CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9047 |
0.9058 |
0.0011 |
0.1% |
0.9114 |
| High |
0.9068 |
0.9067 |
-0.0001 |
0.0% |
0.9200 |
| Low |
0.9027 |
0.9048 |
0.0021 |
0.2% |
0.9064 |
| Close |
0.9056 |
0.9055 |
-0.0001 |
0.0% |
0.9075 |
| Range |
0.0041 |
0.0019 |
-0.0022 |
-53.1% |
0.0137 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
91,318 |
61,284 |
-30,034 |
-32.9% |
513,105 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9113 |
0.9103 |
0.9065 |
|
| R3 |
0.9094 |
0.9084 |
0.9060 |
|
| R2 |
0.9075 |
0.9075 |
0.9058 |
|
| R1 |
0.9065 |
0.9065 |
0.9057 |
0.9061 |
| PP |
0.9056 |
0.9056 |
0.9056 |
0.9054 |
| S1 |
0.9046 |
0.9046 |
0.9053 |
0.9042 |
| S2 |
0.9037 |
0.9037 |
0.9052 |
|
| S3 |
0.9018 |
0.9027 |
0.9050 |
|
| S4 |
0.8999 |
0.9008 |
0.9045 |
|
|
| 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 |
0.9118 |
0.9027 |
0.0091 |
1.0% |
0.0034 |
0.4% |
31% |
False |
False |
80,748 |
| 10 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0041 |
0.5% |
16% |
False |
False |
88,896 |
| 20 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0046 |
0.5% |
16% |
False |
False |
92,023 |
| 40 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0047 |
0.5% |
39% |
False |
False |
94,187 |
| 60 |
0.9220 |
0.8961 |
0.0259 |
2.9% |
0.0046 |
0.5% |
36% |
False |
False |
72,982 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
27% |
False |
False |
54,765 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
27% |
False |
False |
43,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9147 |
|
2.618 |
0.9116 |
|
1.618 |
0.9097 |
|
1.000 |
0.9086 |
|
0.618 |
0.9078 |
|
HIGH |
0.9067 |
|
0.618 |
0.9059 |
|
0.500 |
0.9057 |
|
0.382 |
0.9055 |
|
LOW |
0.9048 |
|
0.618 |
0.9036 |
|
1.000 |
0.9029 |
|
1.618 |
0.9017 |
|
2.618 |
0.8998 |
|
4.250 |
0.8967 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9057 |
0.9053 |
| PP |
0.9056 |
0.9051 |
| S1 |
0.9056 |
0.9049 |
|