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

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 10 trading days

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

Download as Excel Spreadsheet

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

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