CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9064 |
0.9115 |
0.0051 |
0.6% |
0.9092 |
| High |
0.9129 |
0.9116 |
-0.0014 |
-0.1% |
0.9173 |
| Low |
0.9062 |
0.9070 |
0.0008 |
0.1% |
0.9046 |
| Close |
0.9118 |
0.9096 |
-0.0022 |
-0.2% |
0.9048 |
| Range |
0.0067 |
0.0046 |
-0.0022 |
-32.1% |
0.0128 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
97,101 |
99,795 |
2,694 |
2.8% |
506,245 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9230 |
0.9208 |
0.9121 |
|
| R3 |
0.9185 |
0.9163 |
0.9108 |
|
| R2 |
0.9139 |
0.9139 |
0.9104 |
|
| R1 |
0.9117 |
0.9117 |
0.9100 |
0.9106 |
| PP |
0.9094 |
0.9094 |
0.9094 |
0.9088 |
| S1 |
0.9072 |
0.9072 |
0.9091 |
0.9060 |
| S2 |
0.9048 |
0.9048 |
0.9087 |
|
| S3 |
0.9003 |
0.9026 |
0.9083 |
|
| S4 |
0.8957 |
0.8981 |
0.9070 |
|
|
| 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% |
0.0044 |
0.5% |
60% |
False |
False |
85,545 |
| 10 |
0.9173 |
0.9046 |
0.0128 |
1.4% |
0.0049 |
0.5% |
39% |
False |
False |
95,129 |
| 20 |
0.9173 |
0.8961 |
0.0213 |
2.3% |
0.0051 |
0.6% |
64% |
False |
False |
98,283 |
| 40 |
0.9173 |
0.8961 |
0.0213 |
2.3% |
0.0048 |
0.5% |
64% |
False |
False |
84,934 |
| 60 |
0.9239 |
0.8961 |
0.0278 |
3.1% |
0.0047 |
0.5% |
48% |
False |
False |
56,710 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0048 |
0.5% |
38% |
False |
False |
42,559 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
38% |
False |
False |
34,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9309 |
|
2.618 |
0.9235 |
|
1.618 |
0.9189 |
|
1.000 |
0.9161 |
|
0.618 |
0.9144 |
|
HIGH |
0.9116 |
|
0.618 |
0.9098 |
|
0.500 |
0.9093 |
|
0.382 |
0.9087 |
|
LOW |
0.9070 |
|
0.618 |
0.9042 |
|
1.000 |
0.9025 |
|
1.618 |
0.8996 |
|
2.618 |
0.8951 |
|
4.250 |
0.8877 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9095 |
0.9093 |
| PP |
0.9094 |
0.9090 |
| S1 |
0.9093 |
0.9088 |
|