CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 23-Aug-2021

Day Change Summary
	Previous	Current
	20-Aug-2021	23-Aug-2021	Change	Change %	Previous Week
Open	0.9113	0.9111	-0.0003	0.0%	0.9125
High	0.9129	0.9121	-0.0008	-0.1%	0.9167
Low	0.9102	0.9080	-0.0022	-0.2%	0.9074
Close	0.9109	0.9119	0.0010	0.1%	0.9109
Range	0.0027	0.0041	0.0015	54.7%	0.0093
ATR	0.0046	0.0046	0.0000	-0.8%	0.0000
Volume	73,585	75,866	2,281	3.1%	472,952

Daily Pivots for day following 23-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9230	0.9215	0.9141
R3	0.9189	0.9174	0.9130
R2	0.9148	0.9148	0.9126
R1	0.9133	0.9133	0.9122	0.9140
PP	0.9107	0.9107	0.9107	0.9110
S1	0.9092	0.9092	0.9115	0.9099
S2	0.9066	0.9066	0.9111
S3	0.9025	0.9051	0.9107
S4	0.8984	0.9010	0.9096

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	0.9166	0.9074	0.0093	1.0%	0.0045	0.5%	49%	False	False	89,917
10	0.9167	0.9027	0.0140	1.5%	0.0044	0.5%	66%	False	False	87,127
20	0.9200	0.9027	0.0173	1.9%	0.0046	0.5%	53%	False	False	90,807
40	0.9200	0.8961	0.0240	2.6%	0.0047	0.5%	66%	False	False	93,379
60	0.9200	0.8961	0.0240	2.6%	0.0047	0.5%	66%	False	False	83,646
80	0.9239	0.8961	0.0278	3.1%	0.0047	0.5%	57%	False	False	62,787
100	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	44%	False	False	50,240
120	0.9340	0.8961	0.0380	4.2%	0.0046	0.5%	42%	False	False	41,869

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9295
2.618	0.9228
1.618	0.9187
1.000	0.9162
0.618	0.9146
HIGH	0.9121
0.618	0.9105
0.500	0.9101
0.382	0.9096
LOW	0.9080
0.618	0.9055
1.000	0.9039
1.618	0.9014
2.618	0.8973
4.250	0.8906

Fisher Pivots for day following 23-Aug-2021
Pivot	1 day	3 day
R1	0.9113	0.9114
PP	0.9107	0.9109
S1	0.9101	0.9104

Download as Excel Spreadsheet

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

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