CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 10-Aug-2021

Day Change Summary
	Previous	Current
	09-Aug-2021	10-Aug-2021	Change	Change %	Previous Week
Open	0.9070	0.9066	-0.0004	0.0%	0.9114
High	0.9091	0.9071	-0.0021	-0.2%	0.9200
Low	0.9064	0.9044	-0.0020	-0.2%	0.9064
Close	0.9070	0.9046	-0.0024	-0.3%	0.9075
Range	0.0028	0.0027	-0.0001	-1.8%	0.0137
ATR	0.0047	0.0046	-0.0001	-3.1%	0.0000
Volume	66,083	76,514	10,431	15.8%	513,105

Daily Pivots for day following 10-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9134	0.9117	0.9060
R3	0.9107	0.9090	0.9053
R2	0.9080	0.9080	0.9050
R1	0.9063	0.9063	0.9048	0.9058
PP	0.9053	0.9053	0.9053	0.9051
S1	0.9036	0.9036	0.9043	0.9031
S2	0.9026	0.9026	0.9041
S3	0.8999	0.9009	0.9038
S4	0.8972	0.8982	0.9031

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	0.9044	0.0157	1.7%	0.0044	0.5%	1%	False	True	93,206
10	0.9200	0.9044	0.0157	1.7%	0.0044	0.5%	1%	False	True	92,428
20	0.9200	0.9038	0.0163	1.8%	0.0047	0.5%	5%	False	False	92,767
40	0.9200	0.8961	0.0240	2.6%	0.0047	0.5%	35%	False	False	94,844
60	0.9220	0.8961	0.0259	2.9%	0.0046	0.5%	33%	False	False	70,442
80	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	24%	False	False	52,861
100	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	24%	False	False	42,294

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 39 trading days

Fibonacci Retracements and Extensions
4.250	0.9185
2.618	0.9141
1.618	0.9114
1.000	0.9098
0.618	0.9087
HIGH	0.9071
0.618	0.9060
0.500	0.9057
0.382	0.9054
LOW	0.9044
0.618	0.9027
1.000	0.9017
1.618	0.9000
2.618	0.8973
4.250	0.8929

Fisher Pivots for day following 10-Aug-2021
Pivot	1 day	3 day
R1	0.9057	0.9081
PP	0.9053	0.9069
S1	0.9049	0.9057

Download as Excel Spreadsheet

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

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