CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 18-Aug-2021

Day Change Summary
	Previous	Current
	17-Aug-2021	18-Aug-2021	Change	Change %	Previous Week
Open	0.9155	0.9127	-0.0028	-0.3%	0.9070
High	0.9166	0.9136	-0.0031	-0.3%	0.9131
Low	0.9121	0.9087	-0.0035	-0.4%	0.9027
Close	0.9129	0.9102	-0.0027	-0.3%	0.9126
Range	0.0045	0.0049	0.0004	8.9%	0.0104
ATR	0.0046	0.0047	0.0000	0.4%	0.0000
Volume	101,767	89,924	-11,843	-11.6%	388,542

Daily Pivots for day following 18-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9255	0.9228	0.9129
R3	0.9206	0.9179	0.9115
R2	0.9157	0.9157	0.9111
R1	0.9130	0.9130	0.9106	0.9119
PP	0.9108	0.9108	0.9108	0.9103
S1	0.9081	0.9081	0.9098	0.9070
S2	0.9059	0.9059	0.9093
S3	0.9010	0.9032	0.9089
S4	0.8961	0.8983	0.9075

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	0.9167	0.9048	0.0119	1.3%	0.0048	0.5%	46%	False	False	89,110
10	0.9167	0.9027	0.0140	1.5%	0.0042	0.5%	54%	False	False	86,486
20	0.9200	0.9027	0.0173	1.9%	0.0045	0.5%	43%	False	False	89,454
40	0.9200	0.8961	0.0240	2.6%	0.0047	0.5%	59%	False	False	92,497
60	0.9220	0.8961	0.0259	2.8%	0.0047	0.5%	55%	False	False	79,374
80	0.9263	0.8961	0.0303	3.3%	0.0047	0.5%	47%	False	False	59,565
100	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	40%	False	False	47,661
120	0.9420	0.8961	0.0460	5.0%	0.0046	0.5%	31%	False	False	39,720

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9344
2.618	0.9264
1.618	0.9215
1.000	0.9185
0.618	0.9166
HIGH	0.9136
0.618	0.9117
0.500	0.9111
0.382	0.9105
LOW	0.9087
0.618	0.9056
1.000	0.9038
1.618	0.9007
2.618	0.8958
4.250	0.8878

Fisher Pivots for day following 18-Aug-2021
Pivot	1 day	3 day
R1	0.9111	0.9127
PP	0.9108	0.9118
S1	0.9105	0.9110

Download as Excel Spreadsheet

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

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