CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 12-Aug-2021

Day Change Summary
	Previous	Current
	11-Aug-2021	12-Aug-2021	Change	Change %	Previous Week
Open	0.9047	0.9058	0.0011	0.1%	0.9114
High	0.9068	0.9067	-0.0001	0.0%	0.9200
Low	0.9027	0.9048	0.0021	0.2%	0.9064
Close	0.9056	0.9055	-0.0001	0.0%	0.9075
Range	0.0041	0.0019	-0.0022	-53.1%	0.0137
ATR	0.0046	0.0044	-0.0002	-4.2%	0.0000
Volume	91,318	61,284	-30,034	-32.9%	513,105

Daily Pivots for day following 12-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9113	0.9103	0.9065
R3	0.9094	0.9084	0.9060
R2	0.9075	0.9075	0.9058
R1	0.9065	0.9065	0.9057	0.9061
PP	0.9056	0.9056	0.9056	0.9054
S1	0.9046	0.9046	0.9053	0.9042
S2	0.9037	0.9037	0.9052
S3	0.9018	0.9027	0.9050
S4	0.8999	0.9008	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	0.9118	0.9027	0.0091	1.0%	0.0034	0.4%	31%	False	False	80,748
10	0.9200	0.9027	0.0173	1.9%	0.0041	0.5%	16%	False	False	88,896
20	0.9200	0.9027	0.0173	1.9%	0.0046	0.5%	16%	False	False	92,023
40	0.9200	0.8961	0.0240	2.6%	0.0047	0.5%	39%	False	False	94,187
60	0.9220	0.8961	0.0259	2.9%	0.0046	0.5%	36%	False	False	72,982
80	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	27%	False	False	54,765
100	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	27%	False	False	43,819

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	0.9147
2.618	0.9116
1.618	0.9097
1.000	0.9086
0.618	0.9078
HIGH	0.9067
0.618	0.9059
0.500	0.9057
0.382	0.9055
LOW	0.9048
0.618	0.9036
1.000	0.9029
1.618	0.9017
2.618	0.8998
4.250	0.8967

Fisher Pivots for day following 12-Aug-2021
Pivot	1 day	3 day
R1	0.9057	0.9053
PP	0.9056	0.9051
S1	0.9056	0.9049

Download as Excel Spreadsheet

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

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