CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 10-Sep-2021

Day Change Summary
	Previous	Current
	09-Sep-2021	10-Sep-2021	Change	Change %	Previous Week
Open	0.9069	0.9113	0.0044	0.5%	0.9109
High	0.9123	0.9116	-0.0007	-0.1%	0.9123
Low	0.9069	0.9092	0.0023	0.3%	0.9054
Close	0.9117	0.9099	-0.0018	-0.2%	0.9099
Range	0.0055	0.0025	-0.0030	-55.0%	0.0069
ATR	0.0042	0.0041	-0.0001	-2.9%	0.0000
Volume	174,045	174,045	0	0.0%	700,057

Daily Pivots for day following 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9176	0.9162	0.9112
R3	0.9151	0.9137	0.9105
R2	0.9127	0.9127	0.9103
R1	0.9113	0.9113	0.9101	0.9107
PP	0.9102	0.9102	0.9102	0.9099
S1	0.9088	0.9088	0.9096	0.9083
S2	0.9078	0.9078	0.9094
S3	0.9053	0.9064	0.9092
S4	0.9029	0.9039	0.9085

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9299	0.9268	0.9136
R3	0.9230	0.9199	0.9117
R2	0.9161	0.9161	0.9111
R1	0.9130	0.9130	0.9105	0.9111
PP	0.9092	0.9092	0.9092	0.9082
S1	0.9061	0.9061	0.9092	0.9042
S2	0.9023	0.9023	0.9086
S3	0.8954	0.8992	0.9080
S4	0.8885	0.8923	0.9061

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%	0.0040	0.4%	59%	False	False	164,881
10	0.9130	0.9054	0.0076	0.8%	0.0037	0.4%	59%	False	False	126,074
20	0.9167	0.9054	0.0113	1.2%	0.0041	0.5%	40%	False	False	107,317
40	0.9200	0.9027	0.0173	1.9%	0.0043	0.5%	41%	False	False	99,670
60	0.9200	0.8961	0.0240	2.6%	0.0045	0.5%	58%	False	False	98,564
80	0.9220	0.8961	0.0259	2.8%	0.0045	0.5%	53%	False	False	81,566
100	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	39%	False	False	65,276
120	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	39%	False	False	54,402

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9220
2.618	0.9180
1.618	0.9156
1.000	0.9141
0.618	0.9131
HIGH	0.9116
0.618	0.9107
0.500	0.9104
0.382	0.9101
LOW	0.9092
0.618	0.9076
1.000	0.9067
1.618	0.9052
2.618	0.9027
4.250	0.8987

Fisher Pivots for day following 10-Sep-2021
Pivot	1 day	3 day
R1	0.9104	0.9095
PP	0.9102	0.9092
S1	0.9100	0.9089

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols