CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 12-Aug-2021
Day Change Summary
Previous Current
11-Aug-2021 12-Aug-2021 Change Change % Previous Week
Open 0.9054 0.9071 0.0017 0.2% 0.9124
High 0.9074 0.9073 -0.0001 0.0% 0.9206
Low 0.9034 0.9055 0.0021 0.2% 0.9071
Close 0.9062 0.9062 -0.0001 0.0% 0.9082
Range 0.0040 0.0018 -0.0022 -55.7% 0.0136
ATR 0.0044 0.0042 -0.0002 -4.3% 0.0000
Volume 97 44 -53 -54.6% 542
Daily Pivots for day following 12-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.9116 0.9106 0.9071
R3 0.9098 0.9089 0.9066
R2 0.9081 0.9081 0.9065
R1 0.9071 0.9071 0.9063 0.9067
PP 0.9063 0.9063 0.9063 0.9061
S1 0.9054 0.9054 0.9060 0.9050
S2 0.9046 0.9046 0.9058
S3 0.9028 0.9036 0.9057
S4 0.9011 0.9019 0.9052
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 0.9124 0.9034 0.0090 1.0% 0.0032 0.3% 31% False False 66
10 0.9206 0.9034 0.0172 1.9% 0.0039 0.4% 16% False False 84
20 0.9206 0.9034 0.0172 1.9% 0.0043 0.5% 16% False False 73
40 0.9206 0.8969 0.0238 2.6% 0.0043 0.5% 39% False False 60
60 0.9226 0.8969 0.0257 2.8% 0.0041 0.5% 36% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 0.9147
2.618 0.9118
1.618 0.9101
1.000 0.9090
0.618 0.9083
HIGH 0.9073
0.618 0.9066
0.500 0.9064
0.382 0.9062
LOW 0.9055
0.618 0.9044
1.000 0.9038
1.618 0.9027
2.618 0.9009
4.250 0.8981
Fisher Pivots for day following 12-Aug-2021
Pivot 1 day 3 day
R1 0.9064 0.9059
PP 0.9063 0.9056
S1 0.9062 0.9054

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

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