CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 27-Aug-2021

Day Change Summary
	Previous	Current
	26-Aug-2021	27-Aug-2021	Change	Change %	Previous Week
Open	0.9091	0.9087	-0.0005	0.0%	0.9111
High	0.9098	0.9111	0.0013	0.1%	0.9141
Low	0.9073	0.9066	-0.0008	-0.1%	0.9066
Close	0.9090	0.9106	0.0016	0.2%	0.9106
Range	0.0025	0.0046	0.0021	82.0%	0.0076
ATR	0.0044	0.0044	0.0000	0.3%	0.0000
Volume	81,776	94,504	12,728	15.6%	413,809

Daily Pivots for day following 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9231	0.9214	0.9131
R3	0.9185	0.9168	0.9119
R2	0.9140	0.9140	0.9114
R1	0.9123	0.9123	0.9110	0.9131
PP	0.9094	0.9094	0.9094	0.9098
S1	0.9077	0.9077	0.9102	0.9086
S2	0.9049	0.9049	0.9098
S3	0.9003	0.9032	0.9093
S4	0.8958	0.8986	0.9081

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9331	0.9294	0.9148
R3	0.9255	0.9218	0.9127
R2	0.9180	0.9180	0.9120
R1	0.9143	0.9143	0.9113	0.9124
PP	0.9104	0.9104	0.9104	0.9095
S1	0.9067	0.9067	0.9099	0.9048
S2	0.9029	0.9029	0.9092
S3	0.8953	0.8992	0.9085
S4	0.8878	0.8916	0.9064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9141	0.9066	0.0076	0.8%	0.0038	0.4%	54%	False	True	82,761
10	0.9167	0.9066	0.0101	1.1%	0.0043	0.5%	40%	False	True	88,676
20	0.9200	0.9027	0.0173	1.9%	0.0044	0.5%	46%	False	False	89,420
40	0.9200	0.8961	0.0240	2.6%	0.0047	0.5%	61%	False	False	92,825
60	0.9200	0.8961	0.0240	2.6%	0.0046	0.5%	61%	False	False	89,070
80	0.9239	0.8961	0.0278	3.1%	0.0046	0.5%	52%	False	False	66,997
100	0.9317	0.8961	0.0356	3.9%	0.0047	0.5%	41%	False	False	53,618
120	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	41%	False	False	44,685

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9304
2.618	0.9230
1.618	0.9185
1.000	0.9157
0.618	0.9139
HIGH	0.9111
0.618	0.9094
0.500	0.9088
0.382	0.9083
LOW	0.9066
0.618	0.9037
1.000	0.9020
1.618	0.8992
2.618	0.8946
4.250	0.8872

Fisher Pivots for day following 27-Aug-2021
Pivot	1 day	3 day
R1	0.9100	0.9102
PP	0.9094	0.9098
S1	0.9088	0.9093

Download as Excel Spreadsheet

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

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