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
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 38 trading days
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

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

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