CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9121 |
0.9091 |
-0.0030 |
-0.3% |
0.9125 |
| High |
0.9121 |
0.9098 |
-0.0023 |
-0.3% |
0.9167 |
| Low |
0.9082 |
0.9073 |
-0.0009 |
-0.1% |
0.9074 |
| Close |
0.9094 |
0.9090 |
-0.0004 |
0.0% |
0.9109 |
| Range |
0.0040 |
0.0025 |
-0.0015 |
-36.7% |
0.0093 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
84,401 |
81,776 |
-2,625 |
-3.1% |
472,952 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9162 |
0.9151 |
0.9104 |
|
| R3 |
0.9137 |
0.9126 |
0.9097 |
|
| R2 |
0.9112 |
0.9112 |
0.9095 |
|
| R1 |
0.9101 |
0.9101 |
0.9092 |
0.9094 |
| PP |
0.9087 |
0.9087 |
0.9087 |
0.9084 |
| S1 |
0.9076 |
0.9076 |
0.9088 |
0.9069 |
| S2 |
0.9062 |
0.9062 |
0.9085 |
|
| S3 |
0.9037 |
0.9051 |
0.9083 |
|
| S4 |
0.9012 |
0.9026 |
0.9076 |
|
|
| 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 |
0.9073 |
0.0068 |
0.7% |
0.0034 |
0.4% |
25% |
False |
True |
78,578 |
| 10 |
0.9167 |
0.9056 |
0.0111 |
1.2% |
0.0046 |
0.5% |
31% |
False |
False |
88,560 |
| 20 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0043 |
0.5% |
36% |
False |
False |
88,728 |
| 40 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0047 |
0.5% |
54% |
False |
False |
92,968 |
| 60 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0046 |
0.5% |
54% |
False |
False |
87,541 |
| 80 |
0.9239 |
0.8961 |
0.0278 |
3.1% |
0.0046 |
0.5% |
46% |
False |
False |
65,816 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
36% |
False |
False |
52,673 |
| 120 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
36% |
False |
False |
43,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9204 |
|
2.618 |
0.9163 |
|
1.618 |
0.9138 |
|
1.000 |
0.9123 |
|
0.618 |
0.9113 |
|
HIGH |
0.9098 |
|
0.618 |
0.9088 |
|
0.500 |
0.9086 |
|
0.382 |
0.9083 |
|
LOW |
0.9073 |
|
0.618 |
0.9058 |
|
1.000 |
0.9048 |
|
1.618 |
0.9033 |
|
2.618 |
0.9008 |
|
4.250 |
0.8967 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9089 |
0.9107 |
| PP |
0.9087 |
0.9101 |
| S1 |
0.9086 |
0.9096 |
|