CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9109 |
0.9092 |
-0.0017 |
-0.2% |
0.9086 |
| High |
0.9118 |
0.9173 |
0.0056 |
0.6% |
0.9119 |
| Low |
0.9067 |
0.9087 |
0.0021 |
0.2% |
0.9038 |
| Close |
0.9089 |
0.9138 |
0.0049 |
0.5% |
0.9089 |
| Range |
0.0051 |
0.0086 |
0.0035 |
68.6% |
0.0081 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
5.7% |
0.0000 |
| Volume |
82,920 |
147,333 |
64,413 |
77.7% |
403,757 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9391 |
0.9351 |
0.9186 |
|
| R3 |
0.9305 |
0.9265 |
0.9162 |
|
| R2 |
0.9219 |
0.9219 |
0.9154 |
|
| R1 |
0.9179 |
0.9179 |
0.9146 |
0.9199 |
| PP |
0.9133 |
0.9133 |
0.9133 |
0.9143 |
| S1 |
0.9093 |
0.9093 |
0.9131 |
0.9113 |
| S2 |
0.9047 |
0.9047 |
0.9123 |
|
| S3 |
0.8961 |
0.9007 |
0.9115 |
|
| S4 |
0.8875 |
0.8921 |
0.9091 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9325 |
0.9288 |
0.9134 |
|
| R3 |
0.9244 |
0.9207 |
0.9111 |
|
| R2 |
0.9163 |
0.9163 |
0.9104 |
|
| R1 |
0.9126 |
0.9126 |
0.9096 |
0.9144 |
| PP |
0.9082 |
0.9082 |
0.9082 |
0.9091 |
| S1 |
0.9045 |
0.9045 |
0.9082 |
0.9063 |
| S2 |
0.9001 |
0.9001 |
0.9074 |
|
| S3 |
0.8920 |
0.8964 |
0.9067 |
|
| S4 |
0.8839 |
0.8883 |
0.9044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9173 |
0.9038 |
0.0136 |
1.5% |
0.0055 |
0.6% |
75% |
True |
False |
96,224 |
| 10 |
0.9173 |
0.8999 |
0.0174 |
1.9% |
0.0054 |
0.6% |
80% |
True |
False |
102,102 |
| 20 |
0.9173 |
0.8961 |
0.0213 |
2.3% |
0.0049 |
0.5% |
84% |
True |
False |
94,744 |
| 40 |
0.9220 |
0.8961 |
0.0259 |
2.8% |
0.0047 |
0.5% |
69% |
False |
False |
69,213 |
| 60 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0048 |
0.5% |
50% |
False |
False |
46,182 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0048 |
0.5% |
50% |
False |
False |
34,646 |
| 100 |
0.9466 |
0.8961 |
0.0506 |
5.5% |
0.0047 |
0.5% |
35% |
False |
False |
27,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9539 |
|
2.618 |
0.9398 |
|
1.618 |
0.9312 |
|
1.000 |
0.9259 |
|
0.618 |
0.9226 |
|
HIGH |
0.9173 |
|
0.618 |
0.9140 |
|
0.500 |
0.9130 |
|
0.382 |
0.9120 |
|
LOW |
0.9087 |
|
0.618 |
0.9034 |
|
1.000 |
0.9001 |
|
1.618 |
0.8948 |
|
2.618 |
0.8862 |
|
4.250 |
0.8722 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9136 |
0.9132 |
| PP |
0.9133 |
0.9126 |
| S1 |
0.9130 |
0.9120 |
|