CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9066 |
0.9047 |
-0.0020 |
-0.2% |
0.9114 |
| High |
0.9071 |
0.9068 |
-0.0003 |
0.0% |
0.9200 |
| Low |
0.9044 |
0.9027 |
-0.0017 |
-0.2% |
0.9064 |
| Close |
0.9046 |
0.9056 |
0.0010 |
0.1% |
0.9075 |
| Range |
0.0027 |
0.0041 |
0.0014 |
50.0% |
0.0137 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
76,514 |
91,318 |
14,804 |
19.3% |
513,105 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9172 |
0.9154 |
0.9078 |
|
| R3 |
0.9131 |
0.9114 |
0.9067 |
|
| R2 |
0.9091 |
0.9091 |
0.9063 |
|
| R1 |
0.9073 |
0.9073 |
0.9059 |
0.9082 |
| PP |
0.9050 |
0.9050 |
0.9050 |
0.9054 |
| S1 |
0.9033 |
0.9033 |
0.9052 |
0.9041 |
| S2 |
0.9010 |
0.9010 |
0.9048 |
|
| S3 |
0.8969 |
0.8992 |
0.9044 |
|
| S4 |
0.8929 |
0.8952 |
0.9033 |
|
|
| 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 |
0.9143 |
0.9027 |
0.0116 |
1.3% |
0.0036 |
0.4% |
25% |
False |
True |
83,863 |
| 10 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0043 |
0.5% |
16% |
False |
True |
91,580 |
| 20 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0046 |
0.5% |
16% |
False |
True |
93,355 |
| 40 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0048 |
0.5% |
40% |
False |
False |
95,480 |
| 60 |
0.9220 |
0.8961 |
0.0259 |
2.9% |
0.0046 |
0.5% |
37% |
False |
False |
71,963 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
27% |
False |
False |
54,000 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
27% |
False |
False |
43,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9240 |
|
2.618 |
0.9174 |
|
1.618 |
0.9133 |
|
1.000 |
0.9108 |
|
0.618 |
0.9093 |
|
HIGH |
0.9068 |
|
0.618 |
0.9052 |
|
0.500 |
0.9047 |
|
0.382 |
0.9042 |
|
LOW |
0.9027 |
|
0.618 |
0.9002 |
|
1.000 |
0.8987 |
|
1.618 |
0.8961 |
|
2.618 |
0.8921 |
|
4.250 |
0.8855 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9053 |
0.9059 |
| PP |
0.9050 |
0.9058 |
| S1 |
0.9047 |
0.9057 |
|