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 |
|
|
|
| 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 |
|