CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 31-Aug-2021

Day Change Summary
	Previous	Current
	30-Aug-2021	31-Aug-2021	Change	Change %	Previous Week
Open	0.9105	0.9099	-0.0007	-0.1%	0.9111
High	0.9117	0.9127	0.0010	0.1%	0.9141
Low	0.9095	0.9085	-0.0010	-0.1%	0.9066
Close	0.9101	0.9092	-0.0009	-0.1%	0.9106
Range	0.0022	0.0042	0.0020	93.0%	0.0076
ATR	0.0042	0.0042	0.0000	-0.1%	0.0000
Volume	47,945	113,469	65,524	136.7%	413,809

Daily Pivots for day following 31-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9226	0.9200	0.9115
R3	0.9184	0.9159	0.9103
R2	0.9143	0.9143	0.9100
R1	0.9117	0.9117	0.9096	0.9109
PP	0.9101	0.9101	0.9101	0.9097
S1	0.9076	0.9076	0.9088	0.9068
S2	0.9060	0.9060	0.9084
S3	0.9018	0.9034	0.9081
S4	0.8977	0.8993	0.9069

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	0.9127	0.9066	0.0061	0.7%	0.0035	0.4%	43%	True	False	84,419
10	0.9141	0.9066	0.0076	0.8%	0.0039	0.4%	35%	False	False	84,717
20	0.9200	0.9027	0.0173	1.9%	0.0042	0.5%	38%	False	False	88,007
40	0.9200	0.9027	0.0173	1.9%	0.0045	0.5%	38%	False	False	91,151
60	0.9200	0.8961	0.0240	2.6%	0.0045	0.5%	55%	False	False	91,312
80	0.9239	0.8961	0.0278	3.1%	0.0046	0.5%	47%	False	False	69,013
100	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	37%	False	False	55,232
120	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	37%	False	False	46,030

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9303
2.618	0.9235
1.618	0.9194
1.000	0.9168
0.618	0.9152
HIGH	0.9127
0.618	0.9111
0.500	0.9106
0.382	0.9101
LOW	0.9085
0.618	0.9059
1.000	0.9044
1.618	0.9018
2.618	0.8976
4.250	0.8909

Fisher Pivots for day following 31-Aug-2021
Pivot	1 day	3 day
R1	0.9106	0.9096
PP	0.9101	0.9095
S1	0.9097	0.9093

Download as Excel Spreadsheet

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

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