CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 24-Aug-2021
Day Change Summary
Previous Current
23-Aug-2021 24-Aug-2021 Change Change % Previous Week
Open 0.9113 0.9125 0.0012 0.1% 0.9131
High 0.9128 0.9147 0.0020 0.2% 0.9173
Low 0.9087 0.9109 0.0022 0.2% 0.9081
Close 0.9126 0.9125 -0.0001 0.0% 0.9116
Range 0.0041 0.0038 -0.0003 -6.2% 0.0092
ATR 0.0044 0.0044 0.0000 -1.0% 0.0000
Volume 137 211 74 54.0% 1,118
Daily Pivots for day following 24-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.9241 0.9221 0.9145
R3 0.9203 0.9183 0.9135
R2 0.9165 0.9165 0.9131
R1 0.9145 0.9145 0.9128 0.9136
PP 0.9127 0.9127 0.9127 0.9122
S1 0.9107 0.9107 0.9121 0.9098
S2 0.9089 0.9089 0.9118
S3 0.9051 0.9069 0.9114
S4 0.9013 0.9031 0.9104
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 0.9147 0.9081 0.0066 0.7% 0.0043 0.5% 66% True False 166
10 0.9173 0.9034 0.0139 1.5% 0.0044 0.5% 65% False False 177
20 0.9206 0.9034 0.0172 1.9% 0.0043 0.5% 53% False False 132
40 0.9206 0.8969 0.0238 2.6% 0.0045 0.5% 66% False False 94
60 0.9206 0.8969 0.0238 2.6% 0.0042 0.5% 66% False False 68
80 0.9246 0.8969 0.0277 3.0% 0.0041 0.4% 56% False False 51
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9309
2.618 0.9246
1.618 0.9208
1.000 0.9185
0.618 0.9170
HIGH 0.9147
0.618 0.9132
0.500 0.9128
0.382 0.9124
LOW 0.9109
0.618 0.9086
1.000 0.9071
1.618 0.9048
2.618 0.9010
4.250 0.8948
Fisher Pivots for day following 24-Aug-2021
Pivot 1 day 3 day
R1 0.9128 0.9122
PP 0.9127 0.9120
S1 0.9126 0.9117

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

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