CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 10-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9070 |
0.9066 |
-0.0004 |
0.0% |
0.9114 |
| High |
0.9091 |
0.9071 |
-0.0021 |
-0.2% |
0.9200 |
| Low |
0.9064 |
0.9044 |
-0.0020 |
-0.2% |
0.9064 |
| Close |
0.9070 |
0.9046 |
-0.0024 |
-0.3% |
0.9075 |
| Range |
0.0028 |
0.0027 |
-0.0001 |
-1.8% |
0.0137 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
66,083 |
76,514 |
10,431 |
15.8% |
513,105 |
|
| Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9134 |
0.9117 |
0.9060 |
|
| R3 |
0.9107 |
0.9090 |
0.9053 |
|
| R2 |
0.9080 |
0.9080 |
0.9050 |
|
| R1 |
0.9063 |
0.9063 |
0.9048 |
0.9058 |
| PP |
0.9053 |
0.9053 |
0.9053 |
0.9051 |
| S1 |
0.9036 |
0.9036 |
0.9043 |
0.9031 |
| S2 |
0.9026 |
0.9026 |
0.9041 |
|
| S3 |
0.8999 |
0.9009 |
0.9038 |
|
| S4 |
0.8972 |
0.8982 |
0.9031 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9522 |
0.9435 |
0.9150 |
|
| R3 |
0.9386 |
0.9299 |
0.9113 |
|
| R2 |
0.9249 |
0.9249 |
0.9100 |
|
| R1 |
0.9162 |
0.9162 |
0.9088 |
0.9138 |
| PP |
0.9113 |
0.9113 |
0.9113 |
0.9101 |
| S1 |
0.9026 |
0.9026 |
0.9062 |
0.9001 |
| S2 |
0.8976 |
0.8976 |
0.9050 |
|
| S3 |
0.8840 |
0.8889 |
0.9037 |
|
| S4 |
0.8703 |
0.8753 |
0.9000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9200 |
0.9044 |
0.0157 |
1.7% |
0.0044 |
0.5% |
1% |
False |
True |
93,206 |
| 10 |
0.9200 |
0.9044 |
0.0157 |
1.7% |
0.0044 |
0.5% |
1% |
False |
True |
92,428 |
| 20 |
0.9200 |
0.9038 |
0.0163 |
1.8% |
0.0047 |
0.5% |
5% |
False |
False |
92,767 |
| 40 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0047 |
0.5% |
35% |
False |
False |
94,844 |
| 60 |
0.9220 |
0.8961 |
0.0259 |
2.9% |
0.0046 |
0.5% |
33% |
False |
False |
70,442 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
24% |
False |
False |
52,861 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
24% |
False |
False |
42,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9185 |
|
2.618 |
0.9141 |
|
1.618 |
0.9114 |
|
1.000 |
0.9098 |
|
0.618 |
0.9087 |
|
HIGH |
0.9071 |
|
0.618 |
0.9060 |
|
0.500 |
0.9057 |
|
0.382 |
0.9054 |
|
LOW |
0.9044 |
|
0.618 |
0.9027 |
|
1.000 |
0.9017 |
|
1.618 |
0.9000 |
|
2.618 |
0.8973 |
|
4.250 |
0.8929 |
|
|
| Fisher Pivots for day following 10-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9057 |
0.9081 |
| PP |
0.9053 |
0.9069 |
| S1 |
0.9049 |
0.9057 |
|