CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9059 |
0.9125 |
0.0066 |
0.7% |
0.9070 |
| High |
0.9131 |
0.9167 |
0.0036 |
0.4% |
0.9131 |
| Low |
0.9056 |
0.9114 |
0.0058 |
0.6% |
0.9027 |
| Close |
0.9126 |
0.9157 |
0.0031 |
0.3% |
0.9126 |
| Range |
0.0076 |
0.0053 |
-0.0023 |
-29.8% |
0.0104 |
| ATR |
0.0046 |
0.0047 |
0.0000 |
1.1% |
0.0000 |
| Volume |
93,343 |
99,232 |
5,889 |
6.3% |
388,542 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9305 |
0.9284 |
0.9186 |
|
| R3 |
0.9252 |
0.9231 |
0.9171 |
|
| R2 |
0.9199 |
0.9199 |
0.9166 |
|
| R1 |
0.9178 |
0.9178 |
0.9161 |
0.9188 |
| PP |
0.9146 |
0.9146 |
0.9146 |
0.9151 |
| S1 |
0.9125 |
0.9125 |
0.9152 |
0.9135 |
| S2 |
0.9093 |
0.9093 |
0.9147 |
|
| S3 |
0.9040 |
0.9072 |
0.9142 |
|
| S4 |
0.8987 |
0.9019 |
0.9127 |
|
|
| 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 |
0.9167 |
0.9027 |
0.0140 |
1.5% |
0.0043 |
0.5% |
93% |
True |
False |
84,338 |
| 10 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0045 |
0.5% |
75% |
False |
False |
89,852 |
| 20 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0045 |
0.5% |
75% |
False |
False |
90,139 |
| 40 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0047 |
0.5% |
82% |
False |
False |
92,442 |
| 60 |
0.9220 |
0.8961 |
0.0259 |
2.8% |
0.0046 |
0.5% |
76% |
False |
False |
76,188 |
| 80 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
55% |
False |
False |
57,171 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0047 |
0.5% |
55% |
False |
False |
45,744 |
| 120 |
0.9466 |
0.8961 |
0.0506 |
5.5% |
0.0046 |
0.5% |
39% |
False |
False |
38,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9392 |
|
2.618 |
0.9305 |
|
1.618 |
0.9252 |
|
1.000 |
0.9220 |
|
0.618 |
0.9199 |
|
HIGH |
0.9167 |
|
0.618 |
0.9146 |
|
0.500 |
0.9140 |
|
0.382 |
0.9134 |
|
LOW |
0.9114 |
|
0.618 |
0.9081 |
|
1.000 |
0.9061 |
|
1.618 |
0.9028 |
|
2.618 |
0.8975 |
|
4.250 |
0.8888 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9151 |
0.9140 |
| PP |
0.9146 |
0.9124 |
| S1 |
0.9140 |
0.9107 |
|