CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 01-Sep-2021
Day Change Summary
Previous Current
31-Aug-2021 01-Sep-2021 Change Change % Previous Week
Open 0.9105 0.9098 -0.0007 -0.1% 0.9113
High 0.9133 0.9108 -0.0025 -0.3% 0.9147
Low 0.9092 0.9064 -0.0029 -0.3% 0.9077
Close 0.9099 0.9104 0.0005 0.1% 0.9113
Range 0.0041 0.0044 0.0004 8.6% 0.0070
ATR 0.0041 0.0041 0.0000 0.6% 0.0000
Volume 1,906 1,309 -597 -31.3% 1,277
Daily Pivots for day following 01-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9224 0.9208 0.9128
R3 0.9180 0.9164 0.9116
R2 0.9136 0.9136 0.9112
R1 0.9120 0.9120 0.9108 0.9128
PP 0.9092 0.9092 0.9092 0.9096
S1 0.9076 0.9076 0.9099 0.9084
S2 0.9048 0.9048 0.9095
S3 0.9004 0.9032 0.9091
S4 0.8960 0.8988 0.9079
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.9322 0.9288 0.9152
R3 0.9252 0.9218 0.9132
R2 0.9182 0.9182 0.9126
R1 0.9148 0.9148 0.9119 0.9148
PP 0.9112 0.9112 0.9112 0.9113
S1 0.9078 0.9078 0.9107 0.9078
S2 0.9042 0.9042 0.9100
S3 0.8972 0.9008 0.9094
S4 0.8902 0.8938 0.9075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9133 0.9064 0.0069 0.8% 0.0034 0.4% 58% False True 891
10 0.9147 0.9064 0.0084 0.9% 0.0037 0.4% 48% False True 532
20 0.9173 0.9034 0.0139 1.5% 0.0039 0.4% 50% False False 336
40 0.9206 0.9034 0.0172 1.9% 0.0044 0.5% 40% False False 205
60 0.9206 0.8969 0.0238 2.6% 0.0043 0.5% 57% False False 146
80 0.9246 0.8969 0.0277 3.0% 0.0040 0.4% 49% False False 110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9295
2.618 0.9223
1.618 0.9179
1.000 0.9152
0.618 0.9135
HIGH 0.9108
0.618 0.9091
0.500 0.9086
0.382 0.9080
LOW 0.9064
0.618 0.9036
1.000 0.9020
1.618 0.8992
2.618 0.8948
4.250 0.8877
Fisher Pivots for day following 01-Sep-2021
Pivot 1 day 3 day
R1 0.9098 0.9102
PP 0.9092 0.9100
S1 0.9086 0.9098

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

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