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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

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

Download as Excel Spreadsheet

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

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