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

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0010
Narrowest range in 3 trading days

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

Download as Excel Spreadsheet

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

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