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 |
|
|
|
| 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 |
|