CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9111 |
0.9120 |
0.0009 |
0.1% |
0.9125 |
| High |
0.9121 |
0.9141 |
0.0020 |
0.2% |
0.9167 |
| Low |
0.9080 |
0.9102 |
0.0022 |
0.2% |
0.9074 |
| Close |
0.9119 |
0.9118 |
-0.0001 |
0.0% |
0.9109 |
| Range |
0.0041 |
0.0040 |
-0.0002 |
-3.7% |
0.0093 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
75,866 |
77,262 |
1,396 |
1.8% |
472,952 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9239 |
0.9218 |
0.9140 |
|
| R3 |
0.9199 |
0.9178 |
0.9129 |
|
| R2 |
0.9160 |
0.9160 |
0.9125 |
|
| R1 |
0.9139 |
0.9139 |
0.9122 |
0.9130 |
| PP |
0.9120 |
0.9120 |
0.9120 |
0.9116 |
| S1 |
0.9099 |
0.9099 |
0.9114 |
0.9090 |
| S2 |
0.9081 |
0.9081 |
0.9111 |
|
| S3 |
0.9041 |
0.9060 |
0.9107 |
|
| S4 |
0.9002 |
0.9020 |
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 |
0.9141 |
0.9074 |
0.0068 |
0.7% |
0.0044 |
0.5% |
66% |
True |
False |
85,016 |
| 10 |
0.9167 |
0.9027 |
0.0140 |
1.5% |
0.0045 |
0.5% |
65% |
False |
False |
87,202 |
| 20 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0044 |
0.5% |
53% |
False |
False |
89,815 |
| 40 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0047 |
0.5% |
66% |
False |
False |
93,218 |
| 60 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0047 |
0.5% |
66% |
False |
False |
84,914 |
| 80 |
0.9239 |
0.8961 |
0.0278 |
3.1% |
0.0047 |
0.5% |
57% |
False |
False |
63,739 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
44% |
False |
False |
51,012 |
| 120 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
44% |
False |
False |
42,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9309 |
|
2.618 |
0.9244 |
|
1.618 |
0.9205 |
|
1.000 |
0.9181 |
|
0.618 |
0.9165 |
|
HIGH |
0.9141 |
|
0.618 |
0.9126 |
|
0.500 |
0.9121 |
|
0.382 |
0.9117 |
|
LOW |
0.9102 |
|
0.618 |
0.9077 |
|
1.000 |
0.9062 |
|
1.618 |
0.9038 |
|
2.618 |
0.8998 |
|
4.250 |
0.8934 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9121 |
0.9116 |
| PP |
0.9120 |
0.9113 |
| S1 |
0.9119 |
0.9111 |
|