CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9048 |
0.9064 |
0.0016 |
0.2% |
0.9092 |
| High |
0.9084 |
0.9129 |
0.0045 |
0.5% |
0.9173 |
| Low |
0.9047 |
0.9062 |
0.0016 |
0.2% |
0.9046 |
| Close |
0.9063 |
0.9118 |
0.0055 |
0.6% |
0.9048 |
| Range |
0.0038 |
0.0067 |
0.0029 |
76.3% |
0.0128 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.9% |
0.0000 |
| Volume |
77,315 |
97,101 |
19,786 |
25.6% |
506,245 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9304 |
0.9278 |
0.9154 |
|
| R3 |
0.9237 |
0.9211 |
0.9136 |
|
| R2 |
0.9170 |
0.9170 |
0.9130 |
|
| R1 |
0.9144 |
0.9144 |
0.9124 |
0.9157 |
| PP |
0.9103 |
0.9103 |
0.9103 |
0.9109 |
| S1 |
0.9077 |
0.9077 |
0.9111 |
0.9090 |
| S2 |
0.9036 |
0.9036 |
0.9105 |
|
| S3 |
0.8969 |
0.9010 |
0.9099 |
|
| S4 |
0.8902 |
0.8943 |
0.9081 |
|
|
| 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 |
0.9129 |
0.9046 |
0.0084 |
0.9% |
0.0045 |
0.5% |
86% |
True |
False |
83,236 |
| 10 |
0.9173 |
0.9038 |
0.0136 |
1.5% |
0.0051 |
0.6% |
59% |
False |
False |
93,106 |
| 20 |
0.9173 |
0.8961 |
0.0213 |
2.3% |
0.0050 |
0.6% |
74% |
False |
False |
96,621 |
| 40 |
0.9173 |
0.8961 |
0.0213 |
2.3% |
0.0048 |
0.5% |
74% |
False |
False |
82,464 |
| 60 |
0.9239 |
0.8961 |
0.0278 |
3.1% |
0.0048 |
0.5% |
56% |
False |
False |
55,047 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0048 |
0.5% |
44% |
False |
False |
41,311 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
44% |
False |
False |
33,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9414 |
|
2.618 |
0.9304 |
|
1.618 |
0.9237 |
|
1.000 |
0.9196 |
|
0.618 |
0.9170 |
|
HIGH |
0.9129 |
|
0.618 |
0.9103 |
|
0.500 |
0.9096 |
|
0.382 |
0.9088 |
|
LOW |
0.9062 |
|
0.618 |
0.9021 |
|
1.000 |
0.8995 |
|
1.618 |
0.8954 |
|
2.618 |
0.8887 |
|
4.250 |
0.8777 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9110 |
0.9107 |
| PP |
0.9103 |
0.9097 |
| S1 |
0.9096 |
0.9087 |
|