CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 11-Aug-2021

Day Change Summary
	Previous	Current
	10-Aug-2021	11-Aug-2021	Change	Change %	Previous Week
Open	0.9066	0.9047	-0.0020	-0.2%	0.9114
High	0.9071	0.9068	-0.0003	0.0%	0.9200
Low	0.9044	0.9027	-0.0017	-0.2%	0.9064
Close	0.9046	0.9056	0.0010	0.1%	0.9075
Range	0.0027	0.0041	0.0014	50.0%	0.0137
ATR	0.0046	0.0046	0.0000	-0.9%	0.0000
Volume	76,514	91,318	14,804	19.3%	513,105

Daily Pivots for day following 11-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9172	0.9154	0.9078
R3	0.9131	0.9114	0.9067
R2	0.9091	0.9091	0.9063
R1	0.9073	0.9073	0.9059	0.9082
PP	0.9050	0.9050	0.9050	0.9054
S1	0.9033	0.9033	0.9052	0.9041
S2	0.9010	0.9010	0.9048
S3	0.8969	0.8992	0.9044
S4	0.8929	0.8952	0.9033

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	0.9143	0.9027	0.0116	1.3%	0.0036	0.4%	25%	False	True	83,863
10	0.9200	0.9027	0.0173	1.9%	0.0043	0.5%	16%	False	True	91,580
20	0.9200	0.9027	0.0173	1.9%	0.0046	0.5%	16%	False	True	93,355
40	0.9200	0.8961	0.0240	2.6%	0.0048	0.5%	40%	False	False	95,480
60	0.9220	0.8961	0.0259	2.9%	0.0046	0.5%	37%	False	False	71,963
80	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	27%	False	False	54,000
100	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	27%	False	False	43,207

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9240
2.618	0.9174
1.618	0.9133
1.000	0.9108
0.618	0.9093
HIGH	0.9068
0.618	0.9052
0.500	0.9047
0.382	0.9042
LOW	0.9027
0.618	0.9002
1.000	0.8987
1.618	0.8961
2.618	0.8921
4.250	0.8855

Fisher Pivots for day following 11-Aug-2021
Pivot	1 day	3 day
R1	0.9053	0.9059
PP	0.9050	0.9058
S1	0.9047	0.9057

Download as Excel Spreadsheet

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

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