CME Japanese Yen Future September 2021
Trading Metrics calculated at close of trading on 02-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.9137 |
0.9114 |
-0.0023 |
-0.3% |
0.9048 |
High |
0.9148 |
0.9162 |
0.0015 |
0.2% |
0.9148 |
Low |
0.9108 |
0.9113 |
0.0005 |
0.1% |
0.9047 |
Close |
0.9114 |
0.9157 |
0.0043 |
0.5% |
0.9114 |
Range |
0.0040 |
0.0050 |
0.0010 |
23.8% |
0.0101 |
ATR |
0.0048 |
0.0048 |
0.0000 |
0.2% |
0.0000 |
Volume |
80,664 |
102,350 |
21,686 |
26.9% |
443,000 |
|
Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9292 |
0.9274 |
0.9184 |
|
R3 |
0.9243 |
0.9224 |
0.9170 |
|
R2 |
0.9193 |
0.9193 |
0.9166 |
|
R1 |
0.9175 |
0.9175 |
0.9161 |
0.9184 |
PP |
0.9144 |
0.9144 |
0.9144 |
0.9148 |
S1 |
0.9125 |
0.9125 |
0.9152 |
0.9135 |
S2 |
0.9094 |
0.9094 |
0.9147 |
|
S3 |
0.9045 |
0.9076 |
0.9143 |
|
S4 |
0.8995 |
0.9026 |
0.9129 |
|
|
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 |
0.9162 |
0.9062 |
0.0100 |
1.1% |
0.0049 |
0.5% |
95% |
True |
False |
93,607 |
10 |
0.9162 |
0.9046 |
0.0117 |
1.3% |
0.0045 |
0.5% |
95% |
True |
False |
90,426 |
20 |
0.9173 |
0.8999 |
0.0174 |
1.9% |
0.0049 |
0.5% |
91% |
False |
False |
96,264 |
40 |
0.9173 |
0.8961 |
0.0213 |
2.3% |
0.0047 |
0.5% |
92% |
False |
False |
91,288 |
60 |
0.9239 |
0.8961 |
0.0278 |
3.0% |
0.0048 |
0.5% |
70% |
False |
False |
61,228 |
80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
55% |
False |
False |
45,947 |
100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
55% |
False |
False |
36,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9372 |
2.618 |
0.9292 |
1.618 |
0.9242 |
1.000 |
0.9212 |
0.618 |
0.9193 |
HIGH |
0.9162 |
0.618 |
0.9143 |
0.500 |
0.9137 |
0.382 |
0.9131 |
LOW |
0.9113 |
0.618 |
0.9082 |
1.000 |
0.9063 |
1.618 |
0.9032 |
2.618 |
0.8983 |
4.250 |
0.8902 |
|
|
Fisher Pivots for day following 02-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9150 |
0.9148 |
PP |
0.9144 |
0.9139 |
S1 |
0.9137 |
0.9130 |
|