CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9115 |
0.9100 |
-0.0015 |
-0.2% |
0.9092 |
| High |
0.9116 |
0.9142 |
0.0026 |
0.3% |
0.9173 |
| Low |
0.9070 |
0.9099 |
0.0029 |
0.3% |
0.9046 |
| Close |
0.9096 |
0.9138 |
0.0043 |
0.5% |
0.9048 |
| Range |
0.0046 |
0.0043 |
-0.0002 |
-4.4% |
0.0128 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
99,795 |
88,125 |
-11,670 |
-11.7% |
506,245 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9257 |
0.9241 |
0.9162 |
|
| R3 |
0.9213 |
0.9197 |
0.9150 |
|
| R2 |
0.9170 |
0.9170 |
0.9146 |
|
| R1 |
0.9154 |
0.9154 |
0.9142 |
0.9162 |
| PP |
0.9126 |
0.9126 |
0.9126 |
0.9130 |
| S1 |
0.9110 |
0.9110 |
0.9134 |
0.9118 |
| S2 |
0.9083 |
0.9083 |
0.9130 |
|
| S3 |
0.9039 |
0.9067 |
0.9126 |
|
| S4 |
0.8996 |
0.9023 |
0.9114 |
|
|
| 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 |
0.9142 |
0.9046 |
0.0096 |
1.1% |
0.0047 |
0.5% |
96% |
True |
False |
88,665 |
| 10 |
0.9173 |
0.9046 |
0.0128 |
1.4% |
0.0050 |
0.5% |
73% |
False |
False |
95,150 |
| 20 |
0.9173 |
0.8961 |
0.0213 |
2.3% |
0.0050 |
0.6% |
84% |
False |
False |
97,208 |
| 40 |
0.9173 |
0.8961 |
0.0213 |
2.3% |
0.0048 |
0.5% |
84% |
False |
False |
86,948 |
| 60 |
0.9239 |
0.8961 |
0.0278 |
3.0% |
0.0047 |
0.5% |
64% |
False |
False |
58,178 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
50% |
False |
False |
43,659 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
50% |
False |
False |
34,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9327 |
|
2.618 |
0.9256 |
|
1.618 |
0.9212 |
|
1.000 |
0.9185 |
|
0.618 |
0.9169 |
|
HIGH |
0.9142 |
|
0.618 |
0.9125 |
|
0.500 |
0.9120 |
|
0.382 |
0.9115 |
|
LOW |
0.9099 |
|
0.618 |
0.9072 |
|
1.000 |
0.9055 |
|
1.618 |
0.9028 |
|
2.618 |
0.8985 |
|
4.250 |
0.8914 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9132 |
0.9126 |
| PP |
0.9126 |
0.9114 |
| S1 |
0.9120 |
0.9102 |
|