CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 02-Aug-2021

Day Change Summary
	Previous	Current
	30-Jul-2021	02-Aug-2021	Change	Change %	Previous Week
Open	0.9147	0.9124	-0.0023	-0.3%	0.9080
High	0.9154	0.9168	0.0015	0.2%	0.9154
Low	0.9115	0.9120	0.0005	0.1%	0.9054
Close	0.9120	0.9163	0.0043	0.5%	0.9120
Range	0.0039	0.0048	0.0010	24.7%	0.0100
ATR	0.0046	0.0046	0.0000	0.3%	0.0000
Volume	44	142	98	222.7%	295

Daily Pivots for day following 02-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9294	0.9277	0.9189
R3	0.9246	0.9229	0.9176
R2	0.9198	0.9198	0.9172
R1	0.9181	0.9181	0.9167	0.9190
PP	0.9150	0.9150	0.9150	0.9155
S1	0.9133	0.9133	0.9159	0.9142
S2	0.9102	0.9102	0.9154
S3	0.9054	0.9085	0.9150
S4	0.9006	0.9037	0.9137

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9408	0.9363	0.9175
R3	0.9308	0.9264	0.9147
R2	0.9209	0.9209	0.9138
R1	0.9164	0.9164	0.9129	0.9187
PP	0.9109	0.9109	0.9109	0.9120
S1	0.9065	0.9065	0.9111	0.9087
S2	0.9010	0.9010	0.9102
S3	0.8910	0.8965	0.9093
S4	0.8811	0.8866	0.9065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9168	0.9070	0.0099	1.1%	0.0046	0.5%	95%	True	False	77
10	0.9168	0.9054	0.0114	1.2%	0.0043	0.5%	96%	True	False	69
20	0.9179	0.9027	0.0152	1.7%	0.0046	0.5%	90%	False	False	69
40	0.9179	0.8969	0.0210	2.3%	0.0043	0.5%	93%	False	False	45
60	0.9246	0.8969	0.0277	3.0%	0.0041	0.4%	70%	False	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9372
2.618	0.9294
1.618	0.9246
1.000	0.9216
0.618	0.9198
HIGH	0.9168
0.618	0.9150
0.500	0.9144
0.382	0.9138
LOW	0.9120
0.618	0.9090
1.000	0.9072
1.618	0.9042
2.618	0.8994
4.250	0.8916

Fisher Pivots for day following 02-Aug-2021
Pivot	1 day	3 day
R1	0.9157	0.9156
PP	0.9150	0.9148
S1	0.9144	0.9141

Download as Excel Spreadsheet

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

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