CME Japanese Yen Future September 2021
Trading Metrics calculated at close of trading on 26-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.9082 |
0.9048 |
-0.0034 |
-0.4% |
0.9092 |
High |
0.9087 |
0.9084 |
-0.0003 |
0.0% |
0.9173 |
Low |
0.9046 |
0.9047 |
0.0001 |
0.0% |
0.9046 |
Close |
0.9048 |
0.9063 |
0.0015 |
0.2% |
0.9048 |
Range |
0.0042 |
0.0038 |
-0.0004 |
-8.4% |
0.0128 |
ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
80,991 |
77,315 |
-3,676 |
-4.5% |
506,245 |
|
Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9179 |
0.9159 |
0.9084 |
|
R3 |
0.9141 |
0.9121 |
0.9073 |
|
R2 |
0.9103 |
0.9103 |
0.9070 |
|
R1 |
0.9083 |
0.9083 |
0.9066 |
0.9093 |
PP |
0.9065 |
0.9065 |
0.9065 |
0.9070 |
S1 |
0.9045 |
0.9045 |
0.9060 |
0.9055 |
S2 |
0.9027 |
0.9027 |
0.9056 |
|
S3 |
0.8989 |
0.9007 |
0.9053 |
|
S4 |
0.8951 |
0.8969 |
0.9042 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9471 |
0.9387 |
0.9118 |
|
R3 |
0.9344 |
0.9260 |
0.9083 |
|
R2 |
0.9216 |
0.9216 |
0.9071 |
|
R1 |
0.9132 |
0.9132 |
0.9060 |
0.9111 |
PP |
0.9089 |
0.9089 |
0.9089 |
0.9078 |
S1 |
0.9005 |
0.9005 |
0.9036 |
0.8983 |
S2 |
0.8961 |
0.8961 |
0.9025 |
|
S3 |
0.8834 |
0.8877 |
0.9013 |
|
S4 |
0.8706 |
0.8750 |
0.8978 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9151 |
0.9046 |
0.0106 |
1.2% |
0.0042 |
0.5% |
17% |
False |
False |
87,245 |
10 |
0.9173 |
0.9038 |
0.0136 |
1.5% |
0.0048 |
0.5% |
19% |
False |
False |
91,734 |
20 |
0.9173 |
0.8961 |
0.0213 |
2.3% |
0.0049 |
0.5% |
48% |
False |
False |
95,951 |
40 |
0.9173 |
0.8961 |
0.0213 |
2.3% |
0.0047 |
0.5% |
48% |
False |
False |
80,066 |
60 |
0.9239 |
0.8961 |
0.0278 |
3.1% |
0.0047 |
0.5% |
37% |
False |
False |
53,447 |
80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0048 |
0.5% |
29% |
False |
False |
40,098 |
100 |
0.9340 |
0.8961 |
0.0380 |
4.2% |
0.0046 |
0.5% |
27% |
False |
False |
32,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9246 |
2.618 |
0.9184 |
1.618 |
0.9146 |
1.000 |
0.9122 |
0.618 |
0.9108 |
HIGH |
0.9084 |
0.618 |
0.9070 |
0.500 |
0.9065 |
0.382 |
0.9061 |
LOW |
0.9047 |
0.618 |
0.9023 |
1.000 |
0.9009 |
1.618 |
0.8985 |
2.618 |
0.8947 |
4.250 |
0.8885 |
|
|
Fisher Pivots for day following 26-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9065 |
0.9070 |
PP |
0.9065 |
0.9067 |
S1 |
0.9064 |
0.9065 |
|