CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 13-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9058 |
0.9059 |
0.0002 |
0.0% |
0.9070 |
| High |
0.9067 |
0.9131 |
0.0065 |
0.7% |
0.9131 |
| Low |
0.9048 |
0.9056 |
0.0008 |
0.1% |
0.9027 |
| Close |
0.9055 |
0.9126 |
0.0071 |
0.8% |
0.9126 |
| Range |
0.0019 |
0.0076 |
0.0057 |
297.4% |
0.0104 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
5.3% |
0.0000 |
| Volume |
61,284 |
93,343 |
32,059 |
52.3% |
388,542 |
|
| Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9331 |
0.9304 |
0.9168 |
|
| R3 |
0.9255 |
0.9228 |
0.9147 |
|
| R2 |
0.9180 |
0.9180 |
0.9140 |
|
| R1 |
0.9153 |
0.9153 |
0.9133 |
0.9166 |
| PP |
0.9104 |
0.9104 |
0.9104 |
0.9111 |
| S1 |
0.9077 |
0.9077 |
0.9119 |
0.9091 |
| S2 |
0.9029 |
0.9029 |
0.9112 |
|
| S3 |
0.8953 |
0.9002 |
0.9105 |
|
| S4 |
0.8878 |
0.8926 |
0.9084 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9407 |
0.9370 |
0.9183 |
|
| R3 |
0.9303 |
0.9266 |
0.9155 |
|
| R2 |
0.9199 |
0.9199 |
0.9145 |
|
| R1 |
0.9162 |
0.9162 |
0.9136 |
0.9181 |
| PP |
0.9095 |
0.9095 |
0.9095 |
0.9104 |
| S1 |
0.9058 |
0.9058 |
0.9116 |
0.9077 |
| S2 |
0.8991 |
0.8991 |
0.9107 |
|
| S3 |
0.8887 |
0.8954 |
0.9097 |
|
| S4 |
0.8783 |
0.8850 |
0.9069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9131 |
0.9027 |
0.0104 |
1.1% |
0.0038 |
0.4% |
95% |
True |
False |
77,708 |
| 10 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0044 |
0.5% |
57% |
False |
False |
90,164 |
| 20 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0047 |
0.5% |
57% |
False |
False |
92,544 |
| 40 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0047 |
0.5% |
69% |
False |
False |
93,017 |
| 60 |
0.9220 |
0.8961 |
0.0259 |
2.8% |
0.0046 |
0.5% |
64% |
False |
False |
74,536 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
46% |
False |
False |
55,932 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
46% |
False |
False |
44,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9452 |
|
2.618 |
0.9329 |
|
1.618 |
0.9253 |
|
1.000 |
0.9207 |
|
0.618 |
0.9178 |
|
HIGH |
0.9131 |
|
0.618 |
0.9102 |
|
0.500 |
0.9093 |
|
0.382 |
0.9084 |
|
LOW |
0.9056 |
|
0.618 |
0.9009 |
|
1.000 |
0.8980 |
|
1.618 |
0.8933 |
|
2.618 |
0.8858 |
|
4.250 |
0.8735 |
|
|
| Fisher Pivots for day following 13-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9115 |
0.9110 |
| PP |
0.9104 |
0.9095 |
| S1 |
0.9093 |
0.9079 |
|