CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 08-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2021 |
08-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9045 |
0.9042 |
-0.0003 |
0.0% |
0.9034 |
| High |
0.9064 |
0.9135 |
0.0072 |
0.8% |
0.9063 |
| Low |
0.9029 |
0.9040 |
0.0012 |
0.1% |
0.8961 |
| Close |
0.9045 |
0.9112 |
0.0067 |
0.7% |
0.8996 |
| Range |
0.0035 |
0.0095 |
0.0060 |
171.4% |
0.0102 |
| ATR |
0.0046 |
0.0050 |
0.0003 |
7.6% |
0.0000 |
| Volume |
88,721 |
149,645 |
60,924 |
68.7% |
461,774 |
|
| Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9381 |
0.9341 |
0.9164 |
|
| R3 |
0.9286 |
0.9246 |
0.9138 |
|
| R2 |
0.9191 |
0.9191 |
0.9129 |
|
| R1 |
0.9151 |
0.9151 |
0.9120 |
0.9171 |
| PP |
0.9096 |
0.9096 |
0.9096 |
0.9105 |
| S1 |
0.9056 |
0.9056 |
0.9103 |
0.9076 |
| S2 |
0.9001 |
0.9001 |
0.9094 |
|
| S3 |
0.8906 |
0.8961 |
0.9085 |
|
| S4 |
0.8811 |
0.8866 |
0.9059 |
|
|
| 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 |
0.9135 |
0.8961 |
0.0175 |
1.9% |
0.0058 |
0.6% |
87% |
True |
False |
113,392 |
| 10 |
0.9135 |
0.8961 |
0.0175 |
1.9% |
0.0050 |
0.5% |
87% |
True |
False |
95,925 |
| 20 |
0.9156 |
0.8961 |
0.0195 |
2.1% |
0.0048 |
0.5% |
77% |
False |
False |
96,988 |
| 40 |
0.9220 |
0.8961 |
0.0259 |
2.8% |
0.0047 |
0.5% |
58% |
False |
False |
52,830 |
| 60 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
42% |
False |
False |
35,258 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
42% |
False |
False |
26,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9539 |
|
2.618 |
0.9384 |
|
1.618 |
0.9289 |
|
1.000 |
0.9230 |
|
0.618 |
0.9194 |
|
HIGH |
0.9135 |
|
0.618 |
0.9099 |
|
0.500 |
0.9088 |
|
0.382 |
0.9076 |
|
LOW |
0.9040 |
|
0.618 |
0.8981 |
|
1.000 |
0.8945 |
|
1.618 |
0.8886 |
|
2.618 |
0.8791 |
|
4.250 |
0.8636 |
|
|
| Fisher Pivots for day following 08-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9104 |
0.9097 |
| PP |
0.9096 |
0.9082 |
| S1 |
0.9088 |
0.9067 |
|