CME Japanese Yen Future September 2021
Trading Metrics calculated at close of trading on 07-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2021 |
07-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.9011 |
0.9045 |
0.0034 |
0.4% |
0.9034 |
High |
0.9054 |
0.9064 |
0.0010 |
0.1% |
0.9063 |
Low |
0.8999 |
0.9029 |
0.0030 |
0.3% |
0.8961 |
Close |
0.9045 |
0.9045 |
0.0000 |
0.0% |
0.8996 |
Range |
0.0055 |
0.0035 |
-0.0020 |
-35.8% |
0.0102 |
ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
126,710 |
88,721 |
-37,989 |
-30.0% |
461,774 |
|
Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9151 |
0.9133 |
0.9064 |
|
R3 |
0.9116 |
0.9098 |
0.9055 |
|
R2 |
0.9081 |
0.9081 |
0.9051 |
|
R1 |
0.9063 |
0.9063 |
0.9048 |
0.9062 |
PP |
0.9046 |
0.9046 |
0.9046 |
0.9045 |
S1 |
0.9028 |
0.9028 |
0.9042 |
0.9027 |
S2 |
0.9011 |
0.9011 |
0.9039 |
|
S3 |
0.8976 |
0.8993 |
0.9035 |
|
S4 |
0.8941 |
0.8958 |
0.9026 |
|
|
Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9312 |
0.9256 |
0.9052 |
|
R3 |
0.9210 |
0.9154 |
0.9024 |
|
R2 |
0.9108 |
0.9108 |
0.9015 |
|
R1 |
0.9052 |
0.9052 |
0.9005 |
0.9029 |
PP |
0.9006 |
0.9006 |
0.9006 |
0.8995 |
S1 |
0.8950 |
0.8950 |
0.8987 |
0.8927 |
S2 |
0.8904 |
0.8904 |
0.8977 |
|
S3 |
0.8802 |
0.8848 |
0.8968 |
|
S4 |
0.8700 |
0.8746 |
0.8940 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9064 |
0.8961 |
0.0103 |
1.1% |
0.0051 |
0.6% |
82% |
True |
False |
105,390 |
10 |
0.9064 |
0.8961 |
0.0103 |
1.1% |
0.0044 |
0.5% |
82% |
True |
False |
89,980 |
20 |
0.9162 |
0.8961 |
0.0202 |
2.2% |
0.0045 |
0.5% |
42% |
False |
False |
93,765 |
40 |
0.9239 |
0.8961 |
0.0278 |
3.1% |
0.0046 |
0.5% |
30% |
False |
False |
49,092 |
60 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
24% |
False |
False |
32,765 |
80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
24% |
False |
False |
24,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9212 |
2.618 |
0.9155 |
1.618 |
0.9120 |
1.000 |
0.9099 |
0.618 |
0.9085 |
HIGH |
0.9064 |
0.618 |
0.9050 |
0.500 |
0.9046 |
0.382 |
0.9042 |
LOW |
0.9029 |
0.618 |
0.9007 |
1.000 |
0.8994 |
1.618 |
0.8972 |
2.618 |
0.8937 |
4.250 |
0.8880 |
|
|
Fisher Pivots for day following 07-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9046 |
0.9034 |
PP |
0.9046 |
0.9023 |
S1 |
0.9045 |
0.9012 |
|