CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9100 |
0.9137 |
0.0037 |
0.4% |
0.9048 |
| High |
0.9142 |
0.9148 |
0.0006 |
0.1% |
0.9148 |
| Low |
0.9099 |
0.9108 |
0.0009 |
0.1% |
0.9047 |
| Close |
0.9138 |
0.9114 |
-0.0025 |
-0.3% |
0.9114 |
| Range |
0.0043 |
0.0040 |
-0.0003 |
-8.0% |
0.0101 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
88,125 |
80,664 |
-7,461 |
-8.5% |
443,000 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9243 |
0.9218 |
0.9136 |
|
| R3 |
0.9203 |
0.9178 |
0.9125 |
|
| R2 |
0.9163 |
0.9163 |
0.9121 |
|
| R1 |
0.9138 |
0.9138 |
0.9117 |
0.9131 |
| PP |
0.9123 |
0.9123 |
0.9123 |
0.9119 |
| S1 |
0.9098 |
0.9098 |
0.9110 |
0.9091 |
| S2 |
0.9083 |
0.9083 |
0.9106 |
|
| S3 |
0.9043 |
0.9058 |
0.9103 |
|
| S4 |
0.9003 |
0.9018 |
0.9092 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9406 |
0.9361 |
0.9169 |
|
| R3 |
0.9305 |
0.9260 |
0.9141 |
|
| R2 |
0.9204 |
0.9204 |
0.9132 |
|
| R1 |
0.9159 |
0.9159 |
0.9123 |
0.9181 |
| PP |
0.9103 |
0.9103 |
0.9103 |
0.9114 |
| S1 |
0.9058 |
0.9058 |
0.9104 |
0.9080 |
| S2 |
0.9002 |
0.9002 |
0.9095 |
|
| S3 |
0.8901 |
0.8957 |
0.9086 |
|
| S4 |
0.8800 |
0.8856 |
0.9058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9148 |
0.9047 |
0.0101 |
1.1% |
0.0047 |
0.5% |
66% |
True |
False |
88,600 |
| 10 |
0.9173 |
0.9046 |
0.0128 |
1.4% |
0.0049 |
0.5% |
53% |
False |
False |
94,924 |
| 20 |
0.9173 |
0.8961 |
0.0213 |
2.3% |
0.0050 |
0.5% |
72% |
False |
False |
96,230 |
| 40 |
0.9173 |
0.8961 |
0.0213 |
2.3% |
0.0047 |
0.5% |
72% |
False |
False |
88,896 |
| 60 |
0.9239 |
0.8961 |
0.0278 |
3.1% |
0.0047 |
0.5% |
55% |
False |
False |
59,522 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0048 |
0.5% |
43% |
False |
False |
44,668 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
43% |
False |
False |
35,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9318 |
|
2.618 |
0.9252 |
|
1.618 |
0.9212 |
|
1.000 |
0.9188 |
|
0.618 |
0.9172 |
|
HIGH |
0.9148 |
|
0.618 |
0.9132 |
|
0.500 |
0.9128 |
|
0.382 |
0.9123 |
|
LOW |
0.9108 |
|
0.618 |
0.9083 |
|
1.000 |
0.9068 |
|
1.618 |
0.9043 |
|
2.618 |
0.9003 |
|
4.250 |
0.8938 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9128 |
0.9112 |
| PP |
0.9123 |
0.9110 |
| S1 |
0.9118 |
0.9109 |
|