CME Japanese Yen Future September 2021


Trading Metrics calculated at close of trading on 19-Aug-2021
Day Change Summary
Previous Current
18-Aug-2021 19-Aug-2021 Change Change % Previous Week
Open 0.9127 0.9108 -0.0020 -0.2% 0.9070
High 0.9136 0.9135 -0.0001 0.0% 0.9131
Low 0.9087 0.9074 -0.0013 -0.1% 0.9027
Close 0.9102 0.9110 0.0008 0.1% 0.9126
Range 0.0049 0.0062 0.0013 25.5% 0.0104
ATR 0.0047 0.0048 0.0001 2.3% 0.0000
Volume 89,924 108,444 18,520 20.6% 388,542
Daily Pivots for day following 19-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.9291 0.9262 0.9143
R3 0.9229 0.9200 0.9126
R2 0.9168 0.9168 0.9121
R1 0.9139 0.9139 0.9115 0.9153
PP 0.9106 0.9106 0.9106 0.9113
S1 0.9077 0.9077 0.9104 0.9092
S2 0.9045 0.9045 0.9098
S3 0.8983 0.9016 0.9093
S4 0.8922 0.8954 0.9076
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 0.9056 0.0111 1.2% 0.0057 0.6% 49% False False 98,542
10 0.9167 0.9027 0.0140 1.5% 0.0045 0.5% 59% False False 89,645
20 0.9200 0.9027 0.0173 1.9% 0.0046 0.5% 48% False False 91,250
40 0.9200 0.8961 0.0240 2.6% 0.0048 0.5% 62% False False 92,953
60 0.9206 0.8961 0.0245 2.7% 0.0047 0.5% 61% False False 81,178
80 0.9239 0.8961 0.0278 3.1% 0.0047 0.5% 54% False False 60,920
100 0.9317 0.8961 0.0356 3.9% 0.0048 0.5% 42% False False 48,746
120 0.9390 0.8961 0.0429 4.7% 0.0046 0.5% 35% False False 40,624
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9396
2.618 0.9296
1.618 0.9235
1.000 0.9197
0.618 0.9173
HIGH 0.9135
0.618 0.9112
0.500 0.9104
0.382 0.9097
LOW 0.9074
0.618 0.9035
1.000 0.9012
1.618 0.8974
2.618 0.8912
4.250 0.8812
Fisher Pivots for day following 19-Aug-2021
Pivot 1 day 3 day
R1 0.9108 0.9120
PP 0.9106 0.9116
S1 0.9104 0.9113

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

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