CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 16-Sep-2021
Day Change Summary
Previous Current
15-Sep-2021 16-Sep-2021 Change Change % Previous Week
Open 0.9123 0.9150 0.0028 0.3% 0.9118
High 0.9172 0.9163 -0.0009 -0.1% 0.9129
Low 0.9119 0.9111 -0.0008 -0.1% 0.9061
Close 0.9147 0.9122 -0.0026 -0.3% 0.9105
Range 0.0053 0.0052 -0.0002 -2.8% 0.0069
ATR 0.0041 0.0042 0.0001 1.8% 0.0000
Volume 99,937 95,604 -4,333 -4.3% 424,644
Daily Pivots for day following 16-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9286 0.9255 0.9150
R3 0.9235 0.9204 0.9136
R2 0.9183 0.9183 0.9131
R1 0.9152 0.9152 0.9126 0.9142
PP 0.9132 0.9132 0.9132 0.9127
S1 0.9101 0.9101 0.9117 0.9091
S2 0.9080 0.9080 0.9112
S3 0.9029 0.9049 0.9107
S4 0.8977 0.8998 0.9093
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9304 0.9273 0.9142
R3 0.9235 0.9204 0.9123
R2 0.9167 0.9167 0.9117
R1 0.9136 0.9136 0.9111 0.9117
PP 0.9098 0.9098 0.9098 0.9089
S1 0.9067 0.9067 0.9098 0.9048
S2 0.9030 0.9030 0.9092
S3 0.8961 0.8999 0.9086
S4 0.8893 0.8930 0.9067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9172 0.9081 0.0091 1.0% 0.0045 0.5% 45% False False 93,489
10 0.9172 0.9061 0.0111 1.2% 0.0041 0.5% 55% False False 81,012
20 0.9172 0.9061 0.0111 1.2% 0.0039 0.4% 55% False False 40,772
40 0.9206 0.9034 0.0172 1.9% 0.0041 0.5% 51% False False 20,439
60 0.9206 0.8969 0.0238 2.6% 0.0043 0.5% 64% False False 13,644
80 0.9226 0.8969 0.0257 2.8% 0.0041 0.5% 60% False False 10,237
100 0.9251 0.8969 0.0283 3.1% 0.0041 0.4% 54% False False 8,189
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9381
2.618 0.9297
1.618 0.9246
1.000 0.9214
0.618 0.9194
HIGH 0.9163
0.618 0.9143
0.500 0.9137
0.382 0.9131
LOW 0.9111
0.618 0.9079
1.000 0.9060
1.618 0.9028
2.618 0.8976
4.250 0.8892
Fisher Pivots for day following 16-Sep-2021
Pivot 1 day 3 day
R1 0.9137 0.9126
PP 0.9132 0.9125
S1 0.9127 0.9123

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

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