CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 01-Sep-2021

Day Change Summary
	Previous	Current
	31-Aug-2021	01-Sep-2021	Change	Change %	Previous Week
Open	0.9099	0.9094	-0.0005	-0.1%	0.9111
High	0.9127	0.9102	-0.0025	-0.3%	0.9141
Low	0.9085	0.9057	-0.0029	-0.3%	0.9066
Close	0.9092	0.9097	0.0005	0.1%	0.9106
Range	0.0042	0.0046	0.0004	9.6%	0.0076
ATR	0.0042	0.0042	0.0000	0.6%	0.0000
Volume	113,469	115,909	2,440	2.2%	413,809

Daily Pivots for day following 01-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9222	0.9205	0.9122
R3	0.9176	0.9159	0.9110
R2	0.9131	0.9131	0.9105
R1	0.9114	0.9114	0.9101	0.9122
PP	0.9085	0.9085	0.9085	0.9089
S1	0.9068	0.9068	0.9093	0.9077
S2	0.9040	0.9040	0.9089
S3	0.8994	0.9023	0.9084
S4	0.8949	0.8977	0.9072

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	0.9057	0.0070	0.8%	0.0036	0.4%	58%	False	True	90,720
10	0.9141	0.9057	0.0085	0.9%	0.0039	0.4%	48%	False	True	87,316
20	0.9167	0.9027	0.0140	1.5%	0.0041	0.4%	50%	False	False	86,901
40	0.9200	0.9027	0.0173	1.9%	0.0046	0.5%	40%	False	False	91,831
60	0.9200	0.8961	0.0240	2.6%	0.0045	0.5%	57%	False	False	92,475
80	0.9239	0.8961	0.0278	3.1%	0.0046	0.5%	49%	False	False	70,461
100	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	38%	False	False	56,391
120	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	38%	False	False	46,996

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

Fibonacci Retracements and Extensions
4.250	0.9295
2.618	0.9221
1.618	0.9176
1.000	0.9148
0.618	0.9130
HIGH	0.9102
0.618	0.9085
0.500	0.9079
0.382	0.9074
LOW	0.9057
0.618	0.9028
1.000	0.9011
1.618	0.8983
2.618	0.8937
4.250	0.8863

Fisher Pivots for day following 01-Sep-2021
Pivot	1 day	3 day
R1	0.9091	0.9095
PP	0.9085	0.9093
S1	0.9079	0.9092

Download as Excel Spreadsheet

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

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