CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary
Previous Current
10-Aug-2021 11-Aug-2021 Change Change % Previous Week
Open 0.9072 0.9054 -0.0019 -0.2% 0.9124
High 0.9072 0.9074 0.0002 0.0% 0.9206
Low 0.9050 0.9034 -0.0016 -0.2% 0.9071
Close 0.9052 0.9062 0.0010 0.1% 0.9082
Range 0.0022 0.0040 0.0018 79.5% 0.0136
ATR 0.0044 0.0044 0.0000 -0.8% 0.0000
Volume 85 97 12 14.1% 542
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.9175 0.9158 0.9084
R3 0.9136 0.9119 0.9073
R2 0.9096 0.9096 0.9069
R1 0.9079 0.9079 0.9066 0.9088
PP 0.9057 0.9057 0.9057 0.9061
S1 0.9040 0.9040 0.9058 0.9048
S2 0.9017 0.9017 0.9055
S3 0.8978 0.9000 0.9051
S4 0.8938 0.8961 0.9040
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.9526 0.9439 0.9156
R3 0.9390 0.9304 0.9119
R2 0.9255 0.9255 0.9106
R1 0.9168 0.9168 0.9094 0.9144
PP 0.9119 0.9119 0.9119 0.9107
S1 0.9033 0.9033 0.9069 0.9008
S2 0.8984 0.8984 0.9057
S3 0.8848 0.8897 0.9044
S4 0.8713 0.8762 0.9007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9149 0.9034 0.0115 1.3% 0.0034 0.4% 24% False True 71
10 0.9206 0.9034 0.0172 1.9% 0.0041 0.5% 16% False True 88
20 0.9206 0.9034 0.0172 1.9% 0.0044 0.5% 16% False True 72
40 0.9206 0.8969 0.0238 2.6% 0.0045 0.5% 39% False False 59
60 0.9226 0.8969 0.0257 2.8% 0.0041 0.5% 36% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9241
2.618 0.9177
1.618 0.9137
1.000 0.9113
0.618 0.9098
HIGH 0.9074
0.618 0.9058
0.500 0.9054
0.382 0.9049
LOW 0.9034
0.618 0.9010
1.000 0.8995
1.618 0.8970
2.618 0.8931
4.250 0.8866
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 0.9059 0.9066
PP 0.9057 0.9064
S1 0.9054 0.9063

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

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