CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 30-Aug-2021

Day Change Summary
	Previous	Current
	27-Aug-2021	30-Aug-2021	Change	Change %	Previous Week
Open	0.9087	0.9105	0.0019	0.2%	0.9111
High	0.9111	0.9117	0.0006	0.1%	0.9141
Low	0.9066	0.9095	0.0030	0.3%	0.9066
Close	0.9106	0.9101	-0.0005	-0.1%	0.9106
Range	0.0046	0.0022	-0.0024	-52.7%	0.0076
ATR	0.0044	0.0042	-0.0002	-3.6%	0.0000
Volume	94,504	47,945	-46,559	-49.3%	413,809

Daily Pivots for day following 30-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9169	0.9156	0.9113
R3	0.9147	0.9135	0.9107
R2	0.9126	0.9126	0.9105
R1	0.9113	0.9113	0.9103	0.9109
PP	0.9104	0.9104	0.9104	0.9102
S1	0.9092	0.9092	0.9099	0.9087
S2	0.9083	0.9083	0.9097
S3	0.9061	0.9070	0.9095
S4	0.9040	0.9049	0.9089

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%	0.0034	0.4%	47%	False	False	77,177
10	0.9166	0.9066	0.0101	1.1%	0.0039	0.4%	35%	False	False	83,547
20	0.9200	0.9027	0.0173	1.9%	0.0042	0.5%	43%	False	False	86,700
40	0.9200	0.8999	0.0201	2.2%	0.0046	0.5%	51%	False	False	91,482
60	0.9200	0.8961	0.0240	2.6%	0.0045	0.5%	59%	False	False	89,759
80	0.9239	0.8961	0.0278	3.1%	0.0046	0.5%	50%	False	False	67,596
100	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	39%	False	False	54,097
120	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	39%	False	False	45,084

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9208
2.618	0.9173
1.618	0.9151
1.000	0.9138
0.618	0.9130
HIGH	0.9117
0.618	0.9108
0.500	0.9106
0.382	0.9103
LOW	0.9095
0.618	0.9082
1.000	0.9074
1.618	0.9060
2.618	0.9039
4.250	0.9004

Fisher Pivots for day following 30-Aug-2021
Pivot	1 day	3 day
R1	0.9106	0.9098
PP	0.9104	0.9094
S1	0.9103	0.9091

Download as Excel Spreadsheet

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

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