CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 13-Aug-2021

Day Change Summary
	Previous	Current
	12-Aug-2021	13-Aug-2021	Change	Change %	Previous Week
Open	0.9058	0.9059	0.0002	0.0%	0.9070
High	0.9067	0.9131	0.0065	0.7%	0.9131
Low	0.9048	0.9056	0.0008	0.1%	0.9027
Close	0.9055	0.9126	0.0071	0.8%	0.9126
Range	0.0019	0.0076	0.0057	297.4%	0.0104
ATR	0.0044	0.0046	0.0002	5.3%	0.0000
Volume	61,284	93,343	32,059	52.3%	388,542

Daily Pivots for day following 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9331	0.9304	0.9168
R3	0.9255	0.9228	0.9147
R2	0.9180	0.9180	0.9140
R1	0.9153	0.9153	0.9133	0.9166
PP	0.9104	0.9104	0.9104	0.9111
S1	0.9077	0.9077	0.9119	0.9091
S2	0.9029	0.9029	0.9112
S3	0.8953	0.9002	0.9105
S4	0.8878	0.8926	0.9084

Weekly Pivots for week ending 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9407	0.9370	0.9183
R3	0.9303	0.9266	0.9155
R2	0.9199	0.9199	0.9145
R1	0.9162	0.9162	0.9136	0.9181
PP	0.9095	0.9095	0.9095	0.9104
S1	0.9058	0.9058	0.9116	0.9077
S2	0.8991	0.8991	0.9107
S3	0.8887	0.8954	0.9097
S4	0.8783	0.8850	0.9069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9131	0.9027	0.0104	1.1%	0.0038	0.4%	95%	True	False	77,708
10	0.9200	0.9027	0.0173	1.9%	0.0044	0.5%	57%	False	False	90,164
20	0.9200	0.9027	0.0173	1.9%	0.0047	0.5%	57%	False	False	92,544
40	0.9200	0.8961	0.0240	2.6%	0.0047	0.5%	69%	False	False	93,017
60	0.9220	0.8961	0.0259	2.8%	0.0046	0.5%	64%	False	False	74,536
80	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	46%	False	False	55,932
100	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	46%	False	False	44,752

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9452
2.618	0.9329
1.618	0.9253
1.000	0.9207
0.618	0.9178
HIGH	0.9131
0.618	0.9102
0.500	0.9093
0.382	0.9084
LOW	0.9056
0.618	0.9009
1.000	0.8980
1.618	0.8933
2.618	0.8858
4.250	0.8735

Fisher Pivots for day following 13-Aug-2021
Pivot	1 day	3 day
R1	0.9115	0.9110
PP	0.9104	0.9095
S1	0.9093	0.9079

Download as Excel Spreadsheet

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

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