154 |
1.7% |
0.0049 |
0.5% |
19% |
False |
False |
95,610 |
| 20 |
0.9200 |
0.9038 |
0.0163 |
1.8% |
0.0048 |
0.5% |
23% |
False |
False |
93,305 |
| 40 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0048 |
0.5% |
48% |
False |
False |
95,785 |
| 60 |
0.9220 |
0.8961 |
0.0259 |
2.9% |
0.0047 |
0.5% |
44% |
False |
False |
68,067 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
32% |
False |
False |
51,080 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
32% |
False |
False |
40,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9347 |
|
2.618 |
0.9259 |
|
1.618 |
0.9205 |
|
1.000 |
0.9172 |
|
0.618 |
0.9151 |
|
HIGH |
0.9118 |
|
0.618 |
0.9097 |
|
0.500 |
0.9091 |
|
0.382 |
0.9084 |
|
LOW |
0.9064 |
|
0.618 |
0.9030 |
|
1.000 |
0.9010 |
|
1.618 |
0.8976 |
|
2.618 |
0.8922 |
|
4.250 |
0.8834 |
|
|
| Fisher Pivots for day following 06-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9091 |
0.9132 |
| PP |
0.9085 |
0.9113 |
| S1 |
0.9080 |
0.9094 |
|