CME Japanese Yen Future September 2021

Trading Metrics calculated at close of trading on 13-Sep-2021

Day Change Summary
	Previous	Current
	10-Sep-2021	13-Sep-2021	Change	Change %	Previous Week
Open	0.9113	0.9099	-0.0014	-0.2%	0.9109
High	0.9116	0.9116	0.0000	0.0%	0.9123
Low	0.9092	0.9078	-0.0014	-0.1%	0.9054
Close	0.9099	0.9099	0.0001	0.0%	0.9099
Range	0.0025	0.0038	0.0014	55.1%	0.0069
ATR	0.0041	0.0040	0.0000	-0.4%	0.0000
Volume	174,045	7,862	-166,183	-95.5%	700,057

Daily Pivots for day following 13-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9212	0.9193	0.9120
R3	0.9174	0.9155	0.9109
R2	0.9136	0.9136	0.9106
R1	0.9117	0.9117	0.9102	0.9127
PP	0.9098	0.9098	0.9098	0.9102
S1	0.9079	0.9079	0.9096	0.9089
S2	0.9060	0.9060	0.9092
S3	0.9022	0.9041	0.9089
S4	0.8984	0.9003	0.9078

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9299	0.9268	0.9136
R3	0.9230	0.9199	0.9117
R2	0.9161	0.9161	0.9111
R1	0.9130	0.9130	0.9105	0.9111
PP	0.9092	0.9092	0.9092	0.9082
S1	0.9061	0.9061	0.9092	0.9042
S2	0.9023	0.9023	0.9086
S3	0.8954	0.8992	0.9080
S4	0.8885	0.8923	0.9061

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9123	0.9054	0.0069	0.8%	0.0039	0.4%	65%	False	False	141,583
10	0.9130	0.9054	0.0076	0.8%	0.0037	0.4%	59%	False	False	117,410
20	0.9167	0.9054	0.0113	1.2%	0.0040	0.4%	40%	False	False	103,043
40	0.9200	0.9027	0.0173	1.9%	0.0043	0.5%	42%	False	False	97,793
60	0.9200	0.8961	0.0240	2.6%	0.0045	0.5%	58%	False	False	96,359
80	0.9220	0.8961	0.0259	2.8%	0.0045	0.5%	53%	False	False	81,663
100	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	39%	False	False	65,354
120	0.9317	0.8961	0.0356	3.9%	0.0046	0.5%	39%	False	False	54,467

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9278
2.618	0.9215
1.618	0.9177
1.000	0.9154
0.618	0.9139
HIGH	0.9116
0.618	0.9101
0.500	0.9097
0.382	0.9093
LOW	0.9078
0.618	0.9055
1.000	0.9040
1.618	0.9017
2.618	0.8979
4.250	0.8917

Fisher Pivots for day following 13-Sep-2021
Pivot	1 day	3 day
R1	0.9098	0.9098
PP	0.9098	0.9097
S1	0.9097	0.9096

Download as Excel Spreadsheet

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

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