CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 09-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9112 |
0.9070 |
-0.0042 |
-0.5% |
0.9114 |
| High |
0.9118 |
0.9091 |
-0.0027 |
-0.3% |
0.9200 |
| Low |
0.9064 |
0.9064 |
0.0000 |
0.0% |
0.9064 |
| Close |
0.9075 |
0.9070 |
-0.0006 |
-0.1% |
0.9075 |
| Range |
0.0054 |
0.0028 |
-0.0027 |
-49.1% |
0.0137 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
108,545 |
66,083 |
-42,462 |
-39.1% |
513,105 |
|
| Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9157 |
0.9141 |
0.9085 |
|
| R3 |
0.9130 |
0.9113 |
0.9077 |
|
| R2 |
0.9102 |
0.9102 |
0.9075 |
|
| R1 |
0.9086 |
0.9086 |
0.9072 |
0.9080 |
| PP |
0.9075 |
0.9075 |
0.9075 |
0.9072 |
| S1 |
0.9058 |
0.9058 |
0.9067 |
0.9053 |
| S2 |
0.9047 |
0.9047 |
0.9064 |
|
| S3 |
0.9020 |
0.9031 |
0.9062 |
|
| S4 |
0.8992 |
0.9003 |
0.9054 |
|
|
| 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% |
0.0047 |
0.5% |
4% |
False |
True |
95,367 |
| 10 |
0.9200 |
0.9062 |
0.0138 |
1.5% |
0.0048 |
0.5% |
5% |
False |
False |
94,487 |
| 20 |
0.9200 |
0.9038 |
0.0163 |
1.8% |
0.0048 |
0.5% |
20% |
False |
False |
93,111 |
| 40 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0048 |
0.5% |
46% |
False |
False |
94,900 |
| 60 |
0.9220 |
0.8961 |
0.0259 |
2.9% |
0.0047 |
0.5% |
42% |
False |
False |
69,168 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
31% |
False |
False |
51,904 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
31% |
False |
False |
41,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9208 |
|
2.618 |
0.9163 |
|
1.618 |
0.9135 |
|
1.000 |
0.9119 |
|
0.618 |
0.9108 |
|
HIGH |
0.9091 |
|
0.618 |
0.9080 |
|
0.500 |
0.9077 |
|
0.382 |
0.9074 |
|
LOW |
0.9064 |
|
0.618 |
0.9047 |
|
1.000 |
0.9036 |
|
1.618 |
0.9019 |
|
2.618 |
0.8992 |
|
4.250 |
0.8947 |
|
|
| Fisher Pivots for day following 09-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9077 |
0.9103 |
| PP |
0.9075 |
0.9092 |
| S1 |
0.9072 |
0.9081 |
|