CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 30-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9047 |
0.9050 |
0.0004 |
0.0% |
0.9079 |
| High |
0.9062 |
0.9063 |
0.0001 |
0.0% |
0.9121 |
| Low |
0.9034 |
0.9004 |
-0.0030 |
-0.3% |
0.9005 |
| Close |
0.9056 |
0.9007 |
-0.0049 |
-0.5% |
0.9028 |
| Range |
0.0028 |
0.0059 |
0.0031 |
110.7% |
0.0116 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.5% |
0.0000 |
| Volume |
66,548 |
109,634 |
43,086 |
64.7% |
412,089 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9201 |
0.9163 |
0.9039 |
|
| R3 |
0.9142 |
0.9104 |
0.9023 |
|
| R2 |
0.9083 |
0.9083 |
0.9018 |
|
| R1 |
0.9045 |
0.9045 |
0.9012 |
0.9035 |
| PP |
0.9024 |
0.9024 |
0.9024 |
0.9019 |
| S1 |
0.8986 |
0.8986 |
0.9002 |
0.8976 |
| S2 |
0.8965 |
0.8965 |
0.8996 |
|
| S3 |
0.8906 |
0.8927 |
0.8991 |
|
| S4 |
0.8847 |
0.8868 |
0.8975 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9399 |
0.9330 |
0.9092 |
|
| R3 |
0.9283 |
0.9214 |
0.9060 |
|
| R2 |
0.9167 |
0.9167 |
0.9049 |
|
| R1 |
0.9098 |
0.9098 |
0.9039 |
0.9075 |
| PP |
0.9051 |
0.9051 |
0.9051 |
0.9040 |
| S1 |
0.8982 |
0.8982 |
0.9017 |
0.8959 |
| S2 |
0.8935 |
0.8935 |
0.9007 |
|
| S3 |
0.8819 |
0.8866 |
0.8996 |
|
| S4 |
0.8703 |
0.8750 |
0.8964 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9063 |
0.9004 |
0.0059 |
0.7% |
0.0041 |
0.5% |
6% |
True |
True |
78,457 |
| 10 |
0.9121 |
0.9004 |
0.0118 |
1.3% |
0.0044 |
0.5% |
3% |
False |
True |
93,437 |
| 20 |
0.9166 |
0.9004 |
0.0163 |
1.8% |
0.0046 |
0.5% |
2% |
False |
True |
76,688 |
| 40 |
0.9239 |
0.9004 |
0.0235 |
2.6% |
0.0046 |
0.5% |
1% |
False |
True |
38,663 |
| 60 |
0.9317 |
0.9004 |
0.0313 |
3.5% |
0.0046 |
0.5% |
1% |
False |
True |
25,810 |
| 80 |
0.9317 |
0.9004 |
0.0313 |
3.5% |
0.0046 |
0.5% |
1% |
False |
True |
19,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9313 |
|
2.618 |
0.9217 |
|
1.618 |
0.9158 |
|
1.000 |
0.9122 |
|
0.618 |
0.9099 |
|
HIGH |
0.9063 |
|
0.618 |
0.9040 |
|
0.500 |
0.9033 |
|
0.382 |
0.9026 |
|
LOW |
0.9004 |
|
0.618 |
0.8967 |
|
1.000 |
0.8945 |
|
1.618 |
0.8908 |
|
2.618 |
0.8849 |
|
4.250 |
0.8753 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9033 |
0.9033 |
| PP |
0.9024 |
0.9024 |
| S1 |
0.9016 |
0.9016 |
|