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 |
|
|
|
| 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 |
|