CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 20-Aug-2021

Day Change Summary
	Previous	Current
	19-Aug-2021	20-Aug-2021	Change	Change %	Previous Week
Open	0.9108	0.9113	0.0006	0.1%	0.9125
High	0.9135	0.9129	-0.0007	-0.1%	0.9167
Low	0.9074	0.9102	0.0029	0.3%	0.9074
Close	0.9110	0.9109	-0.0001	0.0%	0.9109
Range	0.0062	0.0027	-0.0035	-56.9%	0.0093
ATR	0.0048	0.0046	-0.0002	-3.2%	0.0000
Volume	108,444	73,585	-34,859	-32.1%	472,952

Daily Pivots for day following 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9193	0.9177	0.9123
R3	0.9166	0.9151	0.9116
R2	0.9140	0.9140	0.9113
R1	0.9124	0.9124	0.9111	0.9119
PP	0.9113	0.9113	0.9113	0.9110
S1	0.9098	0.9098	0.9106	0.9092
S2	0.9087	0.9087	0.9104
S3	0.9060	0.9071	0.9101
S4	0.9034	0.9045	0.9094

Weekly Pivots for week ending 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9395	0.9345	0.9160
R3	0.9302	0.9252	0.9134
R2	0.9209	0.9209	0.9126
R1	0.9159	0.9159	0.9117	0.9138
PP	0.9116	0.9116	0.9116	0.9106
S1	0.9066	0.9066	0.9100	0.9045
S2	0.9023	0.9023	0.9091
S3	0.8930	0.8973	0.9083
S4	0.8837	0.8880	0.9057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9167	0.9074	0.0093	1.0%	0.0047	0.5%	38%	False	False	94,590
10	0.9167	0.9027	0.0140	1.5%	0.0042	0.5%	58%	False	False	86,149
20	0.9200	0.9027	0.0173	1.9%	0.0046	0.5%	47%	False	False	90,879
40	0.9200	0.8961	0.0240	2.6%	0.0047	0.5%	62%	False	False	93,261
60	0.9200	0.8961	0.0240	2.6%	0.0047	0.5%	62%	False	False	82,396
80	0.9239	0.8961	0.0278	3.1%	0.0047	0.5%	53%	False	False	61,839
100	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	42%	False	False	49,481
120	0.9389	0.8961	0.0428	4.7%	0.0046	0.5%	35%	False	False	41,237

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9241
2.618	0.9198
1.618	0.9171
1.000	0.9155
0.618	0.9145
HIGH	0.9129
0.618	0.9118
0.500	0.9115
0.382	0.9112
LOW	0.9102
0.618	0.9086
1.000	0.9076
1.618	0.9059
2.618	0.9033
4.250	0.8989

Fisher Pivots for day following 20-Aug-2021
Pivot	1 day	3 day
R1	0.9115	0.9107
PP	0.9113	0.9106
S1	0.9111	0.9105

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols