CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 09-Sep-2021

Day Change Summary
	Previous	Current
	08-Sep-2021	09-Sep-2021	Change	Change %	Previous Week
Open	0.9069	0.9069	0.0000	0.0%	0.9105
High	0.9079	0.9123	0.0044	0.5%	0.9130
Low	0.9054	0.9069	0.0015	0.2%	0.9057
Close	0.9073	0.9117	0.0044	0.5%	0.9122
Range	0.0025	0.0055	0.0030	118.0%	0.0074
ATR	0.0041	0.0042	0.0001	2.4%	0.0000
Volume	173,515	174,045	530	0.3%	466,182

Daily Pivots for day following 09-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9266	0.9246	0.9146
R3	0.9212	0.9191	0.9131
R2	0.9157	0.9157	0.9126
R1	0.9137	0.9137	0.9121	0.9147
PP	0.9103	0.9103	0.9103	0.9108
S1	0.9082	0.9082	0.9112	0.9093
S2	0.9048	0.9048	0.9107
S3	0.8994	0.9028	0.9102
S4	0.8939	0.8973	0.9087

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%	0.0039	0.4%	82%	False	False	142,974
10	0.9130	0.9054	0.0076	0.8%	0.0037	0.4%	82%	False	False	116,847
20	0.9167	0.9048	0.0119	1.3%	0.0041	0.5%	58%	False	False	101,679
40	0.9200	0.9027	0.0173	1.9%	0.0044	0.5%	52%	False	False	97,517
60	0.9200	0.8961	0.0240	2.6%	0.0046	0.5%	65%	False	False	97,546
80	0.9220	0.8961	0.0259	2.8%	0.0045	0.5%	60%	False	False	79,392
100	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	44%	False	False	63,536
120	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	44%	False	False	52,952

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9355
2.618	0.9266
1.618	0.9211
1.000	0.9178
0.618	0.9157
HIGH	0.9123
0.618	0.9102
0.500	0.9096
0.382	0.9089
LOW	0.9069
0.618	0.9035
1.000	0.9014
1.618	0.8980
2.618	0.8926
4.250	0.8837

Fisher Pivots for day following 09-Sep-2021
Pivot	1 day	3 day
R1	0.9110	0.9107
PP	0.9103	0.9098
S1	0.9096	0.9089

Download as Excel Spreadsheet

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

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