CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 27-Jul-2021
Day Change Summary
Previous Current
26-Jul-2021 27-Jul-2021 Change Change % Previous Week
Open 0.9080 0.9090 0.0010 0.1% 0.9099
High 0.9092 0.9136 0.0044 0.5% 0.9179
Low 0.9054 0.9070 0.0016 0.2% 0.9055
Close 0.9070 0.9125 0.0055 0.6% 0.9055
Range 0.0038 0.0066 0.0029 76.0% 0.0124
ATR 0.0045 0.0047 0.0001 3.3% 0.0000
Volume 49 35 -14 -28.6% 321
Daily Pivots for day following 27-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.9308 0.9282 0.9161
R3 0.9242 0.9216 0.9143
R2 0.9176 0.9176 0.9137
R1 0.9150 0.9150 0.9131 0.9163
PP 0.9110 0.9110 0.9110 0.9116
S1 0.9084 0.9084 0.9118 0.9097
S2 0.9044 0.9044 0.9112
S3 0.8978 0.9018 0.9106
S4 0.8912 0.8952 0.9088
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.9468 0.9386 0.9123
R3 0.9344 0.9262 0.9089
R2 0.9220 0.9220 0.9078
R1 0.9138 0.9138 0.9066 0.9117
PP 0.9096 0.9096 0.9096 0.9086
S1 0.9014 0.9014 0.9044 0.8993
S2 0.8972 0.8972 0.9032
S3 0.8848 0.8890 0.9021
S4 0.8724 0.8766 0.8987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9136 0.9054 0.0082 0.9% 0.0043 0.5% 87% True False 27
10 0.9179 0.9046 0.0133 1.5% 0.0049 0.5% 59% False False 48
20 0.9179 0.8969 0.0210 2.3% 0.0047 0.5% 74% False False 56
40 0.9179 0.8969 0.0210 2.3% 0.0042 0.5% 74% False False 37
60 0.9246 0.8969 0.0277 3.0% 0.0040 0.4% 56% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9416
2.618 0.9308
1.618 0.9242
1.000 0.9202
0.618 0.9176
HIGH 0.9136
0.618 0.9110
0.500 0.9103
0.382 0.9095
LOW 0.9070
0.618 0.9029
1.000 0.9004
1.618 0.8963
2.618 0.8897
4.250 0.8789
Fisher Pivots for day following 27-Jul-2021
Pivot 1 day 3 day
R1 0.9117 0.9115
PP 0.9110 0.9105
S1 0.9103 0.9095

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

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