CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 03-Sep-2021

Day Change Summary
	Previous	Current
	02-Sep-2021	03-Sep-2021	Change	Change %	Previous Week
Open	0.9091	0.9096	0.0006	0.1%	0.9105
High	0.9099	0.9130	0.0032	0.3%	0.9130
Low	0.9082	0.9086	0.0004	0.0%	0.9057
Close	0.9094	0.9122	0.0028	0.3%	0.9122
Range	0.0017	0.0045	0.0028	161.8%	0.0074
ATR	0.0040	0.0041	0.0000	0.7%	0.0000
Volume	64,509	124,350	59,841	92.8%	466,182

Daily Pivots for day following 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9246	0.9229	0.9146
R3	0.9202	0.9184	0.9134
R2	0.9157	0.9157	0.9130
R1	0.9140	0.9140	0.9126	0.9148
PP	0.9113	0.9113	0.9113	0.9117
S1	0.9095	0.9095	0.9118	0.9104
S2	0.9068	0.9068	0.9114
S3	0.9024	0.9051	0.9110
S4	0.8979	0.9006	0.9098

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9323	0.9296	0.9162
R3	0.9250	0.9223	0.9142
R2	0.9176	0.9176	0.9135
R1	0.9149	0.9149	0.9129	0.9163
PP	0.9103	0.9103	0.9103	0.9110
S1	0.9076	0.9076	0.9115	0.9089
S2	0.9029	0.9029	0.9109
S3	0.8956	0.9002	0.9102
S4	0.8882	0.8929	0.9082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9130	0.9057	0.0074	0.8%	0.0034	0.4%	89%	True	False	93,236
10	0.9141	0.9057	0.0085	0.9%	0.0036	0.4%	78%	False	False	87,999
20	0.9167	0.9027	0.0140	1.5%	0.0039	0.4%	68%	False	False	87,074
40	0.9200	0.9027	0.0173	1.9%	0.0044	0.5%	55%	False	False	90,189
60	0.9200	0.8961	0.0240	2.6%	0.0045	0.5%	67%	False	False	92,881
80	0.9220	0.8961	0.0259	2.8%	0.0045	0.5%	62%	False	False	72,819
100	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	45%	False	False	58,279
120	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	45%	False	False	48,569

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9319
2.618	0.9247
1.618	0.9202
1.000	0.9175
0.618	0.9158
HIGH	0.9130
0.618	0.9113
0.500	0.9108
0.382	0.9102
LOW	0.9086
0.618	0.9058
1.000	0.9041
1.618	0.9013
2.618	0.8969
4.250	0.8896

Fisher Pivots for day following 03-Sep-2021
Pivot	1 day	3 day
R1	0.9117	0.9112
PP	0.9113	0.9103
S1	0.9108	0.9093

Download as Excel Spreadsheet

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

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