CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 18-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9042 |
0.9075 |
0.0033 |
0.4% |
0.9126 |
| High |
0.9084 |
0.9102 |
0.0019 |
0.2% |
0.9130 |
| Low |
0.9029 |
0.9057 |
0.0028 |
0.3% |
0.9029 |
| Close |
0.9077 |
0.9086 |
0.0009 |
0.1% |
0.9086 |
| Range |
0.0055 |
0.0045 |
-0.0009 |
-16.5% |
0.0101 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
140,169 |
122,233 |
-17,936 |
-12.8% |
520,019 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9218 |
0.9197 |
0.9111 |
|
| R3 |
0.9173 |
0.9152 |
0.9098 |
|
| R2 |
0.9127 |
0.9127 |
0.9094 |
|
| R1 |
0.9106 |
0.9106 |
0.9090 |
0.9117 |
| PP |
0.9082 |
0.9082 |
0.9082 |
0.9087 |
| S1 |
0.9061 |
0.9061 |
0.9081 |
0.9071 |
| S2 |
0.9036 |
0.9036 |
0.9077 |
|
| S3 |
0.8991 |
0.9015 |
0.9073 |
|
| S4 |
0.8945 |
0.8970 |
0.9060 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9383 |
0.9335 |
0.9141 |
|
| R3 |
0.9282 |
0.9234 |
0.9113 |
|
| R2 |
0.9182 |
0.9182 |
0.9104 |
|
| R1 |
0.9134 |
0.9134 |
0.9095 |
0.9108 |
| PP |
0.9081 |
0.9081 |
0.9081 |
0.9068 |
| S1 |
0.9033 |
0.9033 |
0.9076 |
0.9007 |
| S2 |
0.8981 |
0.8981 |
0.9067 |
|
| S3 |
0.8880 |
0.8933 |
0.9058 |
|
| S4 |
0.8780 |
0.8832 |
0.9030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9130 |
0.9029 |
0.0101 |
1.1% |
0.0046 |
0.5% |
56% |
False |
False |
104,003 |
| 10 |
0.9166 |
0.9029 |
0.0137 |
1.5% |
0.0042 |
0.5% |
41% |
False |
False |
85,239 |
| 20 |
0.9220 |
0.9029 |
0.0191 |
2.1% |
0.0045 |
0.5% |
30% |
False |
False |
43,681 |
| 40 |
0.9317 |
0.9029 |
0.0288 |
3.2% |
0.0048 |
0.5% |
20% |
False |
False |
21,901 |
| 60 |
0.9317 |
0.9028 |
0.0289 |
3.2% |
0.0047 |
0.5% |
20% |
False |
False |
14,613 |
| 80 |
0.9466 |
0.9028 |
0.0439 |
4.8% |
0.0046 |
0.5% |
13% |
False |
False |
10,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9296 |
|
2.618 |
0.9222 |
|
1.618 |
0.9176 |
|
1.000 |
0.9148 |
|
0.618 |
0.9131 |
|
HIGH |
0.9102 |
|
0.618 |
0.9085 |
|
0.500 |
0.9080 |
|
0.382 |
0.9074 |
|
LOW |
0.9057 |
|
0.618 |
0.9029 |
|
1.000 |
0.9012 |
|
1.618 |
0.8983 |
|
2.618 |
0.8938 |
|
4.250 |
0.8864 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9084 |
0.9081 |
| PP |
0.9082 |
0.9076 |
| S1 |
0.9080 |
0.9072 |
|