CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 23-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9117 |
0.9113 |
-0.0004 |
0.0% |
0.9131 |
| High |
0.9135 |
0.9128 |
-0.0008 |
-0.1% |
0.9173 |
| Low |
0.9110 |
0.9087 |
-0.0023 |
-0.2% |
0.9081 |
| Close |
0.9116 |
0.9126 |
0.0010 |
0.1% |
0.9116 |
| Range |
0.0026 |
0.0041 |
0.0015 |
58.8% |
0.0092 |
| ATR |
0.0045 |
0.0044 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
215 |
137 |
-78 |
-36.3% |
1,118 |
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9235 |
0.9221 |
0.9148 |
|
| R3 |
0.9194 |
0.9180 |
0.9137 |
|
| R2 |
0.9154 |
0.9154 |
0.9133 |
|
| R1 |
0.9140 |
0.9140 |
0.9129 |
0.9147 |
| PP |
0.9113 |
0.9113 |
0.9113 |
0.9117 |
| S1 |
0.9099 |
0.9099 |
0.9122 |
0.9106 |
| S2 |
0.9073 |
0.9073 |
0.9118 |
|
| S3 |
0.9032 |
0.9059 |
0.9114 |
|
| S4 |
0.8992 |
0.9018 |
0.9103 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9399 |
0.9349 |
0.9166 |
|
| R3 |
0.9307 |
0.9257 |
0.9141 |
|
| R2 |
0.9215 |
0.9215 |
0.9132 |
|
| R1 |
0.9165 |
0.9165 |
0.9124 |
0.9144 |
| PP |
0.9123 |
0.9123 |
0.9123 |
0.9113 |
| S1 |
0.9073 |
0.9073 |
0.9107 |
0.9052 |
| S2 |
0.9031 |
0.9031 |
0.9099 |
|
| S3 |
0.8939 |
0.8981 |
0.9090 |
|
| S4 |
0.8847 |
0.8889 |
0.9065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9173 |
0.9081 |
0.0092 |
1.0% |
0.0044 |
0.5% |
49% |
False |
False |
200 |
| 10 |
0.9173 |
0.9034 |
0.0139 |
1.5% |
0.0042 |
0.5% |
66% |
False |
False |
164 |
| 20 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0044 |
0.5% |
53% |
False |
False |
123 |
| 40 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0045 |
0.5% |
66% |
False |
False |
88 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
66% |
False |
False |
65 |
| 80 |
0.9246 |
0.8969 |
0.0277 |
3.0% |
0.0041 |
0.4% |
57% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9300 |
|
2.618 |
0.9234 |
|
1.618 |
0.9193 |
|
1.000 |
0.9168 |
|
0.618 |
0.9153 |
|
HIGH |
0.9128 |
|
0.618 |
0.9112 |
|
0.500 |
0.9107 |
|
0.382 |
0.9102 |
|
LOW |
0.9087 |
|
0.618 |
0.9062 |
|
1.000 |
0.9047 |
|
1.618 |
0.9021 |
|
2.618 |
0.8981 |
|
4.250 |
0.8915 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9119 |
0.9121 |
| PP |
0.9113 |
0.9116 |
| S1 |
0.9107 |
0.9112 |
|