CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 08-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2021 |
08-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9109 |
0.9069 |
-0.0041 |
-0.4% |
0.9105 |
| High |
0.9118 |
0.9079 |
-0.0039 |
-0.4% |
0.9130 |
| Low |
0.9065 |
0.9054 |
-0.0011 |
-0.1% |
0.9057 |
| Close |
0.9068 |
0.9073 |
0.0005 |
0.1% |
0.9122 |
| Range |
0.0053 |
0.0025 |
-0.0028 |
-52.8% |
0.0074 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
178,452 |
173,515 |
-4,937 |
-2.8% |
466,182 |
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9144 |
0.9133 |
0.9086 |
|
| R3 |
0.9119 |
0.9108 |
0.9079 |
|
| R2 |
0.9094 |
0.9094 |
0.9077 |
|
| R1 |
0.9083 |
0.9083 |
0.9075 |
0.9088 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9071 |
| S1 |
0.9058 |
0.9058 |
0.9070 |
0.9063 |
| S2 |
0.9044 |
0.9044 |
0.9068 |
|
| S3 |
0.9019 |
0.9033 |
0.9066 |
|
| S4 |
0.8994 |
0.9008 |
0.9059 |
|
|
| 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 |
0.9054 |
0.0076 |
0.8% |
0.0037 |
0.4% |
24% |
False |
True |
131,347 |
| 10 |
0.9130 |
0.9054 |
0.0076 |
0.8% |
0.0036 |
0.4% |
24% |
False |
True |
107,883 |
| 20 |
0.9167 |
0.9027 |
0.0140 |
1.5% |
0.0040 |
0.4% |
33% |
False |
False |
97,542 |
| 40 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0044 |
0.5% |
26% |
False |
False |
95,155 |
| 60 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0045 |
0.5% |
47% |
False |
False |
95,743 |
| 80 |
0.9220 |
0.8961 |
0.0259 |
2.9% |
0.0045 |
0.5% |
43% |
False |
False |
77,217 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
31% |
False |
False |
61,797 |
| 120 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
31% |
False |
False |
51,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9185 |
|
2.618 |
0.9144 |
|
1.618 |
0.9119 |
|
1.000 |
0.9104 |
|
0.618 |
0.9094 |
|
HIGH |
0.9079 |
|
0.618 |
0.9069 |
|
0.500 |
0.9067 |
|
0.382 |
0.9064 |
|
LOW |
0.9054 |
|
0.618 |
0.9039 |
|
1.000 |
0.9029 |
|
1.618 |
0.9014 |
|
2.618 |
0.8989 |
|
4.250 |
0.8948 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9071 |
0.9092 |
| PP |
0.9069 |
0.9086 |
| S1 |
0.9067 |
0.9079 |
|