CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 07-Sep-2021

Day Change Summary
	Previous	Current
	03-Sep-2021	07-Sep-2021	Change	Change %	Previous Week
Open	0.9096	0.9109	0.0013	0.1%	0.9105
High	0.9130	0.9118	-0.0013	-0.1%	0.9130
Low	0.9086	0.9065	-0.0021	-0.2%	0.9057
Close	0.9122	0.9068	-0.0055	-0.6%	0.9122
Range	0.0045	0.0053	0.0009	19.1%	0.0074
ATR	0.0041	0.0042	0.0001	2.9%	0.0000
Volume	124,350	178,452	54,102	43.5%	466,182

Daily Pivots for day following 07-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9242	0.9208	0.9097
R3	0.9189	0.9155	0.9082
R2	0.9136	0.9136	0.9077
R1	0.9102	0.9102	0.9072	0.9093
PP	0.9083	0.9083	0.9083	0.9079
S1	0.9049	0.9049	0.9063	0.9040
S2	0.9030	0.9030	0.9058
S3	0.8977	0.8996	0.9053
S4	0.8924	0.8943	0.9038

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%	0.0040	0.4%	15%	False	False	119,337
10	0.9141	0.9057	0.0085	0.9%	0.0037	0.4%	13%	False	False	98,257
20	0.9167	0.9027	0.0140	1.5%	0.0041	0.4%	29%	False	False	92,692
40	0.9200	0.9027	0.0173	1.9%	0.0044	0.5%	23%	False	False	92,901
60	0.9200	0.8961	0.0240	2.6%	0.0045	0.5%	45%	False	False	94,164
80	0.9220	0.8961	0.0259	2.9%	0.0045	0.5%	41%	False	False	75,049
100	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	30%	False	False	60,062
120	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	30%	False	False	50,056

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9343
2.618	0.9256
1.618	0.9203
1.000	0.9171
0.618	0.9150
HIGH	0.9118
0.618	0.9097
0.500	0.9091
0.382	0.9085
LOW	0.9065
0.618	0.9032
1.000	0.9012
1.618	0.8979
2.618	0.8926
4.250	0.8839

Fisher Pivots for day following 07-Sep-2021
Pivot	1 day	3 day
R1	0.9091	0.9097
PP	0.9083	0.9087
S1	0.9075	0.9077

Download as Excel Spreadsheet

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

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